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Retrieving historical constituents FTSE All Share data

Hi All,

I’m Kevin and I’m new in this community. For my dissertation, I have to use the market value, price, and book common equity for the companies within the FTSE All Share from 1965 to 2020. I have used LFTALLSHMMYY within the request table for Datastream for office to retrieve data from 1996 to 2020, but I have a problem retrieving data before 1996 with this procedure.

Does anyone know how I can retrieve the list of constituents of the Ftse All Share before the 1996 year? Or even better how can I retrieve Market Value (MV), Price (p), Book common equity (DWSE) from 1965 to 1995 for the companies listed in the FTSE All Share.

Thank you very much in advance for the help,

Kevin

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Jirapongse avatar image
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@kp19864

I found the following answers when searching the same question in our knowledge database.

How far back does Datastream maintain the FTSE All-Share Index constituents?

  • We have historical month-end constituent lists for the FTSE All-Share Index constituents from January 1996. We do not have month-end constituent lists prior to this date.

    To access the month-end list of the FTSE All-Share Index constituents for a specific month, you can use a mnemonic of the formLFTALLSHmmyy, where "mm" and "yy" are two digit numbers representing the month and year.

  • The year-end FTSE All-Share Index constituent lists are also available on Datastream.

  • In the list code FTALyy, "yy" needs to be the year, for example, FTAL99 for the 1999 list. These year-end lists are available from 1994 to 2000.


However, you need to directly contact the DataStream support team via MyRefinitiv for confirmation.


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kp19864 avatar image kp19864

Thank you very much!

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