flow_20d, the twenty-day net creation and redemption total in dollars, and premium_discount, the published gap between market price and NAV. Both are refreshed daily from the same series documented on ETF Fund Flows and ETF NAV.
Plan: Fund · Credits: 1 per call; screen facets are free
The Flow Filters
number
Twenty-day net flow floor in USD. A negative ceiling is how you find outflows:
max_flow_20d=-100000000 selects funds that lost at least $100M over twenty days.flow_1d and flow_5d for reading, alongside the filterable flow_20d.
How ETF Screen Flows Are Computed
Flows are computed, not vendor-reported: the change in split-adjusted shares outstanding times the previous day’s split-adjusted NAV, per ETF Fund Flows. Computing on the split-adjusted basis is what prevents a split from masquerading as a giant creation. A day whose shares × NAV does not reconcile to filed net assets carries no flow rather than an invented one, so a twenty-day total is a sum of verified days.The Premium Filters
Floor on the published premium/discount of market price to NAV.
max_premium sets the ceiling — a negative bound selects discounts.max_premium below zero sorted by premium_discount surfaces them directly.
Ranking on Flows and Premium
sort=flow_20d ranks the whole universe by twenty-day money movement — ascending for the biggest bleeders, descending for the biggest gatherers. sort=premium_discount ranks by dislocation. As on every ETF sort, funds without the measure fall into the unranked block rather than being invented.