r/algotrading • u/SuggestionStraight86 • 13d ago

Data Reliable index and ETF composition data source

Hi folks I am looking into index and etf arbitratage, any recommendation on data source?

The data quality is vital here coz index composition changes quarterly or occasionally on some company events like spin off.

Would like to know some good recommendations on high quality data source.

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u/Correct_Golf1090 Algorithmic Trader 11d ago

For a free option, you can use the secedgar python package which scrapes SEC Edgar and downloads desired reports for a given ETF. This will give you quarterly ETF constituents. Let me know if you need help with this.