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Hi Duke,
I wasn't aware of Russell's premium service but I also have a few sources of
data too. The iShares one is interesting - I'll have to cross-check against
that, although it appears that don't always have holdings in the smallest
stocks in the broad indexes. I think the discrepancies between our two
lists represent changes that happened since the end of last year - that
target just keeps moving, hey!
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
From: Duke Jones, CMT [mailto:Duke@xxxxxxxxxxxxx]
Sent: Saturday, 6 January 2007 3:44 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Russell 1000 List.
Richard, they have a premium data service which my firm subscribes to which
according to them the data was current as of 12/29/06. The list I sent out
also matches the Ishares current constituents as well as match Bloomberg
listing of the current components. I have three sources in agreement so that
works for me. Did you check the lists against your samples?
Regards,
Duke Jones, CMT
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