To implement a portfolio generator, I require a set of suitable stocks. Ideally it would use the components of the MSCI World Index and use the index weights for the probability of picking a stock (the system uses heuristics to build a robust portfolio but must be provided with random - but weighted - seed stocks).
Currently, I am improvising by using traded volumes of the 6000 global stocks with the top market capitalization (and weighted by market cap). Since my EOD data source does not even contain market cap, I estimate that by using traded volume, too. Very shaky, e.g. a very volatile but rather negligible stock may end up in my set.
Is there a way to get the MSCI World Index components and weights at moderate costs? Any other suitable index e.g. from the S&P DJ family would be fine, too.