Choose a Free Fund Holdings API
for Mutual Funds and ETFs选择适合公募基金与 ETF 的
免费基金持仓 API
A free fund holdings API can support prototypes when it provides suitable coverage, dated portfolio records, clear usage terms, and verifiable JSON.
免费基金持仓 API 可以支持原型开发，但必须具备合适的覆盖范围、
明确日期、清晰许可和可验证的 JSON 数据。
Free fund holdings API: the short answer免费基金持仓 API：快速结论
Match fund types, complete or top holdings, asset-class detail, historical depth, revisions, quota, and license to the intended analysis.
Check legal fund and share-class IDs, portfolio and publication dates, pagination, asset types, currencies, signs, weights, and completeness.
Store raw and normalized records, source filings, first-known dates, revision IDs, parsing version, retrieval logs, and provider terms.
根据分析任务匹配基金类型、完整或重仓持仓、资产类别明细、历史深度、修订、配额与许可。
核对法律基金与份额 ID、组合与发布日期、分页、资产类型、币种、正负号、权重和完整性。
保存原始与规范化记录、来源申报、首次可知日期、修订 ID、解析版本、抓取日志和提供方条款。
What a fund holdings API must cover基金持仓 API 必须覆盖什么
A useful evaluation starts with one real fund, one dated portfolio, and one intended product workflow. The decision depends on mutual fund and ETF coverage, legal identifiers, portfolio dates, weights, history, pagination, rate limits, JSON quality, and reuse terms. A free allowance is useful only when the returned scope matches the data the product is expected to explain.
评估时应从一只真实基金、一个明确的组合日期和一个具体产品场景开始。选择接口需要检查公募基金与 ETF 覆盖、法律标识符、持仓日期、权重、历史数据、分页、调用限制、JSON 质量和再使用条款。只有当返回范围与产品需要解释的数据一致时，免费额度才真正有价值。
The word “holding” can describe a disclosed security position, a derivative exposure, collateral, cash, a receivable or liability, or a look-through position inferred from another fund. A useful API keeps reported rows and derived exposure separate, identifies the legal share class, and states whether the response is a complete portfolio, regulatory filing, top-holdings subset, or provider reconstruction.
“持仓”可能指披露证券头寸、衍生品敞口、抵押品、现金、应收应付，或从另一只基金推导出的穿透头寸。实用接口应把直接报告记录与衍生敞口分开，明确法律份额类别，并说明响应属于完整组合、监管申报、重仓子集还是供应商重建结果。
Compare free mutual fund and ETF holdings APIs比较免费公募基金与 ETF 持仓 API
| Source type来源类型 | Good for适合场景 | Check before use使用前检查 |
|---|---|---|
| Public filings公开申报 | Direct provenance and custom databases.直接出处和自建数据库。 | Coverage, parsing, amendments, lag, and issuer IDs.覆盖、解析、修订、披露滞后和发行人 ID。 |
| Free-tier REST API免费层 REST API | Prototypes needing normalized JSON.需要标准 JSON 的原型。 | Quota, full or top holdings, history, and reuse.配额、完整或重仓持仓、历史范围与再使用。 |
| Fund or exchange feed基金公司或交易所数据 | Official detail for a fund family or market.特定基金系列或市场的官方明细。 | URL stability, format, schedule, and normalization.地址稳定性、格式、更新日程和标准化。 |
| Regulatory filing transform监管申报转换 | Point-in-time history with direct filing provenance.带直接申报出处的时点历史。 | Form scope, amendments, confidential or omitted rows, taxonomy, publication lag.表单范围、修订、保密或省略记录、分类体系与披露滞后。 |
| Look-through analytics穿透分析 | Exposure and overlap across funds, derivatives, or nested vehicles.跨基金、衍生品或嵌套载体的敞口与重合。 | Methodology, double counting, dates, proxy mapping, derived-data license.方法、重复计算、日期、代理映射与衍生数据许可。 |
Concrete data routes to evaluate可实际评估的数据路线
These routes solve different problems. Regulatory data favors provenance and history, normalized APIs favor speed of integration, and issuer files favor the latest official detail for a limited fund family. Do not rank them only by request quota.
