Does anyone know where to download historical daily NAV of ETFs (besides on individual ETF provider's websites)? Is there a data provider/aggregator that provides NAV histories of ETFs? Thanks.
Wish I knew Cyrix. What game are you trying to play? Buy some that are below historic discount or sell some that are above historic premium? I didn't think you could really play that game with ETFs, unlike CEFs. Just curious.
ETFG on Quandl (now part of NASDAQ). Reasonably priced, I think about $40 per month via quandle REST API. FirstBridge Data more expensively. Factset also. ETFG lags by 18 to 30 hours. You can scrape more timely contemporaneous NAV's in JSON format for updates through Bloomberg Website, Morningstar, WSJ.... ETFG data go back to late 2013.
ycharts has data with the % discount or premium to NAV. For example, https://ycharts.com/companies/URA/discount_or_premium_to_nav
I've PM'd the information to you. Posting undocumented api calls on a public forum sometimes causes api access to be restricted.
YCharts is a nice source. However, I only have free access with 5 years of data. Thank you for the great info.