Seeking data source for index constituents and changes
Seeking data source for index constituents and changes
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Simon · External communityPost link
External question — Quantitative Finance Stack Exchange
Author: Simon
Original post: https://quant.stackexchange.com/questions/37982
License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/
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I need to find a definitive list of US and UK index constituents. I'm currently monitoring S&P100, S&P500, DJIA, FTSE100, FTSE350 etc. and curating the list manually, which is causing problems. M&A, delisting, renames events are causing my code to go astray.
I've had a look at Intrinio and Quandl and cannot see an obvious candidate. A HTTP REST API would be ideal but flexible enough to implement most things.
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Maria Mikhaella Beltran · External communityPost link
External answer — Quantitative Finance Stack Exchange
Author: Maria Mikhaella Beltran
Original post: https://quant.stackexchange.com/a/63940
License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/
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You can look at Algoseek.com. They have the ETFs and the components of the Indices. Their dataset is "as is", it is what you would have received from the exchanges. But they track and keep separate set for the publicly published index changes.
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Quoted from Forex.com.bd-Editorial External question — Quantitative Finance Stack Exchange Author: Simon Source score (net votes, not local likes): 2 Original post: https://quant.stackexchange.com/questions/37982 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. I need to find a definitive list of US and UK index constituents. I'm currently monitoring S&P100, S&P500, DJIA, FTSE100, FTSE350 etc. and curating the list manually, which is causing problems. M&A, delisting, renames events are causing my code to go astray. I've had a look at Intrinio and Quandl and cannot see an obvious candidate. A HTTP REST API would be ideal but flexible enough to implement most things.
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