Action Needed for Replacing References to
Index Constituent Data
Austin, TX - August 2005 -
Maintenance Operating Procedure -
Index Constituent Data
LIM has upgraded the implementation of Index Constituent Data
on your MIM server to include this information as a MIM symbol
rather than component text files as they have been for many
years. These component files were originally accessed under
/home/lim/dates/user/COMPONENTS. This will require users to
change the way they are used. For example, once these files have
been removed, all queries that reference /home/lim/dates/user/COMPONENTS
will no longer run, so users will have to use the new symbol
names (see below). These component text files will be removed
effective 8/19/2005.
The initial upgrade includes the Dow 30, Nasdaq 100, Russell
1000, Russell 2000, S&P 100, S&P 400, S&P 500, S&P 600, S&P 1500
and S&P Toronto Composite.
This list shows the old component path and filename and the
replacement component symbol names. "NOT AVAILABLE" means that a
new replacement symbol name was not created. Please continue to
use the component path and filename for these entries.
You must update any queries that reference the
old component path and filename. The following is an
example of how to modify a LET statement using the old path and
filename with the new relation name:
The constituent lists are located in the MIM under the following
path:
TopRelation:Equities:UnitedStates:Constituents and
TopRelation:Equites:Canada:Constituents
The graphic below is from the MIMIC application, showing the
path to US Constituent Index Data:
Query Example Using the Old Implementation of Index
Constituent Data
The complete path is no longer neccessary to write queries.
For example, using the old implementation of accessing the
component text files, users would write the following query to
find which Dow30 components have hit their 52-week low in the
last month and their subsequent reaction as follows:
LET
dowStocks = FILE "/home/lim/dates/user/COMPONENTS/GII.DJIA"
AS_LONG_AS
number_of_occurrences is more than 0
SHOW
1: percent_move from today to end_of_time of dowStocks
WHEN
Close of dowStocks is exactly 52 week lowest of dowStocks
AND
Date is within 1 month
Query Example Using the New Implementation of Index
Constituent Data
Using the new implementation of Index Constituent Data, the
same query is expressed by the following:
LET
dowStocks = Index_DJIA
AS_LONG_AS
number_of_occurrences is more than 0
SHOW
1: percent_move from today to end_of_time of dowStocks
WHEN
Close of dowStocks is exactly 52 week lowest of dowStocks
AND
Date is within 1 month
The results are as follows:
Let variables values:
dowStocks = DJIA.AA
Let variables values:
dowStocks = DJIA.MMM
Index Constituent Utility
For your convenience please use the Index Constituent Utility
if you would like to view the alias names setup for each
constituent symbol.
More Information
For Each Constituent
It's easy to use Index Constituent data in your queries. With
the "For Each Constituent" option you can quickly define a
variable to equal an Index Constituent.
From XMIM (version 5.x or higher) select "Query>For Each
Constituent" from the menu bar.
The "For Each Constituent" window displays. From this window
select "Index" to bring up the Index Browser display window:
Select the constituent category that you would like to use. For
the following example, select "DowJones" to open the folder,
then select "Index_DJIA".
The following shows the results. The LET statement "@stock =
Index_DJIA" is inserted into the query.
Now the query can be modified if desired to reference the
variable. See the example below:
