Index membership on a date

API Enterprise

The members of an index on a date, from the provider's announced changes rather than from a tracking fund's holdings: daily-precise, and reaching back to the index's launch (the FTSE 100 from 1984, the FTSE 250 from 1992).

A date before the history starts returns an empty page with emptyReason requestedRangeOutsideAvailableData, never today's members.

Available Data Points:

  • Date / Index: The date asked for and the index identifier.
  • Name / Ticker: The member's name and ticker on that date.
  • Member Key: The member's stable key (family:slug), the same on every date and endpoint.
  • ISIN / SEDOL: The member's identifiers as the sources evidence them; null when unknown.
  • ORTEX Ids: ortexTid, ortexSid and ortexCid on every row, null at each level the member is not linked to ORTEX.
  • Link Status: listing, security, company or unlinked; with the link's confidence.
  • Member Since: The first day of the member's current period in the index.

Dates

An effective date is the first trading day on which the change applies: an addition's first day in the index, a deletion's first day out. Membership on a date D is every member whose period started on or before D and had not ended on D.

Unlinked members

The history reaches back to the index's launch, before many former members had an ORTEX id. Such a member is served with its names, ticker, ISIN and SEDOL where known, null ORTEX ids and linkStatus unlinked. Join it across dates and endpoints on memberKey.

Access

Each index is licensed separately. Your key reads the indices it is entitled to, as listed with entitled true by /api/v11/enterprise/reference/indices/membership_coverage/. Naming an index you are not entitled to returns 403 addOnRequired; the multi-index feed leaves such indices out.

Licensed per index: The TEST key is not entitled to any index history, so it returns 403 addOnRequired for a named index and no rows from the feed. Use a key entitled to the index (see the membership coverage endpoint).

Get full access! Contact [email protected]

Query Params
string
required

The ORTEX index identifier, e.g. UK100 (FTSE 100) or UK250 (FTSE 250). Matching ignores case. Only indices listed by GET /api/v11/enterprise/reference/indices/membership_coverage/ have a membership history; any other identifier returns 404 indexNotFound. An index your key is not entitled to returns 403 addOnRequired.

date

The single date to return data for (defaults to the latest available). Format: YYYY-MM-DD.

integer

Page number within the paginated result set. Must be >= 1. Defaults to 1.

integer

Number of rows per page. The default and the maximum allowed depend on the API tier; a value above the tier maximum is rejected with 400 invalidPageSize.

string
enum
Defaults to json

Response format. "json" (default) or "csv".

Allowed:
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string
enum
Defaults to application/json

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