US Equities Index Components

How to use it

Rows are effective-dated. Answer point-in-time questions with the row in force on the as-of date, never the latest row. SecId and ASID are both durable AlgoSeek security keys but different values (the ASID lookup links them); tickers are reused across companies, so resolve a ticker to a key with a trade date.

Typical use

Point-in-time security identity, corporate-action adjustment, and universe construction for US equities.

Limitations

Vendor-curated reference data: rows can be restated when AlgoSeek learns of a late or corrected event, so land each delivery as a snapshot rather than overwriting history. TWO TABLES: (1) Daily membership (matches the sample): columns ConstituentTicker, ConstituentName, one file per index per trading day; this is the table described in `columns`. (2) Change history (not in the sample), one file per index, columns per Guide Table 3 example: TradeDate (date, yyyymmdd by example), AddedConstituentTicker, AddedConstituentName, DroppedConstituentTicker, DroppedConstituentName. No types, missing rules or file name are documented for table 2. Change-file semantics from the guide example (S&P 500): each row pairs an added and a dropped constituent on a TradeDate (20211220: EPAM/HBI, FDS/LEG, SBNY/WU), but a row may have only an addition (SEDG) or only a drop, so rows are not strictly one-for-one. The changes file also records name changes: the FRT row on 20220106 lists the same ticker as both added and dropped with slightly different names (trailing period), which is a rename, not a membership change. Point-in-time: membership is given per trading day, so reconstruct the as-of set by selecting the daily file for the date. The guide warns that actual changes in index members might be delayed by a few days in this data, so it is NOT an exact effective-date record; use for research and backtesting only, not for compliance or replication. Identifiers: ticker and name only. No SecId, ASID, CUSIP or ISIN, no weight, share count, sector or index-code column. Tickers are as of the file date, so map to securities with a security master on (ticker, date); share-class tickers use a dot in the sample.

Coverage

Dow Jones Industrial Average, Dow Jones Transportation Average, Dow Jones Utility Average, S&P 500, NASDAQ 100 (page: based on QQQ holdings), Russell 1000 and Russell 2000. History from 2007, Russell indexes from July 2009. Guide note: intended solely for research and backtesting; actual index changes may be delayed by a few days.

Usage constraints

• Licensed vendor data: never export raw rows to a tenant-local destination or include them verbatim in a public artifact; serve only through entitlement-checked platform reads.
• Do not treat the vendor's `Ticker` as a stable identity across time; join on an AlgoSeek security key (SecId or ASID, which are distinct) or the platform symbol mapping.

Known issues (5)

• Primary key is inferred; AlgoSeek's guide does not name one.
• Documentation discrepancyGuide and page describe two tables per index: a daily components list and a separate historical changes file. The published sample is only the daily list (Russell 2000, 1917 rows, columns ConstituentTicker and ConstituentName); the changes file is shown only as a sample table (Guide Table 3) with no type/missing/description table.
• Documentation discrepancyNeither the daily-list sample nor its guide schema (Table 2) has a date or index-identifier column; both are implied by the file (guide example: 'all components for SPX on Mar 3, 2020 are stored in one CSV file') and the file-naming scheme is undocumented.
• Documentation discrepancyThe page says NASDAQ 100 membership is 'based on QQQ holdings'; the guide intro lists NASDAQ 100 without that qualifier.
• Documentation discrepancyGuide Table 3 prints the changes-file header wrapped across lines (e.g. 'AddedConst' / 'ituentTicker'); the full names AddedConstituentTicker, AddedConstituentName, DroppedConstituentTicker, DroppedConstituentName are reconstructed from the wrapped text and are not confirmed by any sample CSV.