Is global index data available?

Technical Help
#1

Hi,

I would like to collect the global index data. Specifically, I would like to get the following 20 indices (paired with its country currency for clarity).

("ASX", "AUD.USD"),
("SSEC", "USD.CNH"),
("NZCI", "NZD.USD"),
("OBX", "USD.NOK"),
("GSPTSE", "USD.CAD"),
("N300", "USD.JPY"),
("SET", "USD.THB"),
("SSMI", "USD.CHF"),
("XU100", "USD.TRY"),
("WIG", "USD.PLN"),
("STI", "USD.SGD"),
("PX", "USD.CZK"),
("OMXCPI", "USD.DKK"),
("BUX", "USD.HUF"),
("MSCIEU", "EUR.USD"),
("FTSE", "GBP.USD"),
("MXX", "USD.MXN"),
("HSI", "USD.HKD"),
("OMX", "USD.SEK"),
("JALSH", "USD.ZAR")

I guess the data is likely available via EDI, which I have subscription to portion of, but I have difficulty in finding the corresponding symbol/sid.

#2

The EDI data is equities only. EDI offers indexes as a separate product but it's not currently integrated into QuantRocket. Depending on how important the data is to you, feel free to reach out privately and we can explore the possibility of pulling in the relevant indexes from EDI on a custom basis.

Other possibilities:

  • Index data is available from Interactive Brokers for the countries they cover. This requires having an Interactive Brokers account. You can browse the exchanges they cover and look up the indexes here.
  • If you already have the index data from another source, you can import it as custom data.
  • In many cases there may be an ETF that tracks the index within the EDI equities data, which could be used as a surrogate.
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