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.

  • 1
    $\begingroup$ Are you willing to settle for ETFs or do you need actual indices' constituents? The former is much easier and cheaper to get and you leverage the fact that fund managers pay and are paid to track the index. $\endgroup$ – David Addison Jan 29 '18 at 19:16
  • $\begingroup$ @DavidAddison the actual constituents is preferred but cost always is a factor. Will look into the ETF option. $\endgroup$ – Simon Feb 8 '18 at 14:52
  • $\begingroup$ The best way to do this could depend on whether you need constituents weights. For the S&P indices, the weights of each constituent will be exactly proportional to the dollar value of its public float. Also, if you were able to gain access to a major academic/institutional data-feed (Big 4 include S&P Capital IQ, Bloomberg, FactSet, Reuters), this data should be pretty easy to get. $\endgroup$ – David Addison Feb 8 '18 at 18:37

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.