Austin, TX - August 2005 - Maintenance Operating Procedure -

 

Index Constituent Data

LIM has upgraded the implementation of Index Constituent Data on your MIM server to include this information as a MIM symbol rather than component text files as they have been for many years. These component files were originally accessed under /home/lim/dates/user/COMPONENTS. This will require users to change the way they are used. For example, once these files have been removed, all queries that reference /home/lim/dates/user/COMPONENTS will no longer run, so users will have to use the new symbol names (see below). These component text files will be removed effective 8/19/2005.

The initial upgrade includes the Dow 30, Nasdaq 100, Russell 1000, Russell 2000, S&P 100, S&P 400, S&P 500, S&P 600, S&P 1500 and S&P Toronto Composite.

This list shows the old component path and filename and the replacement component symbol names. "NOT AVAILABLE" means that a new replacement symbol name was not created. Please continue to use the component path and filename for these entries.



You must update any queries that reference the old component path and filename. The following is an example of how to modify a LET statement using the old path and filename with the new relation name:



The constituent lists are located in the MIM under the following path:

TopRelation:Equities:UnitedStates:Constituents and
TopRelation:Equites:Canada:Constituents

The graphic below is from the MIMIC application, showing the path to US Constituent Index Data:



 

Query Example Using the Old Implementation of Index Constituent Data

The complete path is no longer neccessary to write queries. For example, using the old implementation of accessing the component text files, users would write the following query to find which Dow30 components have hit their 52-week low in the last month and their subsequent reaction as follows:

LET
 dowStocks = FILE "/home/lim/dates/user/COMPONENTS/GII.DJIA"
 AS_LONG_AS
  number_of_occurrences is more than 0

 SHOW
  1: percent_move from today to end_of_time of dowStocks
 WHEN
  Close of dowStocks is exactly 52 week lowest of dowStocks
 AND
  Date is within 1 month

 

Query Example Using the New Implementation of Index Constituent Data

Using the new implementation of Index Constituent Data, the same query is expressed by the following:

LET
 dowStocks = Index_DJIA

 AS_LONG_AS
  number_of_occurrences is more than 0

 SHOW
  1: percent_move from today to end_of_time of dowStocks
 WHEN
  Close of dowStocks is exactly 52 week lowest of dowStocks
 AND
  Date is within 1 month

 

The results are as follows:

Let variables values:
dowStocks = DJIA.AA



Let variables values:
dowStocks = DJIA.MMM


 

Index Constituent Utility

For your convenience please use the Index Constituent Utility if you would like to view the alias names setup for each constituent symbol. More Information

For Each Constituent

It's easy to use Index Constituent data in your queries. With the "For Each Constituent" option you can quickly define a variable to equal an Index Constituent.

From XMIM (version 5.x or higher) select "Query>For Each Constituent" from the menu bar.



The "For Each Constituent" window displays. From this window select "Index" to bring up the Index Browser display window:



Select the constituent category that you would like to use. For the following example, select "DowJones" to open the folder, then select "Index_DJIA".



The following shows the results. The LET statement "@stock = Index_DJIA" is inserted into the query.



Now the query can be modified if desired to reference the variable. See the example below: