All the classification data for FMIL is missing. It is not bought by any simulation.
This has not been fixed yet. Also CGDV doesn’t have any classification data. I think there are quite a few of them.
Do you simply need the ETF to be added to the universe or do you need the taxonomies to be specified?
We can relatively add all ETFs (USA, CAN & Europe) and make them available for screening and backtesting without taxonomy. What this means is that all the functions in TAXONOMY would just return NA.
The taxonomy is done by hand by us and it’s very time consuming. It’s even harder for Europe because FactSet does not give us the description. If taxonomy is important perhaps we can create a community collaboration page to enlist user volunteers to classify them one by one.
If it’s a choice between fewer ETFs but with taxonomy vs. more ETFs without taxonomy, I would pick the latter. Taxonomy is usually only used for screening for ideas. The actual ETFs tend to be picked manually.
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Or somewhere in the middle: load them all and just classify the most liquid/popular ones
My immediate issue was that these ETFs were not being selected for running a sim or a portfolio. Other people can speak on other issues.