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ETF Dataset: 12/20/2005 - 03/01/2007

These are the specifications for a data set I have created on ETFs over an approximate one year range. 

    Number of Assets: 220

    Number of Days Represented: 299

    Number of Days in Interval (Business):  436 (300)

    Fields Available: Adjusted Close, Volume

Files provided:

   Price Series (csv)

   Volume Series (csv)

   Matlab Workspace (price and volume)

 

The following is the list of assets tracked:

ADRA EWG ICF IWO JKH PIC RTH VTI
ADRD EWH IDU IWP JKI PID RWR VTV
ADRE EWI IEF IWR JKJ PIV SDY VUG
ADRU EWJ IEV IWS JKK PJP SHY VV
AGG EWK IGE IWV JKL PKB SMH VWO
BBH EWL IGM IWW KBE PMR SPY VXF
BDH EWM IGN IWZ KCE PPA SWH WMH
BHH EWN IGV IXC KIE PPH TIP XLB
DGT EWO IGW IXG KLD PRF TLT XLE
DIA EWP IIH IXJ LQD PSI TMW XLF
DSC EWQ IJH IXN MDY PSJ TTH XLG
DSG EWS IJJ IXP MKH PTE UTH XLI
DSV EWT IJK IYC MTK PUI VAW XLK
DVY EWU IJR IYE NY PWB VB XLP
EEM EWW IJS IYF NYC PWC VBK XLU
EFA EWY IJT IYG OEF PWJ VBR XLV
EFG EWZ ILF IYH OIH PWO VCR XLY
EFV EZA IOO IYJ ONEQ PWP VDC  
EKH EZU ISI IYK PBE PWT VDE  
ELG FDM ITF IYM PBJ PWV VFH  
ELR FEU IVE IYR PBS PWY VGK  
ELV FEZ IVV IYT PBW PXE VGT  
EMG FXE IVW IYW PEJ PXJ VHT  
EMM FXI IWB IYY PEY PXN VIS  
EMV GLD IWC IYZ PFM PXQ VNQ  
EPP HHH IWD JKD PGJ PZI VO  
EWA IAH IWF JKE PHJ QQQQ VOX  
EWC IAU IWM JKF PHO RKH VPL  
EWD IBB IWN JKG PHW RSP VPU  

This is all provided as-is for others to use as they please.  Credit would be nice, but as this data is merely aggregated in an automated way from Yahoo! Finance, you can thank them primarily.

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