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by bumby 1249 days ago
Do you happen to know where to find historical data on such holdings? For example, how do I find the historical ETF holdings at a particular point in time?
2 comments

ETFs? Welllllll, how about mutual funds instead? A lot of ETFs are just exchange-traded mutual funds.

Mutual funds are required to periodically report their holdings:

https://www.sec.gov/edgar/sec-api-documentation

Rate limit yourself to under 10 requests per second, and put contact info into your user-agent if you'd like them to contact you about problems.

> The APIs are updated in real-time as filings are disseminated. The submissions API is updated with a typical processing delay of less than a second; the xbrl APIs are updated with a typical processing delay of under a minute. However these processing delays may be longer during peak filing times.

Thanks, this is useful. However, I was specifically looking for information on the SPDR ETFs.
These data exist but in many cases it is expensive to obtain. Even complete historical data for the SP500 is not a trivial thing to find.

(ETF current holdings, I believe, are legally required to be published)