Seeking Sector Constituents

[ajmyers]

For some research I'm doing I have been accessing market data via a breakdown of sectors on Yahoo!

For amex, for example, I use http://finance.yahoo.com/lookup?s=^amex&t=I&m=US&r=1

clicking on 'symbol' then goes to the next page which has a link for 'components'

However, 'components' for the phily exchange has not been accessible recently.
http://finance.yahoo.com/lookup?s=^phlx&t=I&m=US&r=1

Would anyone know where this type of data can be found? In other words a method to go: exchange->sector list->component list

Jon

 

[timsk]

Would anyone know where this type of data can be found? In other words a method to go: exchange->sector list->component list

Hi Jon,
For U.S. data it's hard to find a definitive list of industries. I've posed a similar question in the past and received some useful replies - check out the link:
http://www.trade2win.com/boards/showthread.php?t=23524
HTH
Tim.

 

[Charlton]

Jon

Try this

http://www.phlx.com/products/sectors/sectcomp.html

Charlton

 

[ajmyers]

Thanks for the suggestions.

It's interesting how what would seem a simple thing to carry out, in practice is quite difficult. For example there is some variation in the way the sectors are broken down. So I agree that a definitive list is had to find.

And even when you get to some consensus on the sectors, few sites carry a full list of sectors. I was actually aware of the phlx site - and it is useful too - but compare this to Yahoo. They have a list of about 35 - give or take the ones that are identified as amex - compared to 12 on the phlx site. I wonder why these discrepencies occur. And that's before you get to the components.

Another problem is that even when a component list is available (such as on phlx) it is not always downloadable, or in say csv or html, and cannot be utilized for a program or further analysis - eg to have the list and then have prices looked up automatically.

The site http://www.dbc.com/cgi-bin/htx.dll/dbcfiles/indindext.html?source=central is perhaps the closest to the Yahoo site. I'll keep a watch on it over the coming days, so thanks for that. Any other suggestions (even ones that require a small fee) would be appreciated.

I'm also wondering why Yahoo suddenly stopped displaying the phlx sector components. At first I thought it was Yahoo's fault. however, other sites, including msn, also seem to have similar problems. Is anyone aware of some kind of feed fault or maybe they are not putting out the data as they were?

Jon

 

[RichardDale]

There are multiple sector classification schemes out there - perhaps you first need to determine which methodology suits your needs.

eg. NASDAQ have their own, Standard & Poors use GICS, Dow Jones use ICB, Yahoo appears to use some sort of proprietary one from Hemscott (without any matching indexes), AMEX have a whole bundle as do other exchanges.

Cheers,
Richard.