Derived per-ETF filing-cadence net flow estimate (creation/redemption proxy)

Derived endpoint that computes per-ETF net flow estimates for one ETF over the requested lookback window by walking the ETF snapshot history and emitting ONE period per CHANGE of the SEC-derived (aum_usd, nav) pair. Formula per period: net_flow = Δ(shares_outstanding) × to_nav where shares_outstanding = aum_usd / nav, from_date is the last snapshot carrying the old pair and to_date is the first snapshot carrying the new pair. This is the standard ETF creation/redemption proxy used by analysts; results are an ESTIMATE, not ICI-authoritative numbers. Snapshot aum_usd/nav derive from SEC filings (NPORT-P monthly, 485BPOS annual) and are constant between filings, so flows are reported on FILING CADENCE, not per calendar day (the previous per-day contract read 0.0 on every non-filing day). Consecutive snapshots with unchanged (aum_usd, nav) are a single plateau and produce NO entry. When fewer than 2 distinct plateaus exist in the window the response is 200 with period_flows=[] and total_net_flow_dollar_estimate=null (honest 'no change observed', not an error) - and since API-1.9 the BODY says why: reason (single_filing_plateau / no_computable_shares), plateaus_observed, and the backing filing's rep_pd_date + accession. Days where the snapshot blob is missing are silently skipped; plateaus span across missing dates. Use case: UC-3 Sector Rotation Detector per-ETF accumulation signal, complemented by ICI aggregate at /etf/flows/aggregate. BREAKING (DATA-N4.7.1): this endpoint replaced the per-calendar-day series contract with filing-cadence period_flows, and renamed the days query param to lookback_days. The old days param is SILENTLY IGNORED (FastAPI drops undeclared query params; it is not rejected) - a mid-migration client sending ?days=30 gets 200 with the default lookback window. Since API-1.14.5 the body also carries sec_monthly_flows - the fund's OFFICIAL monthly creations and redemptions from SEC Form NPORT-P Part B item B.6 (sales / reinvestment / redemption / net, USD, oldest month first, with rep_pd_date + accession) - next to the estimated period_flows; null with sec_monthly_flows_reason for 10-K filers, for symbols without an NPORT-P blob, and for blobs stored before B.6 parsing.

Responses

🟢200OK

application/json

Per-symbol derived filing-cadence period flows + total, plus the official NPORT-P monthly flows.

Bodyapplication/json

Example

{
    "data": {
        "symbol": "SPY",
        "lookback_days": 90,
        "snapshots_available": 0,
        "period_flows": [
            {
                "from_date": "2026-04-30",
                "to_date": "2026-05-31",
                "from_nav": 0,
                "to_nav": 0,
                "delta_shares": 0,
                "net_flow_dollar_estimate": 0,
                "from_nav_method": "string",
                "to_nav_method": "string",
                "from_shares_as_of": "string",
                "to_shares_as_of": "string",
                "from_aum_source": "string",
                "to_aum_source": "string",
                "basis_kind": "string",
                "basis_note": "string",
                "split_ratio_applied": 0,
                "split_events_applied": [
                    {
                        "property1": "string",
                        "property2": "string"
                    }
                ],
                "split_adjustment_reason": "string"
            }
        ],
        "total_net_flow_dollar_estimate": 0,
        "reason": "string",
        "plateaus_observed": 0,
        "snapshots_unusable": 0,
        "rep_pd_date": "string",
        "accession": "string",
        "sec_monthly_flows": [
            {
                "month": "string",
                "sales": 0,
                "reinvestment": 0,
                "redemption": 0,
                "net": 0,
                "rep_pd_date": "string",
                "accession": "string"
            }
        ],
        "sec_monthly_flows_reason": "string",
        "methodology": "string"
    },
    "meta": {
        "endpoint": "/api/v1/fred/us/cpi",
        "data_time": "2026-04-16T14:30:00Z",
        "response_time": "2026-04-16T14:30:12Z",
        "provider": "Sugra API v1.0.1",
        "data_age_days": 0,
        "source": "string",
        "attribution": "string",
        "fallback_used": true,
        "fallback_chain": [
            "string"
        ],
        "cached": true,
        "stale": true,
        "period": "string",
        "notes": "string"
    }
}

🟠401Unauthorized

🟠422Parameter Error

🟠429

🔴503Service Unavailable

Derived per-ETF filing-cadence net flow estimate (creation/redemption proxy)

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