Package 'etfdata'

Title: European UCITS ETF Data Collection
Description: Tools to fetch, clean, and store historical and metadata for European bond and equity index ETFs (UCITS) listed on the London Stock Exchange.
Authors: John Gavin [aut, cre]
Maintainer: John Gavin <[email protected]>
License: MIT + file LICENSE
Version: 0.0.0.9000
Built: 2026-05-23 08:35:07 UTC
Source: https://github.com/JohnGavin/etf-data

Help Index

Fetch ETF Holdings from Yahoo Finance

Description

Retrieves historical fund holdings (composition) for a given ETF ticker using tidyquant. This includes top holdings, sector weights, and asset allocation data.

Usage

fetch_etf_holdings(symbol)

Arguments

symbol

Character string. The ticker symbol of the ETF (e.g., "SPY").

Value

A tibble containing holding details. Returns NULL or empty tibble on failure.

Examples

## Not run: 
  fetch_etf_holdings("SPY")

## End(Not run)

Fetch ETF Metadata from Yahoo Finance API

Description

Fetches metadata (AUM, TER, etc.) for a given ETF ticker from the Yahoo Finance API.

Usage

fetch_etf_metadata(symbol)

Arguments

symbol

Character string. The Yahoo Finance ticker symbol of the ETF (e.g., "VUSA.L").

Value

A tibble with metadata columns. Returns an empty tibble with the symbol if fetching fails.

Examples

## Not run: 
  fetch_etf_metadata("VUSA.L")

## End(Not run)

Fetch ETF Metadata from JustETF

Description

Scrapes metadata (AUM, TER, etc.) for a given ETF ISIN from JustETF.

Usage

fetch_justetf_metadata(isin)

Arguments

isin

Character string. The ISIN of the ETF (e.g., "IE00B3XXRP09").

Value

A tibble with metadata columns.

Examples

## Not run: 
  fetch_etf_metadata("IE00B3XXRP09")

## End(Not run)

Fetch ETF Data from JustETF

Description

Retrieves a list of ETFs from JustETF, applying optional filters for AUM and TER. The function first tries the legacy JSON API, then falls back to the JustETF search table endpoint if needed.

Usage

fetch_justetf_screener(
  min_aum_gbp = 0,
  max_ter = Inf,
  page_size = 500,
  max_pages = Inf,
  source = c("auto", "api", "wicket"),
  quiet = FALSE
)

Arguments

min_aum_gbp

Numeric. Minimum Assets Under Management in GBP (millions). Default is 0.
max_ter

Numeric. Maximum Total Expense Ratio (percentage). Default is Inf.
page_size

Integer. Number of rows per page when paging the table endpoint.
max_pages

Integer. Maximum number of pages to fetch when paging. Default Inf.
source

Character. Data source preference: "auto", "api", or "wicket".
quiet

Logical. If TRUE, suppresses warnings when endpoints fail.

Value

A tibble containing the filtered ETF data.

Examples

## Not run: 
  etfs <- fetch_justetf_screener()
  print(etfs)

## End(Not run)

Fetch Price History from Yahoo Finance

Description

Retrieves daily OHLCV data for a given ticker using quantmod/Yahoo.

Usage

fetch_price_history(ticker, start_date = "2020-01-01", end_date = Sys.Date())

Arguments

ticker

Character string. The ticker symbol (e.g., "VUSA.L").
start_date

Date or character. Start date (default "2020-01-01").
end_date

Date or character. End date (default Sys.Date()).

Value

A tibble with Date, Open, High, Low, Close, Volume, Adjusted columns.

Examples

## Not run: 
  fetch_price_history("VUSA.L")

## End(Not run)

Get ETF Universe

Description

Retrieves the list of ETFs to track. Prefers the curated universe file when available, then falls back to the cached snapshot or seed list.

Usage

get_etf_universe(n = 20, live = FALSE, file = NULL)

Arguments

n

Integer. Maximum number of ETFs to return. Default is 20. Set to Inf for all.
live

Logical. If TRUE, attempts to fetch the latest universe from an external source.
file

Character. Path to a local CSV file to read the universe from. Overrides live and default cache.

Value

A tibble with columns: ticker, name, isin, currency

Examples

## Not run: 
  get_etf_universe() # Returns top 20
  get_etf_universe(n = 5)
  get_etf_universe(n = Inf) # Returns all
  get_etf_universe(file = "my_etfs.csv")

## End(Not run)

Parse AUM Text

Description

Converts an AUM (Assets Under Management) string (e.g., "GBP 100,642 m") into structured components.

Usage

parse_aum(aum_text)

Arguments

aum_text

Character vector. The AUM string(s) to parse.

Value

A tibble with columns: currency (factor), aum_amount (numeric), aum_units (factor), aum_units_amount (numeric).

Examples

parse_aum("GBP 100,642 m")