Downloads

In the Files and PCF Specifications sections, you can download files relevant to your index of choice.

Historical constituent data can be downloaded as CSV. An explanation of the CSV columns follows:

Column NameDescription

constituent_symbol

Symbol for the constituent.

constituent_current_value

Price value for the constituent time series at the given date.

constituent_datetime

Time at which the constituent value was created.

constituent_timestamp

Timestamp at which the constituent value was created.

constituent_current_weight

Weight of the constituent in the index at the given date.

constituent_rebalance_value

Price value of the constituent at the last rebalance date.

constituent_rebalance_weight

Weight of the constituent in the index at the last rebalance date.

index_created_at

Time at which the index value was created.

index_timestamp

Timestamp at which the index value was created.

index_symbol

Symbol for the index.

index_value

Price value for the index time series at the given date.

index_rebalance_value

Price value of the index at the last rebalance date.

date

Date of the data points.

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