dsws historical index of constituent list

dawat1354
dawat1354 Newcomer
in Datastream

I want to extract historical constituents of index in DATASTREAM, I read somewhere in the forums that it is possible to append List with MMYY information to obtain the list for that month.

LHKHCOLC - Current constituent list of Hang Seng Large Cap index.
LHKHCOLC0419 - Latest constituent list of Hang Seng Large Cap index as of April 2019.
LHKHCOLC0310 - Earliest constituent list of Hang Seng Large Cap index as of March 2010.

But is the returned list for a month MMYY representative for

the 1st day of the month OR last day of the month OR the whole duration of the month? As in during the whole month any constituent that was part of the index will be returned when queried INDEXMMYY ??

eq: values returned with LS&PCOMP1219 would represent the list on 1st Dec, 2019, or 31st Dec 2019 or durign the whole month of December 2019, all constituents that ever made it to the list will be returned?


Thanks



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Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @dawat1354

    I have done a quick check on this. I found that there were the following joiners and leavers of LHKHCOLC on 10-Sep-2018.

    Joiners

    • HK Electric Inv
    • HKT Trust
    • Nine Dragons Paper
    • Prada S P
    • United Company Rusal
    • Wuxi Biologics

    Leavers

    • Hang Lung Group
    • HT Securities

    Then, I have checked the existence of those items in LHKHCOLC0818, LHKHCOLC0918, and LHKHCOLC1018, as shown below.

    image

    From this information, it looks like the values returned from LHKHCOLC0918 would represent the list on 30 Sep 2018. However, you need to contact the Datastream support team via MyRefinitiv for confirmation.

Answers

  • refinitiv.user1
    refinitiv.user1 Newcomer

    I have an identical problem. I want to extract historical constituents of the CDAX Performance Index which is LCDAXGEN. But when I add MMYY it doesn't work. How do I get the data of stocks that were previously listed in the CDAX?

    Thank you

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @refinitiv.user1

    The accepted question will not be monitored by the moderators.

    Please post a new question on the forum. Moreover, please share the code that you are using.

    I can run this code properly.

    ds.get_data("LCDAXGEN0122", fields=["MNEM","RIC"], kind=0)

    1690774033249.png


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