这些路线解决的问题不同：监管数据更强调出处和历史，标准化 API 更强调接入效率，基金公司文件则适合获取特定基金系列的最新官方明细。不能只按请求额度给它们排名。
| Route路线 | What you receive可以获得 | Best use更适合 | Main limitation主要限制 |
|---|---|---|---|
| SEC Form N-PORT dataSEC Form N‑PORT 数据 | Structured portfolio information reported by registered investment companies, with filing provenance and filing-period context.注册投资公司申报的结构化组合信息，带直接申报出处和报告期背景。 | Building a U.S. fund research database, audit trail, or point-in-time historical pipeline.构建美国基金研究数据库、审计链路或时点一致的历史数据管道。 | Disclosure and publication lag, amendments, complex instruments, form taxonomy, and the engineering work needed to normalize records.披露与公开存在滞后，还要处理修订、复杂工具、表单分类和较重的标准化工程。 |
| Alpha Vantage ETF ProfileAlpha Vantage ETF Profile | A documented ETF profile response that includes fund characteristics and holdings-related data through a familiar API request model.通过常见 API 请求方式返回 ETF 概况及持仓相关数据。 | A quick ETF prototype that wants normalized JSON without first building a filing parser.希望快速获得规范 JSON、暂时不想自建申报解析器的 ETF 原型。 | Confirm exact holding depth, portfolio date, market coverage, endpoint entitlement, update cadence, and whether history is available.必须核实持仓深度、组合日期、市场覆盖、端点权限、更新频率以及是否提供历史记录。 |
| Financial Modeling Prep ETF holdingsFinancial Modeling Prep ETF 持仓 | Normalized ETF constituent or holdings records within a wider financial-data API family.在更广泛的金融数据 API 体系中提供规范化 ETF 成分或持仓记录。 | Applications already using the same provider for prices, profiles, or fundamentals and wanting a consistent schema.已经使用同一供应商的价格、概况或基本面接口，希望保持统一数据结构的应用。 | Check current endpoint path and plan, full versus partial holdings, dates, identifiers, pagination, and redistribution terms.核实当前端点与套餐、完整或部分持仓、日期、标识符、分页和再分发条款。 |
| Issuer holdings downloads基金公司持仓下载 | Official CSV, spreadsheet, or page-level holdings for a specific ETF family, often with a clear as-of date.特定 ETF 系列的官方 CSV、表格或网页持仓，通常带明确的持仓日期。 | Displaying or checking a small set of funds where official, recent detail matters more than broad coverage.只覆盖少量基金，并且官方最新明细比广泛覆盖更重要的展示或核对场景。 | Formats and URLs can change; fields differ by issuer; historical files, automation rights, and redistribution may be limited.格式和地址可能变化，不同基金公司字段不统一，历史文件、自动化抓取和再分发也可能受限。 |
Form 13F is not a substitute for a fund holdings feed. It reports certain positions of qualifying institutional investment managers, not a complete, current portfolio for every mutual fund or ETF share class. Use N-PORT, issuer disclosures, or a fund-specific provider when the product claims to show the fund itself.
Form 13F 不能代替基金持仓接口。它披露的是符合条件的机构投资管理人持有的部分头寸，并不是每只公募基金或 ETF 份额类别的完整、最新组合。如果产品声称展示基金自身持仓，应优先使用 N‑PORT、基金公司披露或专门的基金数据服务。
Score access, data, and permitted use together同时评估访问、数据与许可用途
Free plans may cap requests, omit history, return only top positions, or prohibit redistribution. Prioritize reliable dates, source IDs, documentation, and licensing; a successful response does not grant reuse rights.
