evdubs/invesco-etf-holdings

ETL for the Invesco ADR ETF holdings XLS documents

As of 2020-02-16, ADRA, ADRD, and ADRU were delisted. This ETL tool is less valuable now that there is less coverage of the ADR space.

invesco-etf-holdings

These Racket programs will download the Invesco ADR ETF holdings XLS documents and insert the holding data into a PostgreSQL database. The intended usage is something like the following (and will need some bit of software to do the XLS->CSV transformation):

$ racket extract.rkt
$ for f in `ls /var/tmp/invesco/etf-holdings/date/` ; do libreoffice --headless --convert-to csv --outdir /var/tmp/invesco/etf-holdings/date $f ; done
$ racket transform-load-csv.rkt

If you have libreoffice installed, you can instead just do the following as XLS->CSV conversion using libreoffice is supported within the process:

$ racket extract.rkt
$ racket transform-load-csv.rkt -c

The provided schema.sql file shows the expected schema within the target PostgreSQL instance. This process assumes you can write to a /var/tmp/invesco folder. This process also assumes you have loaded your database with NASDAQ symbol file information. This data is provided by the nasdaq-symbols project.

Dependencies

It is recommended that you start with the standard Racket distribution. With that, you will need to install the following packages:

$ raco pkg install --skip-installed gregor tasks threading