Human research only for ETF research
I have confirmed that fetch Yahoo Finance data for ETF seems to pull down junk. For instance through Matlab, you get:
d = fetch(c,'FXI','2/1/2015','6/15/2015')
d =
1.0e+07 *
0.0736 0.0000 0.0000 0.0000 0.0000 1.8190 0.0000
0.0736 0.0000 0.0000 0.0000 0.0000 1.6546 0.0000
0.0736 0.0000 0.0000 0.0000 0.0000 3.2768 0.0000
0.0736 0.0000 0.0000 0.0000 0.0000 2.7102 0.0000
0.0736 0.0000 0.0000 0.0000 0.0000 2.5816 0.0000
0.0736 0.0000 0.0000 0.0000 0.0000 1.6999 0.0000
As you can imagine, this is useless but it seem Yahoo is taking more and more programmatic features out of their service since late 2014. Also, I looked at if there is a way to build out a database of ETF listings but this seems to be not possible (or at least not easily). As in IQFeed:
http://forum.iqfeed.net/index.cfm?page=topic&topicID=3699
Maybe Quandl maybe the better choice? There is some potential if exactly you know what you are looking for. In this case, it could be PowerShares for Coal:
https://www.quandl.com/data/GOOG/NYSE_PKOL-Global-Coal-Portfolio-ETF-PKOL
Either way, it will be needed to download manually at the start to know which exact ETFs are your high performers. I guess this would need to be done through a long research process. Morningstar or even RBC Direct Invest is useful here for that. I can confirm RBC supports no API. I also can confirm RBC does provide the same info from Morningstar so there is no need to subscribe to Morningstar.
http://www.rbcdirectinvesting.com/mf-research.html
Interesting but there will be a very long human element for the research in ETF trading
UPDATE: About Quandl, here are the pricing for the only premium database for ETF research:
https://www.quandl.com/vendors
View the PsychSignal database pricing https://www.quandl.com/vendors. It seems that the licensing does support you publishing any data out of it at the ‘student’ level which %150/month. Even to do that is $500/month. That is quite prohibitve but you might as well go with a pro level of Bloomberg or Trading Technologies for X_Trader,
https://www.quandl.com/subscribe/13838
As for these potential copyright violations from RBC or Morningstar on my site or YouTube channel, I have no intention to show those websites as I am sure I will go against their terms. I ain’t risking that at all so sorry there.
From a regulation POV, I would not be surprised some regulator would clamp down on me in my trading category as I am hinting at whatever stock or ETF i would like to trading. This sucks but this trading category on the blog will be free but they might see it as ‘insider trading’ what not.  Let’s see what happens. https://quantlabs.net/blog/category/trading/ is the category I speak of.
Damn
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