gs_quant.markets.index.Index

class Index(id_, asset_class, name, exchange=None, currency=None, entity=None)

Index which tracks an evolving portfolio of securities, and can be traded through cash or derivatives markets. Includes support for STS indices.

__init__(id_, asset_class, name, exchange=None, currency=None, entity=None)

Methods

__init__(id_, asset_class, name[, exchange, ...])
entity_type()	rtype: EntityType
get(identifier)	Fetch an existing index
get_all_esg_data([measures, cards, ...])	Get all ESG Data :type measures: Optional[List[ESGMeasure]] :param measures: list of ESG Measures to include in results :type cards: Optional[List[ESGCard]] :param cards: list of ESG Cards to include in results :type pricing_date: Optional[date] :param pricing_date: optional pricing date; defaults to last previous business day :type benchmark_id: Optional[str] :param benchmark_id: optional benchmark asset ID to include in results :rtype: Dict :return: a dictionary of results
get_all_thematic_exposures([start_date, ...])	Deprecated since version 0.9.110: Please use the same function using the ThematicReport class
get_bottom_five_thematic_exposures([...])	Deprecated since version 0.9.110: Please use the same function using the ThematicReport class
get_carbon_analytics([benchmark_id, ...])	rtype: Dict
get_carbon_attribution_table(benchmark_id[, ...])	rtype: DataFrame
get_carbon_coverage([reporting_year, ...])	rtype: DataFrame
get_carbon_emissions([currency, ...])	rtype: DataFrame
get_carbon_emissions_allocation([...])	rtype: DataFrame
get_carbon_sbti_netzero_coverage([...])	rtype: DataFrame
get_close_price_for_date([date, price_type])	Retrieve close prices for an index.
get_close_prices([start, end, price_type])	Retrieve close prices for an index for a date range.
get_constituent_instruments([start, end])	Fetch the constituents of the index as instrument objects for the given date range
get_constituent_instruments_for_date([date])	Fetch the constituents of the index for a given date as instrument objects.
get_constituents([start, end])	Fetch the constituents of the index in a pandas dataframe for the given date range
get_constituents_for_date([date])	Fetch the constituents of the index in a pandas dataframe for a the given date.
get_currency()	rtype: Optional[Currency]
get_data_coordinate(measure[, dimensions, ...])	rtype: DataCoordinate
get_data_series(measure[, dimensions, ...])	Get asset series
get_entitlements()
get_entity()	rtype: Optional[Dict]
get_esg_bottom_ten(measure[, pricing_date])	Get entity constituents with the ten lowest ESG percentile values :type measure: ESGMeasure :param measure: ESG Measure :type pricing_date: Optional[date] :param pricing_date: optional pricing date; defaults to last previous business day :rtype: DataFrame :return: a Pandas DataFrame with results
get_esg_by_region(measure[, pricing_date])	Get breakdown of entity by region, along with the weighted average score of the compositions in each region :type measure: ESGMeasure :param measure: ESG Measure :type pricing_date: Optional[date] :param pricing_date: optional pricing date; defaults to last previous business day :rtype: DataFrame :return: a Pandas DataFrame with results
get_esg_by_sector(measure[, pricing_date])	Get breakdown of entity by sector, along with the weighted average score of the compositions in each sector :type measure: ESGMeasure :param measure: ESG Measure :type pricing_date: Optional[date] :param pricing_date: optional pricing date; defaults to last previous business day :rtype: DataFrame :return: a Pandas DataFrame with results
get_esg_quintiles(measure[, pricing_date])	Get breakdown of entity by weight in each percentile quintile for requested ESG measure :type measure: ESGMeasure :param measure: ESG Measure :type pricing_date: Optional[date] :param pricing_date: optional pricing date; defaults to last previous business day :rtype: DataFrame :return: a Pandas DataFrame with results
get_esg_summary([pricing_date])	rtype: DataFrame
get_esg_top_ten(measure[, pricing_date])	Get entity constituents with the ten highest ESG percentile values :type measure: ESGMeasure :param measure: ESG Measure :type pricing_date: Optional[date] :param pricing_date: optional pricing date; defaults to last previous business day :return: a Pandas DataFrame with results
get_factor_risk_report([risk_model_id, ...])	rtype: FactorRiskReport
get_factor_risk_reports([fx_hedged, tags])	rtype: List[FactorRiskReport]
get_fundamentals([start, end, period, ...])	Retrieve fundamentals data for an index across a date range.
get_hloc_prices([start, end, interval_frequency])	Get high, low, open, close (hloc) prices
get_identifier(id_type[, as_of])	Get asset identifier
get_identifiers([as_of])	Get asset identifiers
get_latest_close_price([price_type])	Retrieve latest close prices for an index.
get_latest_constituent_instruments()	Fetch the latest constituents of the index as instrument objects.
get_latest_constituents()	Fetch the latest constituents of the index in a pandas dataframe.
get_latest_position_set([position_type])	rtype: PositionSet
get_marquee_id()
get_position_dates()	rtype: Tuple[date, ...]
get_position_set_for_date(date[, position_type])	rtype: PositionSet
get_position_sets([start, end, position_type])	rtype: List[PositionSet]
get_positions_data([start, end, fields, ...])
get_reports([tags])	rtype: List[Report]
get_return_type()	rtype: ReturnType
get_status_of_reports([tags])	rtype: DataFrame
get_thematic_beta(basket_identifier[, ...])	rtype: DataFrame
get_thematic_breakdown(date, basket_id)	Get a by-asset breakdown of a portfolio or basket's thematic exposure to a particular flagship basket on a particular date :type date: date :param date: date :type basket_id: str :param basket_id: GS flagship basket's unique Marquee ID :rtype: DataFrame :return: a Pandas DataFrame with results
get_thematic_exposure(basket_identifier[, ...])	rtype: DataFrame
get_thematic_report([tags])	rtype: ThematicReport
get_top_five_thematic_exposures([...])	Deprecated since version 0.9.110: Please use the same function using the ThematicReport class
get_type()	Overridden by sub-classes to return security type
get_underlier_attribution()	Get the attribution of the immediate (one-level-down) underliers of the Index.
get_underlier_tree([refresh_tree])	Get the root node of the tree formed by the Index, as an AssetTreeNode object.
get_underlier_weights()	Get the weights of the immediate (one-level-down) underliers of the Index.
get_unique_entity_key()	rtype: EntityKey
get_url()	Retrieve url to asset's product page on Marquee
poll_report(report_id[, timeout, step])	rtype: ReportStatus
update_positions(position_sets[, net_positions])
visualise_tree([visualise_by])	Visualise the tree by printing the structure of the entire tree.

Attributes

data_dimension
id
positioned_entity_type