gs_quant.markets.index.Index.get_constituents

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

Fetch the constituents of the index in a pandas dataframe for the given date range

Return type:

List[DataFrame]

Returns:

pandas dataframe with the index constituents, weights and other details.

Usage

Get the constituents of the index for the given date range

Examples

Get index constituents:

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