Index membership periods

API Enterprise

Every period a member spent in an index, one row per stint: a company that left and rejoined has two. Narrow it to the periods overlapping a window with from_date and to_date.

Available Data Points:

  • Index / Name: The index identifier and the member's latest known name.
  • 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.
  • Start Date / End Date: The first day in, and the first day out (null while still a member).
  • Start Reason / End Reason: Why the period began and ended.

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

Inclusive earliest date a membership period must overlap. Format: YYYY-MM-DD. Omit it to start at the beginning of the history.

date

Inclusive latest date a membership period must overlap (defaults to today). 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".

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enum
Defaults to application/json

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