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dawat1354 avatar image
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dsws historical index of constituent list

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?


Thanks



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1 Answer

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Jirapongse avatar image
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@dawat1354

I have done a quick check on this. I found that there were the following joiners and leavers of LHKHCOLC on 10-Sep-2018.

Joiners

  • HK Electric Inv
  • HKT Trust
  • Nine Dragons Paper
  • Prada S P
  • United Company Rusal
  • Wuxi Biologics

Leavers

  • Hang Lung Group
  • HT Securities

Then, I have checked the existence of those items in LHKHCOLC0818, LHKHCOLC0918, and LHKHCOLC1018, as shown below.

From this information, it looks like the values returned from LHKHCOLC0918 would represent the list on 30 Sep 2018. However, you need to contact the Datastream support team via MyRefinitiv for confirmation.


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