data missing – sp400-10101010

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  • #65893
    Joshua
    • Topics: 14
    • Replies: 13
    • Posts: 27

    hey there, anyone else missing data from sp400/500/600 gics?

    as an example…

    sp400-10101010
    sp500-10101010
    sp500-10102050

    #65913
    Darren
    • Topics: 66
    • Replies: 667
    • Posts: 733

    Hi Josh,

    We’ll look in to it, but it may be that these indices are no longer calculated by S&P.

    #66059
    Joshua
    • Topics: 14
    • Replies: 13
    • Posts: 27

    Hey Darren,

    Were you able to uncover anything on the missing data?

    Thanks a bunch,

    Josh

    #66061
    Matthew
    • Topics: 5
    • Replies: 422
    • Posts: 427

    Hi,

    I have checked the codes in your post with a few alternative sources and can confirm we are showing as much data as is available.

    • sp400-10101010 – Data stops on September 18 2020.
    • sp500-10101010 – Data stops on May 21 2020.
    • sp500-10102050 – Data stop on March 3 2016.

    Based on what I have found the data we have is correct and reflects the same end dates.

    1 user thanked author for this post.
    #66063
    Jeffrey A.
    • Topics: 41
    • Replies: 69
    • Posts: 110

    Hi Guys,

    The reason why the data stops is because there are no underlying components in those indices from those specific dates anymore (there simply is no data for those indicies to track).

    To confirm this (see attached), as an example in the S&P 400 mid cap gics index for oil & gas drilling(10101010) the last component (Transocean/$RIG) was removed on Monday the 21st of September 2020, therefore its last data point in the index would be Friday the 18th of September 2020 as Matthew confirmed. Same with that index for the large cap SP500 code. Finally, in regards to the Coal & Consumable Fuels SP500 index (10102050), there has not been a large cap coal company in years (March 4th, 2016 the last company was removed from this index, also confirms Matthews data).

    Jeff

    2 users thanked author for this post.
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