universe

Summary

The data consists of various categories of US stock market constituents, including those filtered by Shariah compliance, which excludes stocks with Islamic-prohibited GICS and limits total debt to market cap ratios below 33%. Additionally, it includes general constituent stocks of the US market and specific indices such as the NDX and SPX, with mechanisms for generating daily forward-filled data aligned to monthly indices.

Example code

from finter.data import ContentFactory
cf = ContentFactory("us_stock", 20200101, 20200201)
df = cf.get_df("shariah_constituent")

Metadata

valid from
delivery schedule
time zone
data frequency

19980401 20000101

30 5 * * 2-6 0 9 * * 2-6

1d

Item List

  • constituent: Constituent stocks of the US stock market

  • ndx_constituent: Generates a daily forward-filled non-NA mask aligned to monthly first valid indices for ndx_data, saved as content.spglobal.compustat.universe.us-stock-ndx_constituent.1d.

  • shariah_constituent: quantit_universe shariah filter cm; Excluding Islamic-prohibited GICS, total_debt / market cap < 33%

  • spx_constituent: Generates a daily forward-filled non-NA mask aligned to monthly first valid indices for spx_data, saved as content.spglobal.compustat.universe.us-stock-spx_constituent.1d.

  • spx_shariah_constituent: spx shariah filter cm; Excluding Islamic-prohibited GICS, total_debt / market cap < 33%

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