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Investment Strategies / Mechanical Investing
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Author: hmTodd   😊 😞
Number: of 3962 
Subject: Re: Historical holding for index ETFs?
Date: 05/28/2024 3:15 PM
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Depending on the data you are looking for iShares has historical month end holdings on their site.

For IWF you could go to https://www.ishares.com/us/products/239706/ishares...
and click to the holdings section. Above the actual holdings you will see a drop down with options for the past four months.

If you need to go back further than that you will need to tinker a bit. The actual url will be something like this
'... www.ishares.com/us/products/239706/ishares-russell-1000-growth-etf/xxxxxxxxx.ajax?fileType=csv&fileName=IWF_holdings&dataType=fund&asOfDate=20231229 '
but the value xxxxxxxxx is an api key that comes from somewhere and probably related to a cookie on the machine. If you know your browser and can look at the url that the browser calls to retrieve an historical date it is visible there. Copy that url and change the date and you have it. I should point out that the dates are last market day of the month. I've also seen some python libraries that can supposedly retrieve this data but I've never used one.
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