Index Data File Layouts

Index Header

  Column Name Description .dat file format
* KYINDNO INDNO %8d
  INDNAME Index Name %-79s
  INDBEGDT Beginning Date of Index %8d
  INDENDDT End Date of Index %8d
  INDFAM Index Family %7d
  PORTNUM Portfolio Number %6d
  BASELVL Index Base Level %12.4lf
  BASEDT Index Base Date %8d
  AVAILABILITY Index Item Availability %-7s
  CALCRULE Index Rules %6d
  LISTRULE Index Listing Exception Rules %6d
  METHOD Index Methodology %6d
  REBALRULE Index Rebalance Rule %6d
  PUNIVERSE Universe Subset %6d
  UNIVERSE Universe Used %6d

Rebalance

Available in 1925 and 1962 US Stock & Indexes, and 1925 US Indexes, but are NOT available in 1925 and 1962 US Stock.

  Column Name Description .dat file format
* KYINDNO INDNO %8d
* RBBEGDT Index Rebalancing Begin Date %8d
  RBENDDT Index Rebalancing End Date %8d
  RUSDCNT Index Rebalancing Count %6d
  MINID PERMNO Associated with Minimum Statistic %6d
  MAXID PERMNO Associated with the Maximum Statistic %6d
  MINSTAT Minimum Statistic %6d
  MAXSTAT Maximum Statistic %6d

Daily Index Time Series

  Column Name Description .dat file format
* KYINDNO INDNO %8d
* CALDT Date %8d
  TRET Total Return on Index %21.13le
  TIND Total Return Index Level %21.13le
  ARET Return without Dividends on Index %21.13le
  AIND Return without Dividends Index Level %21.13le
  IRET Income Return on Index %21.13le
  IIND Income Return Index Level %21.13le
  USDCNT Used Count %8d
  USDVAL Used Value %21.13le
  TOTCNT Total Count %8d
  TOTVAL Total Value %21.13le

Monthly Index Time Series

  Column Name Description .dat file format
* KYINDNO INDNO %8d
* MCALDT Date %8d
  MTRET Total Return on Index %21.13le
  MTIND Total Return Index Level %21.13le
  MARET Return without Dividends on Index %21.13le
  MAIND Return without Dividends Index Level %21.13le
  MIRET Income Return on Index %21.13le
  MIIND Income Return Index Level %21.13le
  MUSDCNT Used Count %8d
  MUSDVAL Used Value %21.13le
  MTOTCNT Total Count %8d
  MTOTVAL Total Value %21.13le