I know mutual fund data can easily be found on CRSP or Thomson Reuters, but where can I find solid ETF data, specifically their flows?

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    $\begingroup$ Bloomberg terminals have the .SO (shares outstanding) data for most (all?) ETFs. You can deduce the flows from that. $\endgroup$ – experquisite Feb 15 '16 at 19:47

There is no easy answer to this question. Several providers do provide partial solutions, but nothing that could be considered research-grade like CRSP's mutual fund data. Beyond holdings and flows, there are all sorts of variables one could be interested in when looking at ETFs, e.g. discount to NAV, creation/redemption baskets, etc.

Here's a partial list:

Most of these options, except CRSP, cost in the hundreds of thousands of dollars a year. Depending on your purpose/affiliation/profile you could also try reaching out to the largest players and ask for historical data, which would not be exhaustive but probably a lot cheaper.

Note that I do not have access to all of this data and that the coverage can vary quite a bit between vendors. You should reach out to them for a sample and access to the data dictionary for their products. Sadly the marketplace for financial data is not very efficient.


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