History before Jan 2021 about ark-invest-history

[thisjustinh]

Working on this right now, will probably be up in a couple hours.

[thisjustinh]

The deltas are currently up to date starting from 2020-10-16. Those are based on the difference between shares like you said, with some measures being (new value - old value)/old value. I'm currently working on the fund holdings data.

[MichaelDeBoey]

I'd love this to be available!

[MichaelDeBoey]

@xinging-birds Will holding data be included?
Or only delta's?

If only delta's, how are they provided?
By the email ARK sends out or by calculating shares today minus shares yesterday?

[MichaelDeBoey]

What data source do you use for this holdings data?

Only the last day is provided in PDF/CSV on their website

[thisjustinh]

What data source do you use for this holdings data?

Only the last day is provided in PDF/CSV on their website

I'm using tables from arktrack to get their historical holdings. I can't speak to its validity but the numbers seem to make sense; it's basically what inspired this repo since the CSVs are much easier to work with than their displayed data. And I append the last-day CSVs from their website so that everything's as reported by Ark.

[MichaelDeBoey]

Does ARKtrack.com have a repository or an explanation somewhere on how they get their data?

Just want to be sure the older data is correct

[thisjustinh]

No repository afaik but they have a little message on the website about who made it and it seems their data's just from scraping holdings, but they started before me. Click the "?" button on the top right.

[thisjustinh]

@zitongzen the fund holdings since 2020-10-16 have been added to fund-holdings.

@MichaelDeBoey Forgot to mention this earlier but I believe one error I've noticed in arktrack is handling forex in ARKF; the official ARKF csv files have multiple entries for the same currency (e.g. JAPANESE YEN or EURO) and arktrack only records the first. So there will be inaccuracies with forex in ARKF. I have fixed this in my scraping by aggregating the entries as of 2021-01-26. This is really small in the scope of the overall ETF weight so I'm not too concerned about it and will keep the data until I have collected enough to phase the arktrack data out, for my analysis.