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   NYSE Fixed Income Index Premium Package  

Daily reports that provide detailed daily index composition and weights, daily detailed composition changes, daily and historical index values and index periodic rebalance changes for NYSE Fixed Income Indices.

The NYSE Fixed Income Index Premium product is comprised of:
  • Components reports (carrying detailed composition data)
  • Detailed Component Change reports (carrying daily index composition change information including additions, deletions, share changes, identifier changes, among others) and period index rebalance information
  • Summary reports consisting of carrying index levels, divisors, and market capitalization

The End The End of Day reports (EOD) are published from 7pm to 9pm ET and the Next Day reports (NXTD), which carry data adjusted for corporate actions/index reviews, are published from 9pm to 11pm 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

    $1,750 / 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>

NYSE Fixed Income Index Daily Changes

Overview
Daily files available each trading day carrying index corporate actions and reflecting all the changes to NYSE Fixed Income indices underlying components.
Product News
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