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?