Data dictionary
Both files are pipe-delimited and gzipped, and open with provenance preamble lines — each marked with a leading hash character — carrying the run id, the engine version, and that file's own methodology. They join to each other on fund_id and fund_id_type, so a liquidity row and its holdings are the same fund by construction. Fields ship in the types listed below.
Fund liquidity — fund_liquidity_YYYYMMDD.psv.gz
One row per fund share class. Everything needed to scale the figures to your own position, plus the ranked exit figure.
| Field | Type | Description | Example |
|---|---|---|---|
analysis_date | DATE | The date the row was computed for. | 2026-07-30 |
fund_id | VARCHAR(12) | The share class's best public identifier — class ISIN when one exists, else exchange ticker, else the SEC class id. | |
fund_id_type | VARCHAR(8) | Which namespace fund_id is in, so the join is never ambiguous. | isin, ticker, classid |
fund_ticker | VARCHAR(12) | Exchange ticker for the class when it has one. | |
fund_family | VARCHAR(128) | Fund complex the class belongs to — the sponsor family. | |
vehicle_type | VARCHAR(16) | Whether the class is an ETF or an open-end fund. This selects which volume basis the score uses. | etf, open_end |
fund_asset_category | VARCHAR(32) | Broad asset class of the fund — equity, fixed income, and so on. | |
net_assets | DECIMAL(20,2) | Net assets from N-PORT Part A. The denominator for every ratio in the row. | |
daily_capacity_usd | DECIMAL(20,2) | Dollars a day the fund's own activity supports at the base scenario's participation rate. | |
exit_days | DECIMAL(10,2) | Trading days to exit 50% of net assets at the base scenario's participation. | |
exit_days_pctile | DECIMAL(5,2) | Share (0-100) of funds with a computable exit that day whose exit_days is at or below this fund's. Higher means slower to exit. | |
volume_basis | VARCHAR(16) | The activity the score was computed from — exchange average daily volume for ETFs (daily), N-PORT flow for open-end funds (monthly). | exchange_adv, nport_flow |
data_source | VARCHAR(32) | Where the holdings basis came from. | NPORT-P |
data_source_date | DATE | Report date of the source filing. | 2026-03-31 |
staleness_days | INT | Days between data_source_date and analysis_date. | |
liquidity_status | VARCHAR(16) | Whether the score computed cleanly, and if not, why. A fund that could not be scored still ships its row with the reason named and the exit figures blank, so it never silently disappears from the file. |
Fund holdings — fund_holdings_YYYYMMDD.psv.gz
The top 100 positions per portfolio by as-filed weight, projected forward to today, plus one aggregate row per portfolio standing for everything below the top 100. Named rows and the tail row sum to 100% of the fund.
| Field | Type | Description | Example |
|---|---|---|---|
analysis_date | DATE | The date the weights are projected to. | 2026-07-30 |
fund_id | VARCHAR(12) | Same identifier and namespace rule as the liquidity file, so the two files join. | |
fund_id_type | VARCHAR(8) | Namespace of fund_id. | isin, ticker, classid |
fund_ticker | VARCHAR(12) | Exchange ticker for the class when it has one. | |
holding_rank | INT | 1-100 by AS-FILED weight, never re-sorted after projection — a stable rank, so day-over-day diffs line up instead of churning. | |
holding_name | VARCHAR(255) | Position name as filed. | |
holding_id | VARCHAR(32) | Position identifier — ISIN, CUSIP, or the filer's other identifier. | |
holding_id_type | VARCHAR(16) | Which identifier holding_id is, including the marker for the one aggregate row per portfolio. | isin, cusip, tail |
holding_weight | DECIMAL(9,6) | Projected whole-fund weight in percent, as of analysis_date. Measured against the fund's net total, so leverage is preserved: a leveraged fund's named rows sum above 100 and its tail row carries the negative balancing remainder (borrowing and shorts). Named rows plus the tail row sum to 100 per fund; in the rare degenerate-denominator case the as-filed weights pass through unnormalized. | |
holding_value_usd | DECIMAL(20,2) | Projected position value in dollars. | |
asset_category | VARCHAR(64) | Spelled-out asset category: equity (common), equity (preferred), debt, loan, repurchase agreement, real estate, structured note, short-term investment vehicle, commodity, asset-backed (mortgage-backed / commercial paper / collateralized bond-debt obligation / other), derivative (equity / credit / commodity / foreign exchange / interest rate / other). | |
issuer_category | VARCHAR(64) | Spelled-out issuer category: corporate, registered fund, private fund, municipal, US treasury, US government agency, US government-sponsored enterprise, non-US sovereign. | |
projection_method | VARCHAR(24) | How the weight was carried forward from the filing date. | |
data_source | VARCHAR(32) | The source of the row. Issuer-website overlays name their own source. | NPORT-P |
data_source_date | DATE | Report date of the source filing the row came from. | 2026-03-31 |