Basic information on financial databases: cook books, tips and tricks & economic news

This blog contains schematic easy to grasp - hands on - help in performing searches in economic databases, making work sets and making them inter-exchangeable between the databases.

* Disclaimer. I am not a finance professional. Most posts are the result of personal findings.

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Index Constituents in Compustat North America - update March 2017

I have updated this posts as the information has become incorrect.

Looking for historic compositions of indexes can be frustrating and disappointing. A database like Datastream covers many indexes (not all composed of equities). But it forces the user to download a composition for every year, resulting in many duplicates.

Compustat is better at delivering historic compositions, but the number of indexes that actually do provide historic compositions in Compustat is limited.

Earlier I made an overview of indexes in Compustat Global.

This post focuses on Compustat North America.

In 2017 (March) I have been able to download compositions of indexes

S&P 500 and S&P 1500 super composite* over 2005-2015
US Indexes (non-sector limited) providing compositions
S&P 1500 Super composite
S&P Smallcap 600 Index
S&P 400 growth
S&P 500/Barra Growth Index
S&P 500/Barra Value Index
S&P 100-Ltd
S&P 500 Comp-Ltd
Nasdaq 100

Nyse is absent    

If you search the entire database, given a time window you can get an idea which indexes are covered.

*: Datastream constituent list:

This one is hidden.
Method > search in navigator for constituent list with term 1500
Select LS&P15XX  < datastream doesn't give any descriptive information on this index
Back in de menuthis will provide the current composition
ad LS&P15 with month and year, e.g. being LS&P15XX1294


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