Stock Exchange Indices – most requested codes

A few weeks back we posted a list of the world’s most traded commodities contracts. This has proven to be one of our most popular posts, perhaps illustrating how academic users of Tick History struggle to identify the most important instruments from within an asset class from those with limited or no liquidity. This perhaps also reflects on some of challenges we have in designing instrument search functionality to cater for users with limited experience of the financial markets, we are working on that.

We are following up the earlier post with a list of the most requested equity market indices. You will see below a list of instrument codes for these as well as links back to the specific index home pages for further context. It is important to realise that this data is owned by a number of international index providers and stock exchanges; at present these companies kindly endorse the way academic users of Tick History can access their data, periodically however, third party content owners tighten up the way their data can be viewed which may mean that their data will no longer be readily available. Please contact us if you need further information about this, or if  you would like us to add other indices to the list below.

Europe
Index Name: FTSE Eurofirst 300
RIC: .FTEU3
Chain: 0#.FTEU3

United Kingdom
Index Name: FTSE 100
RIC: .FTSE
Chain: 0#.FTSE

Germany

France

United States
Index Name: Nasdaq Composite
RIC: .IXIC
Chain: 0#.IXIC

United States
Index Name: Dow Jones Industrial Average
RIC: .DJI
Chain: 0#.DJI

Japan
Index Name: Nikkei 225 Average 
RIC: .N225
Chain: 0#.N225

China
Index Name: Shanghai SE New Composite Index 
RIC: .SSECI
Chain: 0#.SSECI

Hong Kong
Index Name: Hang Seng Index 
RIC: .HSI
Chain: 0#.HSI

India
Index Name: Standard and Poor’s CNX Nifty 
RIC: .NSEI
Chain: 0#.NSEI

India
Index Name: BSE SENSEX
RIC: .BSESN
Chain: 0#.BSESN

Brazil
Index Name: BVSP Bovespa Index (Indice Bovespa)
RIC: .BVSP
Chain: 0#.BVSP

Russia
Index Name: RTS Index 
RIC: .IRTS
Chain: 0#.IRTS
Index Home Page: http://www.rts.ru/?tid=620

Australia
Index Name: Standard and Poor’s ASX 200 
RIC: .AXJO
Chain: 0#.AXJO

Canada
Index Name: Standard and Poor’s TSX Composite 
RIC: .GSPTSE
Chain: 0#.GSPTSE

Mexico
Index Name: MXSE IPC (Indice de Precios y Cotizaciones)
RIC: .MXX
Chain: 0#.MXX
Index Home Page: http://www.bmv.com.mx/

South Africa
Index Name: FTSE JSE All Share Index 
RIC: .JALSH
Chain: 0#.JALSH