Answered By: IESE Library Last Updated: May 18, 2018 Views: 4
This data can be found on Datastream (available at IESE Libraries through Thomson Reuters Eikon)
To locate the data open Microsoft Excel and click on the Datastream tab.
Click on Time Series Request and then Find Series. Click on the drop down list next to Equities and select Equity Indices. Use the By Sector link on the left to navigate to the industry that you want and click on the industry link to select it.
If you want the companies listed individually insert an "l" in front of the code e.g. lftse100
Click on Datatypes to select the equities item that you want. Finally use the Start and End Date boxes to select the date range that you want and Frequency to specify if you want the data to be daily, weekly, monthly, etc.
Click on Run Now to complete the search.