gs_quant.markets.index.Index.get_constituent_instruments

Index.get_constituent_instruments(start=datetime.date(1952, 1, 1), end=datetime.date(2023, 8, 14))

Fetch the constituents of the index as instrument objects for the given date range

Return type:

Tuple[Tuple[Instrument]]

Returns:

Tuple of Tuples, containing all instrument objects for each date.

Usage

Get the constituents of the index for the given date range as instrument objects.

Examples

Get index constituent instruments:

>>> import datetime as dt
>>> from gs_quant.markets.index import Index
>>>
>>> index = Index.get("GSMBXXXX")
>>> index.get_constituent_instruments(dt.date(2021, 6, 1), dt.date(2021, 6, 10))