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Quanda
  • Content Model Catalog
  • KR STOCK
    • Market
      • Price Volume
      • Price Volume v2
      • Investor Activity
      • Credit
    • Financial
      • Financial Statements
      • Analyst Consensus
    • Quantitative
      • Descriptor
      • Factor
        • Factor (1)
        • Factor (2)
      • Regime
    • Event
      • Company Status
      • Corporate Actions
    • Economic
      • Indicators
    • Unstructured
      • Theme
        • Theme Analytics Metrics
        • Company Keyword
      • EWS (Early Warning Signal)
        • Korea Sentiment Index
        • Korea EWS Index
        • Keyterm Sentiment Analytics Metrics
    • [Free] Open dataset
  • US ETF
    • Market
      • Price Volume
  • US STOCK
    • Market
      • Price Volume
      • Classification
      • Universe
    • Financial
      • Financial Statement
      • PIT Financial Statement
    • Quantitative
      • Factor
    • Unstructured
      • EWS (Early Warning Signal)
        • US sentiment index
        • US EWS Index
        • Keyterm Sentiment Analytics Metrics
  • VN STOCK
    • Market
      • Price Volume
      • Classification
    • Financial
      • Ratio TTM
  • VN Stock (deprecated)
    • Market
      • Price Volume
      • Classification
    • Event
      • Corporate Actions
  • ID STOCK
    • Market
      • Price Volume
      • Classification
  • CRYPTO SPOT
    • Market
      • Price Volume
  • CRYPTO FUTURE
    • Market
      • Price Volume
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  1. US STOCK
  2. Market

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

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Last updated 2 months ago

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