Print this Page   
   NYSE Fixed Income Index Weightings  

This product provides detailed daily reports covering index composition, which includes daily and historical index values for NYSE Fixed Income indices.

The NYSE Fixed Income Index Weightings product is comprised of:
  • Components reports (carrying detailed composition data);
  • Summary reports (carrying index levels, divisors and market capitalization)

  • End of Day reports (EOD) and Next Day reports (NXTD) are published from 3:45pm to 5:15pm ET.



    Detailed Index Change reports are published. For a full index rebalance schedule please visit here

    Please find sample data here

     

    File Layout:  
     
    NYSE Group Index File Products File Layouts v2.2
     

Instruments Covered
Indices

Markets Covered
NYSE
  • Access FeeDirect & indirect

    $1,000 / mo.

 
Included Data

NYSE Fixed Income Index Weightings

Overview

Daily files available each trading day carrying index levels and reflecting all changes to NYSE Fixed Income indices underlying components. The NYSE Fixed Income Index Weightings module is comprised of a Summary Report (carrying index levels, divisors and market value) and a Components Report (carrying detailed composition data) that are published twice daily. Index composition change information corresponding to index rebalance is available.

The End of Day reports (EOD) and Next Day reports (NXTD) are published from 3h45pm to 5h15pm ET.

Indices Covered
Specifications
<?xml version='1.0' encoding='utf-8'>
    <xs:schema xmlns:xs='http://www.w3.org/2001/XMLSchema' >
        <xs:complexType name='INDEX' >
            <xs:sequence>
                <xs:element name='IndexSymbol' type='xs:string' ></xs:element>
                <xs:element name='AskCap' type='xs:float' ></xs:element>
                <xs:element name='BaseCap' type='xs:float' ></xs:element>
                <xs:element name='BidCap' type='xs:float' ></xs:element>
                <xs:element name='CurrentCap' type='xs:float' ></xs:element>
                <xs:element name='PreviousCap' type='xs:float' ></xs:element>
                <xs:element name='IndexCount' type='xs:int' ></xs:element>
                <xs:element name='CalculationMethod' type='xs:string' ></xs:element>
                <xs:element name='OpenCalculation' type='xs:float' ></xs:element>
                <xs:element name='AskIndex' type='xs:float' ></xs:element>
                <xs:element name='Divisor' type='xs:float' ></xs:element>
                <xs:element name='BidIndex' type='xs:float' ></xs:element>
                <xs:element name='CalculatedIndex' type='xs:float' ></xs:element>
                <xs:element name='PreviousIndex' type='xs:float' ></xs:element>
                <xs:element name='OpenCount' type='xs:string' ></xs:element>
                <xs:element name='CashComponent' type='xs:float' ></xs:element>
                <xs:element name='NewCashComponent' type='xs:float' ></xs:element>
                <xs:element name='Conversion' type='xs:string' ></xs:element>
                <xs:element name='Date' type='xs:date' ></xs:element>
                <xs:element name='Time' type='xs:string' ></xs:element>
                <xs:element name='Subscribe' type='xs:string' ></xs:element>
            </xs:sequence>
        </xs:complexType>
        <xs:element name='IDX_US_ARCA_REF_XAL_SUM' >
            <xs:complexType>
                <xs:sequence>
                    <xs:element name='INDEX' type='INDEX' ></xs:element>
                </xs:sequence>
            </xs:complexType>
        </xs:element>
    </xs:schema>
<?xml version='1.0' encoding='utf-8'>
    <xs:schema xmlns:xs='http://www.w3.org/2001/XMLSchema' >
        <xs:complexType name='COMPONENT' >
            <xs:sequence>
                <xs:element name='Index' type='xs:string' ></xs:element>
                <xs:element name='Source' type='xs:string' ></xs:element>
                <xs:element name='SecurityType' type='xs:string' ></xs:element>
                <xs:element name='Component' type='xs:string' ></xs:element>
                <xs:element name='Exchange' type='xs:string' ></xs:element>
                <xs:element name='Shares' type='xs:float' ></xs:element>
                <xs:element name='Multiplier' type='xs:float' ></xs:element>
                <xs:element name='FloatFactor' type='xs:float' ></xs:element>
                <xs:element name='AdjustedShares' type='xs:float' ></xs:element>
                <xs:element name='LastPrice' type='xs:float' ></xs:element>
                <xs:element name='PreviousClose' type='xs:float' ></xs:element>
                <xs:element name='IndexWeight' type='xs:float' ></xs:element>
                <xs:element name='OpenIndicator' type='xs:int' ></xs:element>
                <xs:element name='TradeDate' type='xs:date' ></xs:element>
                <xs:element name='TradeTime' type='xs:string' ></xs:element>
                <xs:element name='OpenPrice' type='xs:float' ></xs:element>
                <xs:element name='CurrentValue' type='xs:float' ></xs:element>
                <xs:element name='BidPrice' type='xs:float' ></xs:element>
                <xs:element name='AskPrice' type='xs:float' ></xs:element>
                <xs:element name='CusipNumber' type='xs:string' ></xs:element>
                <xs:element name='NewShares' type='xs:float' ></xs:element>
                <xs:element name='DividendPaid' type='xs:float' ></xs:element>
                <xs:element name='IndexDividend' type='xs:float' ></xs:element>
                <xs:element name='AdjustedPrevclose' type='xs:float' ></xs:element>
