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Duke,
Many thanks.
Dan Clark
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of Duke Jones, CMT
Sent: Thursday, January 04, 2007 7:00 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Russell 1000 List.
Richard et All...
The Russell lists were derived directly from the Russell website. I have
access to their institutional data. If there is a better source for
Russell data than the Russell site let me know. :-)
The G/V stand for Growth and Value constituents. The only changes I made
were to adjust the symbol formats to Quotes Plus.
Regards,
Duke Jones, CMT
Richard Dale wrote:
>
> Hi Duke,
>
> Is your Russell membership list accurate in terms of today's codes?
> The Russell membership lists are generated once a year and over the
> course of the year change due to delistings and code changes. No
> securities are added throughout the year according to the Russell
> methodology.
>
> For example, on the Russell 1000, only 973 are currently active and
> trading. 9 out of those 973 have had a code change since June 30 2006.
>
> So, there's a 3.6% error in the membership list already after 6 months.
>
> Current index constituents are a moving target (but some keen data
> vendors keep these things up-to-date).
>
> Best regards,
> Richard Dale.
> Norgate Investor Services
> - Premium quality Stock, Futures and Foreign Exchange Data for
> markets in Australia, Asia, Canada, Europe, UK & USA -
> www.premiumdata.net <http://www.premiumdata.net>
>
> *From:* Duke Jones, CMT [mailto:Duke@xxxxxxxxxxxxx]
> *Sent:* Thursday, 4 January 2007 9:39 AM
> *To:* amibroker@xxxxxxxxxxxxxxx
> *Subject:* Re: [amibroker] Russell 1000 List.
>
> Here are the major Russell Indices.
>
> Regards
>
> Duke Jones, CMT
>
> EF wrote:
>
>
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