I would like to get equity index information, including the begin date, and data on their weighting calculations, issuer, index series type… Where can I find this information? I am assuming it exists since there are fields with these names.
Using the advanced search tool, I filtered US Large equity indices. However, I couldn't get the additional fields values.
On the DIB tool, for a given index, I couldn't find that info neither.
Also on the RDP API, there is no such data.
df, err = ek.get_data( instruments = [ '.SOSGUSSP', '.SOSGUSSN', '.SOSGUSST' ], fields = [ 'TR.IndexHistoryBeginDate', 'TR.IndexBeginDate', 'TR.IndexName', 'TR.IndexVariants', 'TR.IndexIssuerName', 'TR.IndexMktCapVendor', 'TR.IndexWeightingSource', 'TR.IndexWeightingType', 'TR.IndexWeightingName', 'TR.IndexWeightingName', 'TR.IndexTotalReturn1Wk' ] )