Universe

A dataset providing the composition of the US stock market. Used to identify stocks traded in the market during a specific period.

Example code

from finter.data import ContentFactory

cf = ContentFactory("us_stock", 20200101, 20200201)
df = cf.get_df("constituent")

Metadata

Valid From	Delivery Schedule	Time Zone	Data Frequency
1998-04-01			1d

Item List

• constituent: A binary dataset indicating whether a stock is part of the market composition on a given date.

Dataset structure:

• Columns: gvkeyiid (Unique stock identifier)

• Values:

  • 1: Included in the market composition on the given date

  • 0: Not included in the market composition on the given date

Data generation process:

• Selects the top 30% of stocks based on market capitalization

• Includes only stocks listed on NYSE and NASDAQ

• Incorporates delisting history to ensure validity