免费层可能限制请求、不提供历史数据、只返回重仓或禁止再分发。应优先检查可靠日期、来源 ID、文档和许可；请求成功并不代表获得再使用权。
Prefer the issuer's dated file or a normalized API that returns a verifiable source and clear as-of date. Show whether the list is complete or only top holdings, display the published portfolio date prominently, and avoid labeling retrieval time as “last updated holdings.”
Require stable security identifiers, complete-enough portfolios, weights on the same basis, and aligned dates. Normalize share classes and currencies before calculating overlap. Report unmapped and omitted weight so a clean-looking percentage does not hide missing positions.
Use filing-sourced or revision-aware snapshots with first-known timestamps. Keep amendments instead of replacing old files, and make the simulation wait until the data was publicly available. Today's reconstructed portfolio cannot safely answer what an investor knew six months ago.
Return fund and share-class identity, scope, portfolio date, publication date, source, position count, top holdings, total reported weight, residual, and license status. The agent should distinguish disclosed holdings from look-through estimates and cite the dated source behind the summary.
优先使用基金公司带日期的官方文件，或能够返回可核验来源与明确持仓日期的规范 API。页面要说明列表是完整组合还是仅重仓，并突出展示组合发布日期，不能把抓取时间误写成“持仓最新日期”。
需要稳定的证券标识、足够完整的组合、同一口径的权重和对齐的日期。计算重合前先统一份额类别与币种，并披露未映射和省略权重，避免一个整洁的百分比掩盖缺失头寸。
使用带申报出处或可识别修订的时点快照，并保存首次可知时间。修订文件不能直接覆盖旧版本，模拟也必须等到数据公开后才能使用。今天重建出来的组合，不能安全地回答六个月前投资者当时知道什么。
结果应包含基金与份额类别身份、持仓范围、组合日期、发布日期、来源、头寸数量、重仓列表、已报告权重合计、残差和许可状态。Agent 必须区分直接披露持仓与穿透估算，并引用摘要背后的带日期来源。
How to use a free fund holdings API如何接入免费的基金持仓数据 API
1. Define the fund universe and required fields1. 明确基金范围与所需字段
Specify the market, full or top holdings, history, currencies, sectors, and identifiers.
明确市场范围、完整或重仓持仓、历史深度、币种、行业和标识符。
2. Inspect authentication, dates, and pagination2. 检查认证、日期与分页
Record key placement, quota headers, pagination, as-of date, filing date, and timezone. Retrieval time is not the portfolio date.
记录密钥位置、配额响应头、分页、持仓日期、申报日期和时区；抓取时间不能替代组合报告期。
3. Make a bounded request and inspect JSON3. 发起小范围请求并检查 JSON
GET /v1/funds/{ticker}/holdings?limit=100 is an illustrative REST shape, not a real provider URL. Before loading data, validate types, nulls, currency, weights, IDs, and page counts.
GET /v1/funds/{ticker}/holdings?limit=100 只是 REST 形态示例，并非真实提供方地址。入库前应验证类型、空值、币种、权重、ID 和分页数量。
4. Store raw payloads and normalized records4. 同时保存原始响应与标准记录
Keep the raw response and provider codes. Normalize fund_id, security_id, market_value, weight_pct, currency, as_of_date, filing_date, and source_url. Key snapshots by provider, fund, and as-of date.
保存原始响应和提供方代码，并标准化 fund_id、security_id、market_value、weight_pct、currency、as_of_date、filing_date 与 source_url。快照键应包含提供方、基金和持仓日期。
5. Reconcile asset types and portfolio totals5. 核对资产类型与组合合计
Calculate long, short, cash, derivative, liability, and unexplained residual totals separately. Keep raw sign and units, deduplicate by stable ID and position context, and quarantine ambiguous bond or derivative identifiers instead of forcing them into equity rows.