                <xs:element name='OpenPriceRealTime' type='xs:float' ></xs:element>
                <xs:element name='LastPriceTemp' type='xs:float' ></xs:element>
                <xs:element name='LastPriceRealTime' type='xs:float' ></xs:element>
                <xs:element name='PrevLast' type='xs:float' ></xs:element>
                <xs:element name='ExDividendAmount' type='xs:float' ></xs:element>
            </xs:sequence>
        </xs:complexType>
        <xs:element name='IDX_US_ARCA_REF_XAL_COMPO' >
            <xs:complexType>
                <xs:sequence>
                    <xs:element name='COMPONENT' type='COMPONENT' ></xs:element>
                </xs:sequence>
            </xs:complexType>
        </xs:element>
    </xs:schema>
Authorized Vendors
Markit
Website
NYSE Fixed Income Index Weightings
FactSet Research Systems, Inc.
Website
NYSE Fixed Income Index Weightings
Six Financial Information
Website
NYSE Fixed Income Index Weightings
SIX Financial Information is a leading global provider of first-rate data services and solutions for financial and insurance firms, corporations and the media. SIX Financial Information aggregates data, directly and in real-time, from over 1,500 worldwide sources, covering all the major trading venues. Its financial information comprises reference data, corporate actions, pricing and market data for over 10 million securities and is unique in terms of information depth, breadth and structure. Financial news and customized solutions complement the offering. With offices in 24 countries SIX Financial Information combines the advantages of local presence with global reach to offer a comprehensive data portfolio along with industry knowledge for professionals specialized in investment advisory, portfolio management, financial analysis and securities administration. SIX Financial Information is part of SIX. On a global scale, SIX offers first-rate services in the areas of securities trading, clearing and settlement, as well as financial market information and payment transactions.
DeltaOne Solutions
Website
NYSE Fixed Income Index Weightings
RIMES Technologies Corporation
Website
RIMES Benchmark Data Service® (RIMES BDS)
RIMES BDS provides you with all the index and benchmark data you need, formatted according to your exact specification. And because it’s already checked for accuracy, you’re free to put it to work and focus on core business issues. Using an intelligent combination of technology and service, we provide you with a single feed, including all your data requirements that can be seamlessly integrated into a host of in-house or third party mid and back office solutions. Every file you receive is ready to use with your applications, with no need for bespoke software interfaces or feed handlers. All you have to do is tell us what data you need and how you want it presented, and we’ll take care of the rest. With RIMES BDS more than 500 data sources from over 100 vendors can be consolidated into one, easily managed feed. And in the unlikely event of us not having the data you want, we’ll get it for you. Our rigorous data checking system uses both automated processes and expert analysis, ensuring that all individual data items are within acceptable parameters and delivered to you exactly in the format you need.
MSCI Inc.
Website
RiskManager, Barra One
RiskManager is a web application for the measurement and analysis of market-based Value-at-Risk (VaR) that implements the industry standard RiskMetrics methodology. RM utilizes Monte Carlo, Historical and Parametric VaR methodologies, customizable reports and advanced stress testing functionality to present banks, asset managers, hedge funds and other financial institutions with a complete Picture of Risk. All calculations are performed using historical time series data provided by our DataMetrics data warehouse. Position information can be entered through the RM interface or can be directly imported from a user's back-office system BarraOne is a comprehensive, multi-asset class market risk platform providing CIOs, risk managers, portfolio managers and analysts a broad set of risk management tools. The platform operates in a secure, dedicated hosting environment and is accessible via standard internet protocols. Offering factor based risk analysis based on the Barra Integrated Model (BIM), Value-at-Risk simulation, Stress Testing/Scenario analysis, and Performance Attribution in a single, integrated platform, BarraOne serves the needs of diverse investment professionals managing global, multi-asset class investment strategies. In addition to the hosted, application services, BarraOne also includes BarraOne DataConnect, a client side utility that supports the automation of data uploading and report extraction from the BarraOne servers, and BarraOne Developer's Toolkit, a web services based application programming interface to the system.
Thomson Reuters
Website
NYSE Fixed Income Index Weightings
Thomson Reuters is the world's leading source of intelligent information for businesses and professionals. We combine industry expertise with innovative technology to deliver critical information to leading decision makers in the financial and risk, legal, tax and accounting, intellectual property and science and media markets, powered by the world's most trusted news organization. With headquarters in New York and major operations in London and Eagan, Minnesota, Thomson Reuters employs approximately 60,000 people and operates in over 100 countries. For more information, go to www.thomsonreuters.com/financial
Product News
There is no product news at this time
Frequently Asked Questions