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 relation 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.
New Path to Index Constituent Data
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:
Example of a Query 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
Example of a Query 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