分别计算多头、空头、现金、衍生品、负债和未解释残差合计，保留原始正负号与单位，按稳定 ID 和头寸背景去重；债券或衍生品标识含糊时应隔离复核，不能强行归入股票。
6. Build revision-aware history6. 建立可识别修订的历史
Key versions by fund, share class, portfolio date, filing or source publication time, provider processing time, and amendment. Preserve superseded rows and change reasons so backtests use only records available at the simulated time.
用基金、份额类别、组合日期、申报或来源发布时间、供应商处理时间和修订号共同确定版本，保留被替代记录与变化原因，使回测只能使用模拟时点已经可得的数据。
Validate fund holdings data before analysis分析前验证基金持仓数据
Why portfolio weights may not total exactly 100%为什么持仓权重不一定恰好等于 100%
Top-holdings endpoints omit small positions. Complete portfolios can vary because of cash, derivatives, liabilities, rounding, currencies, or classification. Treat the total as a warning, not proof.
重仓接口会省略较小仓位；完整组合也可能受现金、衍生品、负债、舍入、币种或分类影响。权重合计只能作为预警，不能单独证明正确。
Worked reconciliation: why 94% can be valid and 108% can be valid组合核对示例：为什么 94% 和 108% 都可能合理
Suppose an endpoint labels its response “holdings” and the returned rows sum to 94%. That may represent the largest disclosed securities while 3% sits in cash, 1% in receivables, and 2% in smaller omitted positions. Rescaling the 94% to 100% would make every displayed security too large and erase the fact that the endpoint is incomplete.
假设某接口把响应称为“持仓”，所有返回记录合计只有 94%。这可能是因为它只列出了主要证券，同时组合中还有 3% 现金、1% 应收项目和 2% 被省略的小额头寸。如果把这 94% 强行缩放到 100%，每只证券的显示权重都会被放大，也会掩盖接口并不完整这一事实。
A different portfolio can show 108% gross exposure because long securities, futures, swaps, short positions, cash, and liabilities use different bases. Gross exposure may exceed net assets while net exposure remains near 100%. Reconcile at least four totals separately: reported long market value, reported short market value, cash and other net assets, and derivative notional or delta-adjusted exposure. Only compare fields that share the same denominator.
另一只基金的总敞口可能达到 108%，因为多头证券、期货、互换、空头、现金和负债采用的口径不同。总敞口可以超过净资产，而净敞口仍接近 100%。至少应分别核对四组数据：已报告多头市值、已报告空头市值、现金与其他净资产，以及衍生品名义或 Delta 调整后敞口；只有分母一致的字段才能直接比较。
Do not auto-fix a residual. First label the endpoint as top-only, complete, filing-derived, or reconstructed; then inspect cash, liabilities, derivatives, shorts, omitted rows, rounding, currency conversion, and the weight denominator. Publish the residual as a quality field until its cause is known.
不要自动“修复”残差。先确认接口属于仅重仓、完整组合、申报转换还是供应商重建，再检查现金、负债、衍生品、空头、省略记录、舍入、汇率转换和权重分母。在原因明确之前，应把残差作为数据质量字段公开保留。
How often are mutual fund holdings updated?公募基金持仓多久更新一次
Freshness depends on disclosure and processing. Separate as-of, filing, and retrieval dates. Backtests need point-in-time snapshots and amendment history to avoid look-ahead bias.
更新速度取决于披露和处理流程。应区分持仓、申报与抓取日期；回测需要时点快照和修订历史，以避免前视偏差。
Test edge cases before production上线前测试边界情况
Test share classes, missing tickers, derivatives, currencies, amendments, and empty pages. Separate schema changes from network failures. Check U.S. fund results against SEC EDGAR filings.
应测试不同份额类别、缺少代码、衍生品、多币种、修订和空分页，并区分 Schema 变化与网络故障。美国基金结果应与 SEC EDGAR 申报核对。
Separate reported holdings from look-through exposure区分披露持仓与穿透敞口
A fund-of-funds row is a reported holding; expanding it into the underlying portfolio creates derived exposure. Label the transformation, align both portfolio dates, disclose unmapped weight, and prevent the parent fund and underlying positions from being counted together unless the metric intentionally requires it.
