Home > Business Databases, News & Feedback > Historical FTSE100 Index Constituents on Datastream

Historical FTSE100 Index Constituents on Datastream

Warning – The pre-defined Datastream constituent list LFTSE100 is a list of the current constituents of the FTSE100. You cannot use the LFTSE100 constituent list to get historical constituents of the FTSE100. Historical constituent lists are available but harder to find (see below).

This applies to other constituent lists e.g. LS&PCOMP – is the S&P500 current constituents.

FTSE100 constituent list calculated from Datastream (click to expand)

A static request for the name and the market value (MV) of LFTSE100 on 31 Dec 2005 will give you the current name and the market value on 31 Dec 2005 of the current constituents of the FTSE  100. You will get not available (N/A) for any current constituents that were not listed on 31 Dec 2005.  (You always get the current name because name is a static variable in Datastream.)

A time-series request for the market value (MV) of LFTSE100, yearly 31 Dec 2000 to 31 Dec 2011 will give you the twelve 31 Dec market values for the current constituents of the FTSE100.

A static request for the names and the market value (MV) of LFTSE1001205 on 31 Dec 2005 will give you the current name and the market value on 31 Dec 2005 of the Dec 2005 constituents of the FTSE  100.

To do a time series request that includes the constituents of the FTSE100 during the time period you will need to create your own list. The Datastream Request Table FTSE100constituentsEx1 was used to create the list partially shown above. First a data for each year is retrieved and then the results are sorted by name and date.

For further detail and alternative sources of historical index constituents see previous post – Historical Index constituents (June 2011)

Finding historical constituent lists using Datastream Navigator

Historical FTSE100 constituent lists can be found using the Datastream Navigator – search for “ftse 100 constituents” or advanced search mnemonic contains LFTSE100. However this shows only the oldest and most recent constituent list and you need to edit the mnemonic to get other months.

FTSE 100 constituent lists on Datastream Navigator (click to expand)

Advertisements
  1. Smit
    10 February 2014 at 7:14 pm

    Where can I get such data for countries in Africa? I have been trying to find the constituent stocks of major African countries but it’s really hard.

    • markgreenwood
      12 February 2014 at 10:23 am

      Using Datastream Navigator you can browse (explore more tab) for Equity Indices -> By Market and select the African countries you want. For example, Kenya has the Nairobi Stock Exchange and the major index is the NSE20 (Datastream mnemonic NSEINDX).

      Our World Equiry Indices post https://bizlib247.wordpress.com/2013/02/20/world-equity-indices-benchmark-key-indices/ includes a link you can follow to African stock exchanges ( http://www.world-stock-exchanges.net/africa.html ) if you don’t have access to a database covering worldwide markets like Thomson Reuters Datastream or Bloomberg Professional. However, it is hard to combine data collected from individual exchanges.

  2. nath
    20 April 2015 at 4:20 pm

    how to get the daily value of all stocks of the FTSE 100 over the ten past years?

    • Phil Reed
      22 April 2015 at 11:15 am

      Dear Nath, I suggest the following method (which I have not tried out).

      1. Use Datastream Navigator to obtain the historical constituent lists for each month of the last 10 years, such as LFTSE1000405 (there may be gaps).
      2. For each list, perform a static request with the datatype DSCode.
      3. Put all of these DSCodes into a single column in Excel, and choose the Data tab, Remove duplicates. Sort if you wish.
      4. Select these cells, and choose to create a Datastream list.
      5. The list can be used in a time series request for price with daily frequency.

      Best wishes,
      Phil

  1. 25 October 2012 at 10:10 pm
  2. 15 April 2013 at 11:39 pm
  3. 6 October 2014 at 8:06 pm
  4. 12 April 2016 at 3:14 pm

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s