Answered By: Peter Z McKay
Last Updated: Oct 29, 2014     Views: 3451

Datastream Constituent Lists


Historical Constituent Lists & Weights:  -  USA                               

  Lists and weights are available from November 2002.                                                                                           

  Monthly and daily constituent lists and weights - this includes the latest    

  daily lists and weights plus month end historical constituent lists for the   

  top-level indices and all the GICS sector indices.  Month end lists can be    

  obtained prefixing the index mnemonic with the letter L and then adding the   

  required month and year to the list e.g. LSP5EENE1102 provides the            

  constituent weights for the S&P 500 Energy Sector index at the end of         

  November 2002.                                                                

                                                                                

  Daily constituent lists and weights - this covers the latest daily lists and  

  weights for all the GICS sector indices.  Daily lists can be accessed by      

  prefixing the index mnemonic with the letter L e.g. LSP5EENE provides the     

  latest constituent weights for the S&P 500 Energy Sector index.               

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