The current members of an equity index can be found in Bloomberg, Datastream or LSEG Workspace.
- Bloomberg (available at Barcelona Library Financial room)
First, you need to find the right Bloomberg ticker for the equity index. In the Bloomberg search bar, type ‘SECF<GO>’ (that is, SECF then the Enter key) to use the Security Finder. Choose Category: Index/Stats and Sub-Category: Equity Index. If the index you need does not already appear in the list, you can further filter the list by typing the name of the index in the description field.
On the first column, you have the Bloomberg ticker of the index. Click on the index you want and a menu will appear, choose Member Weightings (MEMB).
You can get straight to the Member Weightings screen if you know the Bloomberg ticker for the index. Type, for example, ‘SPX <Index> MEMB <GO>’ (that is, SPX then the F10 key then MEMB then Enter).
The date can be changed in the ‘As of’ box at the top-right and extra columns can be added.
From here, on the red menu, click Export > Excel to export the data
Alternatively, you can use Bloomberg formula in Excel to retrieve the members. Here is the formula for your reference:
=BDS("SPX Index";"INDX_MEMBERS";"END_DATE_OVERRIDE=20190501")
Syntax: =BDS(“ticker”; “field”; “overriding field=YYYYMMDD”)
The Excel will retrieve only the Bloomberg tickers of the members of the index as of that date. If you want to have the name of the company in the Excel, you need to use a separate BDP formula to pull the name. =BDP (A1 & “ Equity”; “NAME”) apply this to the first cell and drag down to apply to the remaining tickers. You can use the same syntax to pull other data, for example the last price: =BDP (A1 & “ Equity”; “PX_LAST”). (Note that there is a space before the word “Equity”
- Datastream (available at Barcelona and Madrid Libraries through LSEG Workspace (formerly Refinitiv Workspace). Ask staff for password.)
See FAQ: How can I access Datastream?
Open Excel and click on the “Refinitiv” ribbon tab. Click the 'Find Series' button to launch the Time Series Request window.
Go to “Category” and select “Equity Indices”
Search for the index: SPX 500, ibex 35, etc… on the Explore tab. Click on the index and look for the constituents section.
Go to the right top hand of the page to download the data to Excel.
- LSEG Workspace (formerly Refinitiv Workspace) (Available at Barcelona and Madrid Libraries. Ask staff for password)
See FAQ: How can I access LSEG Workspace (formerly Refinitiv Workspace)?
Search for the index on the main search box. Click the result to load the content and look for the constituents section. In addition, on the right, you will see the RIC (REUTERS INSTRUMENT CODE). You can use it on your future searches.
You can also use shortcuts in the command line. For example, use CA (Constituent Analysis) after an index RIC to see the constituents section. Enter .SPX CA in the command line to get to the constituents section of the S&P 500 Index.
The download button (Excel) is on the top right hand of the page.
Type the name of the Index within the search box. If the desired match does not appear in the quick menu below the box, then click the View All Results link to see all the entities matching your search string on the Search Results pages.
Click on the index and look for the constituents section.
Go to the right top hand of the page to download the data to Excel.
