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Accurate, legally usable sources for Asia ETF creation/redemption (HK, A-share, Japan) at the industry level, intraday or near real time?
#7828
I'm building a personal research tool (no trading, no redistribution) that maps cross-market capital flows by secondary industry (e.g. Shenwan level-2 or GICS industry group). For U.S. ETFs I've found a good end-of-day answer: ETFIQ's daily flows via openbb-etfiq, and monthly N-PORT flows via obb.sec.nport_fund_metrics. The gap is Asia and timeliness.
What I need
Creation/redemption or share-change data for Hong Kong, mainland China (A-share) and Japan ETFs, plus same-period NAV and FX.
Industry-level coverage: enough sector ETFs, or a licensable holdings/industry classification I can aggregate to secondary-industry level.
Ideally intraday or near real time. If only end-of-day exists, then the most timely legitimate option.
How I compute flows
Change in shares × NAV × FX, valued the way ETFIQ describes. Missing inputs stay blank, never zero and never counted as an outflow. Price and turnover are only shown as a separate confirmation layer and are never called creations or redemptions.
What I've already tried
U.S. side solved end-of-day with ETFIQ / N-PORT as above.
For Asia, I have a working pipeline that accepts files from rights holders or licensed sources, and I've sent written requests to several fund managers and exchanges to use their share/NAV data. Waiting on replies.
Websites that show intraday "estimated fund flows" for Asian ETFs exist, but their terms don't allow automated copying, so I haven't scraped them.
Questions
Is there an OpenBB provider, or any licensable API/feed, that covers HK, A-share or Japan ETF shares outstanding / creations-redemptions with NAV? Free, paid or delayed are all fine.
Does anyone publish intraday or near-real-time creation/redemption for these markets, or is end-of-day the floor? If end-of-day is the floor, what do people use intraday that doesn't just relabel turnover as flows?
Any licensable source of industry classification or ETF holdings for these markets that can be aggregated to secondary-industry level?
I'm looking for sources I can license or use with permission, not ways around a site's terms. Product names or links to the right licensing pages would be very helpful. Thanks!
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I'm building a personal research tool (no trading, no redistribution) that maps cross-market capital flows by secondary industry (e.g. Shenwan level-2 or GICS industry group). For U.S. ETFs I've found a good end-of-day answer: ETFIQ's daily flows via
openbb-etfiq, and monthly N-PORT flows viaobb.sec.nport_fund_metrics. The gap is Asia and timeliness.What I need
How I compute flows
Change in shares × NAV × FX, valued the way ETFIQ describes. Missing inputs stay blank, never zero and never counted as an outflow. Price and turnover are only shown as a separate confirmation layer and are never called creations or redemptions.
What I've already tried
Questions
I'm looking for sources I can license or use with permission, not ways around a site's terms. Product names or links to the right licensing pages would be very helpful. Thanks!
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