Prices & adjustments
Daily prices, volume and adjustment factors for returns and historical backtests.
Query ETF price performance, NAV changes, fund size, tracking relationships and portfolio holdings for quantitative research, portfolio analysis and AI workflows.
Daily prices, volume and adjustment factors for returns and historical backtests.
Unit, accumulated and adjusted NAV for price-to-NAV analysis.
Shares outstanding, fund size and NAV per unit for flow and scale tracking.
Tracking indices and portfolio securities for product exposure analysis.
Use consistent ETF symbols and date parameters to retrieve a DataFrame, or let an AI query through MCP.
import quantsonar as qs qs.set_token("qs_your_key") df = qs.etf_daily( symbol="510300.SH", start_date="20260101" )
/v1/etf/basicFREEETF daily OHLC bars/v1/etf/dailyFREEETF adjustment factors/v1/etf/adj-factorSTARTERETF net asset values/v1/etf/navPROETF portfolio holdings/v1/etf/portfolioSTARTERETF shares outstanding & fund size/v1/etf/share-sizeSTARTERETF tracking-index reference data/v1/etf/tracking-indices
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