Inside Your ETFs - an overview of the DTCC ETF Portfolio Composition File and ETF Historical data products.

 

View a current list of ETF

 

Inside Your ETFs - an overview of the DTCC ETF Portfolio Composition File and ETF Historical data products.

 

View a current list of ETF

ETF Portfolio (Daily)

ETF Portfolio Service 

The web interface for Portfolio Composition File (PCF) provides reporting for all Trade Date (T)-1 and supplemental portfolios:

  • All portfolios are reported in the consolidated format; NSCC will reconfigure the portfolios that are submitted in the legacy formats to the new consolidated format.
  • Only the final version of T-1 portfolios is reported.
  • All supplemental versions of a standard portfolio are reported, whereas only the last supplemental version of a custom portfolio is reported.

Users are required to subscribe to standard portfolios they want to receive or download via the PCF Web; the subscription indicator will automatically be turned on for custom portfolio:

  • Users can only view or download the PCF data for subscribed portfolios only.
  • Users will also be able to view and download up to five prior business day’s PCF reports for subscribed portfolios
  • Please note that the consolidated PCF output MRO (AutoRoute 02261256) will contain each participant's subscribed portfolios only.

The Web Interface for PCF Reporting allows you to:

  • Input Portfolio Subscription Inquiry Criteria
  • Sort Portfolio Views
  • Subscribe/Unsubscribe to portfolios
  • View Portfolio Details
  • View Supplemental Portfolios
  • View New Portfolios
  • View Prior Business Day Portfolios


ETF Portfolio Service (Daily): Overview Webcast

Web Interface For PCF Reporting - Video Tutorial

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 


File Format & FAQs

The web interface for Portfolio Composition File (PCF) provides consolidated format reporting for all Trade Date (T)-1 and supplemental portfolios:

ETF Portfolio Services (Daily)

ETF Portfolio (Historical)

ETF Portfolio Service (Historical)

ETF Historical data can help you with trending analysis. Access is available as follows:

Option 1: As a one-time feed providing access to all Historical data.a

  • DTCC performs the query for the ETF Historical data.

Option 2: As a one-time feed (as above) PLUS on-demand access to Historical data via the ETF Portfolio Portal.

  • You have access to the ETF Historical Portfolio Request feature now available in the ETF Portfolio Portal (web application) via the main top menu.

Note: Subscribing to on-demand access to Historical data provides access to the ETF Portfolio Portal for File Requests only. (Creates an FTP file without onscreen data display)

Other Important Information:

  • You must have a CUSIP license to subscribe
  • Data available back to November 1st 2007
  • Available for Standard Portfolios only (not available for Custom Portfolios)

Pricing Discounts

DTCC is offering discounted pricing for one-time feeds if purchased in conjunction with the ETF PCF daily file and/or with the purchase of ETF Historical on-demand access (a service which includes a one-time feed PLUS continued access to Historical data).

Speak to your ETF Sales representative for more details.


ETF Porfolio Service (Historical): Overview Webcast

ETF Historical Portfolio Request - Video Tutorial


Historical Data File Format

The Historical Portfolio Composition File (PCF) is similar to the current ETF PCF file except for an added Security Indicator Field.

ETF Historical PCF parameters and details :

    • Date Range -  1st Nov 2007 to (Trade Date – 1) in 1 year increments (if > than 1 year, multiple requests needed)
    • Portfolio Type  - US/non-US  
    • Agent - One or Multiple
    • CUSIP or Trading Symbol

ETF Portfolio Services (Historical)

#NameDescriptionAdded On
1ETF Portfolio Data Service Historical File SpecificationETF Portfolio Data Service Historical File Specification New!

To facilitate trend and performance analytis of the ETF market, DTCC provides a historical data set, available from November 2007 to the present. This document is a specificaiton for this data set.

Nov 13, 2017
2ETF Historical Sample FileETF Historical Sample FileOct 19, 2016

 

Onboarding & Contact Management System

Onboarding

Onboarding to DTCC's ETF Portfolio Service consists of 3 steps for new clients:

  1. Submit your Super Access Coordinator form to DTCC.
  2. After receiving login credentials, provision users for the ETF Portfolio Service.
  3. Subscribe to portfolios via ETF Portfolio Service.

For a document explaining this process in detail:

 

ETF Portfolio - Onboarding

#NameDescriptionAdded On
1ETF Portfolio Service Onboarding GuideETF Portfolio Service Onboarding GuideOct 20, 2016


ETF Contact Management

The Contact Management system provides a central place for you to create and maintain contact information so that email alerts can be sent to participants for an updates/revisions to their subscribed portfolios. For example, you can receive an alert to:

  • Notify you when there has been a supplemental update to a portfolio that you subscribe to
  • Notify you of a new portfolio for subscription
  • Notify you when the portfolio submission cutoff is coming up and DTCC has not received a ‘final transmission’ from the agent.