gs_quant.markets.index.Index.get_constituents_for_date¶

Index.get_constituents_for_date(date=datetime.date(2023, 8, 14))[source]¶

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

Return type:: DataFrame
Returns:: pandas dataframe with the index constituents, weights and other details.

Usage

Get the constituents of the index for the given date

Examples

Get index constituents:

>>> import datetime as dt
>>> from gs_quant.markets.index import Index
>>>
>>> index = Index.get("GSMBXXXX")
>>> index.get_constituents_for_date(dt.date(2021, 7, 1))