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Constituency

 

 

 

Category

Import Specification

Description

Norgate index constituency list

Syntax

Constituency: $SPX, $DJI // etc.

Notes

Because Norgate provides constituency data for so many different indexes, and each index constituency data series requires a separate query during import, it takes about three times as long to run a typical import with all indexes included vs. without including any. For this reason, it is preferable to only query this data for the indexes you plan to use in your scans and tests.

Any number of index symbols can be included in Constituency, separated by commas.

In scans and tests, the index constituency flag for the current bar of the current stock can then be accessed using the InXXX bar data value syntax.

As with any other bar element, you can also use offset syntax. For example, InSPX > InSPX[1] would be a way to find dates on which stocks were added to the S&P 500, and InSPX < InSPX[1] would find dates on which they were removed.

The following table shows all of the indexes currently supported by Norgate with descriptions and specific InXXX value names:

Index Symbol

InXXX

Description

$MEL

InMEL

major exchange listed stock

$RUI

InRUI

constituent of Russell 1000 Index

$RUT

InRUT

constituent of Russell 2000 Index

$RUA

InRUA

constituent of Russell 3000 Index

$RMC

InRMC

constituent of Russell Mid Cap Index

$RUMIC

InRUMIC

constituent of Russell Micro Cap Index

$OEX

InOEX

constituent of S&P 100 Index

$SPX

InSPX

constituent of S&P 500 Index

$MID

InMID

constituent of S&P 400 midcap Index

$SML

InSML

constituent of S&P 600 smallcap Index

$SP1500

InSP1500

constituent of S&P Composite 1500 Index

$DJI

InDJI

constituent of Dow Jones Industrial Average

$NDX

InNDX

constituent of Nasdaq 100 Index 

$NXTQ

InNXTQ

constituent of Nasdaq 101-150 'next fifty' Index

$NGX

InNGX

constituent of Nasdaq 101-200 'next hundred' Index

$SPDAUDP

InSPDAUDP

constituent of S&P 500 Dividend Aristocrats

$XTL

InXTL

constituent of S&P/ASX 20 Index

$XTF

InXTF

constituent of S&P/ASX 50 Index

$XTO

InXTO

constituent of S&P/ASX 100 Index

$XJO

InXJO

constituent of S&P/ASX 200 Index

$XKO

InXKO

constituent of S&P/ASX 300 Index

$XAO

InXAO

constituent of AU All Ordinaries Index

$XTX

InXTX

constituent of S&P/ASX Technology Index

The script editor auto-complete will help you remember these symbols and names.

See also the import_norgate.rts Example Script for a usage example.

 

 

 

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