基金中基金记录属于直接披露持仓，把它展开到底层组合后形成的是衍生敞口。应标注转换过程、对齐两层组合日期、披露未映射权重，并避免父基金与底层头寸同时计入，除非指标明确要求这样做。
How QVeris helps with fund holdings APIsQVeris 如何帮助调用基金持仓 API
QVeris helps agents discover and inspect capabilities; it does not own or certify provider data.
QVeris 帮助智能体发现并检查能力，但不拥有或认证提供方数据。
- Open the QVeris provider details to inspect relevant financial-data capabilities.
- Inspect fund and share-class identity, complete-versus-top scope, asset types, dates, revisions, pagination, methodology, and license before a call.
- Require completeness metadata, weight totals by asset type, residuals, missing identifiers, and reported-versus-derived labels in the result.
- Preserve provider URLs, raw rows, source and retrieval dates, amendment IDs, parser version, licenses, and logs.
- 使用 QVeris 服务商详情发现相关金融数据能力。
- 调用前检查基金与份额身份、完整或重仓范围、资产类型、日期、修订、分页、方法和许可。
- 要求结果包含完整性元数据、各资产类型权重合计、残差、缺失标识，以及披露或衍生标签。
- 保留提供方 URL、原始记录、来源与抓取日期、修订 ID、解析版本、许可和日志。
Free fund holdings API questions免费基金持仓 API 常见问题
Yes, through free tiers or public-filing workflows. Verify coverage, quotas, freshness, and reuse terms.
Yes. Confirm whether the endpoint returns the full portfolio or only top holdings and retain its report date.
Fund and security identifiers, name, shares, market value, weight, currency, asset class, as-of date, filing date, and source.
Some providers offer point-in-time history, often outside the free tier. Check retention depth and amendment handling.
Top-holdings endpoints return only the largest positions. Complete-holdings endpoints aim to include the full disclosed portfolio, including smaller positions and sometimes cash or derivatives.
That depends on the provider's license and the underlying source. API access does not automatically grant redistribution or commercial-display rights.
Top-only coverage, cash, derivatives, shorts, liabilities, rounding, currency treatment, and missing rows can create a residual. Inspect the portfolio basis before rescaling or declaring an error.
Map nested funds to their own dated portfolios, multiply parent and child weights, preserve unmapped exposure, and label the result derived. Align dates and prevent double counting between the wrapper and expanded positions.
Portfolio as-of, source filing or publication, provider processing, retrieval, and amendment times serve different purposes. Historical research needs all material dates, not one generic timestamp.
有免费层或公开申报处理方案，但必须核对覆盖、配额、时效和再使用条款。
部分接口可以；需要确认返回完整组合还是仅前十大持仓，并保留报告期。
基金与证券标识、名称、数量、市值、权重、币种、资产类别、持仓日期、申报日期和来源。
部分提供方支持时点历史，通常不完全包含在免费层中，应检查历史深度和修订处理。
重仓接口只返回最大的若干仓位；完整持仓接口通常覆盖披露组合中的较小仓位，有时还包括现金或衍生品。
这取决于提供方许可和底层来源条款。能够访问 API 并不自动获得再分发或商业展示权。
仅重仓覆盖、现金、衍生品、空头、负债、舍入、币种处理和缺失记录都可能形成残差。重新缩放或判为错误前，应先检查组合口径。
把嵌套基金映射到其对应日期的组合，用父子权重相乘，保留未映射敞口并标记为衍生结果；同时对齐日期，避免载体与展开头寸重复计算。
组合日期、来源申报或发布日期、供应商处理时间、抓取时间和修订时间用途不同。历史研究需要全部重要日期，不能只用一个通用时间戳。