Hi Duke,
Is your Russell membership list accurate in terms of today's codes? The Russell membership lists are generated once a year and over the course of the year change due to delistings and code changes. No securities are added throughout the year according to the Russell methodology. For example, on the Russell 1000, only 973 are currently active and trading. 9 out of those 973 have had a code change since June 30 2006. So, there's a 3.6% error in the membership list already after 6 months. Current index constituents are a moving target (but some keen data vendors keep these things up-to-date). 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:[EMAIL PROTECTED] Sent: Thursday, 4 January 2007 9:39 AM To: [email protected] Subject: Re: [amibroker] Russell 1000 List. Here are the major Russell Indices. Regards Duke Jones, CMT EF wrote:
