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Category
Import Specification
Description
Norgate index constituency list
Syntax
Constituency: $SPX, $DJI // etc.
Notes
Because Norgate provides constituency data for so many different indexes, and each index constituency data series requires a separate query during import, it takes about three times as long to run a typical import with all indexes included vs. without including any. For this reason, it is preferable to only query this data for the indexes you plan to use in your scans and tests.
Any number of index symbols can be included in Constituency, separated by commas.
In scans and tests, the index constituency flag for the current bar of the current stock can then be accessed using the InXXX bar data value syntax.
As with any other bar element, you can also use offset syntax. For example, InSPX > InSPX[1] would be a way to find dates on which stocks were added to the S&P 500, and InSPX < InSPX[1] would find dates on which they were removed.
The following table shows all of the indexes currently supported by Norgate with descriptions and specific InXXX value names:
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Index Symbol
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InXXX
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Description
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$MEL
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InMEL
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major exchange listed stock
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$RUI
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InRUI
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constituent of Russell 1000 Index
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$RUT
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InRUT
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constituent of Russell 2000 Index
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$RUA
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InRUA
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constituent of Russell 3000 Index
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$RMC
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InRMC
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constituent of Russell Mid Cap Index
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$RUMIC
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InRUMIC
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constituent of Russell Micro Cap Index
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$OEX
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InOEX
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constituent of S&P 100 Index
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$SPX
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InSPX
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constituent of S&P 500 Index
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$MID
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InMID
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constituent of S&P 400 midcap Index
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$SML
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InSML
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constituent of S&P 600 smallcap Index
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$SP1500
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InSP1500
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constituent of S&P Composite 1500 Index
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$DJI
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InDJI
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constituent of Dow Jones Industrial Average
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$NDX
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InNDX
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constituent of Nasdaq 100 Index
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$NXTQ
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InNXTQ
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constituent of Nasdaq 101-150 'next fifty' Index
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$NGX
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InNGX
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constituent of Nasdaq 101-200 'next hundred' Index
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$SPDAUDP
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InSPDAUDP
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constituent of S&P 500 Dividend Aristocrats
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$XTL
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InXTL
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constituent of S&P/ASX 20 Index
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$XTF
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InXTF
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constituent of S&P/ASX 50 Index
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$XTO
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InXTO
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constituent of S&P/ASX 100 Index
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$XJO
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InXJO
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constituent of S&P/ASX 200 Index
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$XKO
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InXKO
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constituent of S&P/ASX 300 Index
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$XAO
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InXAO
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constituent of AU All Ordinaries Index
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$XTX
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InXTX
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constituent of S&P/ASX Technology Index
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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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