I will definitely keep you in mind. I often have requests for historical constituent lists and they are difficult to track down. I have them since July 2009 and the current lists for our purposes, but what you have is quite a find in this day of composites.
Best, Larry L. P. Carhartt MasterDATA office: 818-701-6686 fax: 866-428-6849 <http://www.masterdata.com/> http://www.MasterDATA.com <mailto:[email protected]> [email protected] From: [email protected] [mailto:[email protected]] On Behalf Of Richard Dale Sent: Monday, October 29, 2012 1:24 AM To: [email protected] Subject: Re: [EquisMetaStock Group] Re: MetaStock 12 EOD and Third Party Data Thanks for the offer Larry - we just try and maintain for the selected indexes that most are interested in so we'll pass for now. Regarding historical index constituents we have researched: Dow Jones Industrial Average (all constituents back to 1950): 92 stocks S&P 500 (constituents back to 1967): 1584 stocks Russell 1000/2000/3000 (constituents back to 1990): 9565 stocks S&P 1500 (constituents back to late 1994): 3229 stocks NASDAQ 100 (constituents back to 1995): 327 stocks plus a few more indices too. It sure is helpful being able to backtest on those universes simply through a rule such as: Buy = <buy condition> AND IsIndexConstituent("$RUA"); By using the Russell 3000 universe back to 1990 you can then effectively simulate only purchasing a stock that would have been in the index at the time of the buy condition. 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 -------- Original Message -------- Subject: Re: [EquisMetaStock Group] Re: MetaStock 12 EOD and Third Party Data From: L.P. Carhartt <mailto:[email protected]> <[email protected]> To: [email protected] Date: Sun, 28 Oct 2012 23:04:33 -0700 Hi Richard, If you want constituent lists on all US traded ETFs (equity and debt) I have them available. Thanks. Best, Larry L. P. Carhartt MasterDATA office: 818-701-6686 fax: 866-428-6849 <http://www.masterdata.com/> http://www.MasterDATA.com <mailto:[email protected]> [email protected] From: [email protected] [mailto:[email protected]] On Behalf Of Richard Dale Sent: Sunday, October 28, 2012 10:43 PM To: [email protected] Subject: Re: [EquisMetaStock Group] Re: MetaStock 12 EOD and Third Party Data Hi Lionel, Rather than dilute our business and produce a charting package we have decided that our expertise is best provided in the data services arena. For those looking for an alternative upgrade path with decent backtesting capabilities, AmiBroker (www.amibroker.com) is well worth a look and is extremely good value for money. With the latest version almost imminent we are well down the track with developing a new data updating system that works well with AmiBroker. The additional capabilities that we have working well now include: Historical index constituents (eg. test on S&P 500 constituents via a predefined universe and with a simple addition to your Buy rule) Classifications: GICS and ICB support Ability to change data adjustments on-the-fly to incorporate either capital return, special dividends and/or cash dividends. Track dividends separately inside a custom field We are also working on populating the Fundamental data fields within AB (P/E ratio, EPS etc.) - expected in the next few weeks. These additional capabilities are currently in an alpha test. Anybody who is a current subscriber to our services is welcome to join our alpha test program. In the future we are also looking to integrate some of the above capabilities into other charting applications. 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 -------- Original Message -------- Subject: Re: [EquisMetaStock Group] Re: MetaStock 12 EOD and Third Party Data From: Lionel Issen <mailto:[email protected]> <[email protected]> To: [email protected] Date: Fri, 26 Oct 2012 23:01:32 -0500 Thomson-Reuters do not seem to be interested in developing and continuing MetaStock. Metastock is probably not a big enough money maker for them. Charging for the program and requiring that we are then charged for data is a bit expensive. Richard, perhaps you could buy Metastock? Lionel Issen
