In order to run strategy simulations, I am trying to build a database of historical equity data using Bloomberg. I can pull the ticker symbols corresponding to the components of an index at any point in time, but since ticker symbols get reused, I am concerned that I won't be able to create an exhaustive list of all the stocks that have ever been in an index (Russell 2000 for example). I want to pull the FIGIs https://en.wikipedia.org/wiki/Financial_Instrument_Global_Identifier Of the index components. Does anyone know how to do this?
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If you do MEMB you will see a button near the upper right labeled "4) FIELDS". If you press this button you can add columns to the display. For example you can select Descriptive / Identification / Identifiers / Bloomberg / Financial Instrument Global Identifier. When I do it the column unfortunately shows ERROR(5) whatever that means. However I can select CUSIP or ISIN and shows those identifiers, which might also solve your uniqueness problem. Might be good to call Bloomberg on this. It is possible that I am not authorized to access the FIGI, you might be.
