Historical fund holdings data

Xiaorong

Dear team

Could you please confirm how long does the historical fund holdings data date back to?

Please can you also confirm how to receive full holdings history data via RDP? We can only see top 10 holders in below end point:

https://api.refinitiv.com/data/funds/v1/assets?symbols=SPY&properties=collectedallocations[start:2000-01-01%3Bend:2019-01-01]

bob.lee

Hi @Xiaorong, I see your sample query is requesting "reportedAllocations". This property does not include full-holdings data. You can try the property "holdings". For your information, in Lipper (fund data) terminology, "reportedAllocations" are based on fund companies official marketing materials, such as fact-sheets. The "derivedAllocations" are based on reported full-holdings data and derived based on Lipper's standards. Thus, if you are comparing holdings/allocations data from different fund house, you should use "derivedAllocations" to make sure the data is based on the same standard. Also, please notes, there can be "embargo date" set for full-holdings data that Lipper only able to release top-10 or some summary of the full-holdings until the "embargo date" expires.

I do not aware there is a limitation on historical holdings data, you can try some old fund like Nike suggested. For example you can try "LP60000012". Lipper's system got the full holdings data for this fund back to 2006.

nick.zincone

Hi @Xiaorong,

It appears, based on some of my tests, that data goes back 4 years. I would recommend you reach out to the Refinitiv Helpdesk if you want more details around the data and the historical coverage.

Xiaorong

https://community.developers.refinitiv.com/discussion/comment/74210#Comment_74210

Thank you very much Lee!