Missing TRTH HistoricalChainResolution Constituents for 0#.AORD
The ASX All ordinaries has had 500 assets included in it since it's inception in 1980.
Querying the TRTH Rest API v1 HistoricalChainResolution does mostly well at revealing the RIC constituents of the chain RIC for this index (0#.AORD).
But for some reason the number of RICs returned from this query dips from 500 to less than 300 for given End of Month dates from March 2000 backwards (as is shown in the image below).
Why is this?
My request method is POST:
POST = 'https://hosted.datascopeapi.reuters.com/RestApi/v1/Search/HistoricalChainResolution'; json_ = {
"Request": {
"ChainRics": ['0#.AORD'],
"Range": {"Start": date, "End": date} } }
Best Answer
-
Hi @cupoftea I tried your query and did find that index only returned 284 instruments on January of 2000. Reading about the index constituents, I found that index was expanded to 500 companies in April of 2000.
You can read about it here - https://web.archive.org/web/20050718012702/http://asx.com.au/about/shareholder/media_releases/MR020999_AS3.htm
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