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The Russell web site is accurate once a year only - when they publish the
lists. Due to corporate actions (delistings, code changes etc.) throughout
the year they become increasingly inaccurate. I don't believe they update
their lists anywhere on their web site to reflect these corporate actions.
I've put the R1000, R2000 and R3000 together with the most current codes -
as attached.
Clients of Norgate will get all of these plus about 28 other watchlists
updated automagically for them within AmiBroker. See here:
http://www.premiumdata.net/support/amibroker.php#securitylayout
for a screenshot of how it's laid out.
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
-----Original Message-----
From: Duke Jones, CMT [mailto:Duke@xxxxxxxxxxxxx]
Sent: Friday, 5 January 2007 12:00 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
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