Stocks in Russell 1000 and Russell 3000?
Author: Carova
Creation Date: 2/8/2015 10:06 PM
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Carova

#1
Does anyone know a source for a simple list of the component stocks in the Russell 1000 and Russell 3000 indices which I can use to create a pair of Watchlists? Thanks!

Vince
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Eugene

#2
Yes: Create New DataSet > Yahoo provider > Select from Classification Groups > World Indexes > US > Russell Averages. There are R1000 and R2000.
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Cone

#3
Note: This classification list is updated about every three months. The last update was a few weeks ago.
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Panache

#4
Thanks. I didn't know it existed, and it is certainly a lot easier than the way I've been collecting them.

The next time you update your classification list, Yahoo! uses "-" instead of ".". Therefore, the symbol for Brown-Forman Corporation is BF-B, not BF.B (Russell 1000), Hubbell Inc. is HUB-B not HUB.B (S&P 400), John Wiley & Sons Inc. is JW-A, not JW.A (S&P 400).

Are prior year's lists available somewhere? If I'm doing an historical back test, I'd prefer to use the symbols that were in the index at that time.
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Carova

#5
Thanks for that wonderful source!

Any thoughts on the Russell 3000?

Vince
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Eugene

#6
From this page...

Russell 3000 - Listed and Delisted Instruments

...download "Tab delimited text version of this list":

http://www.kibot.com/Files/2/Russell_3000_Intraday.txt

Then open it in Excel (OpenOffice) and copy/paste.
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Panache

#7
Or you can just do what Eugene suggested in post #2 and select both the Russell 1000 and the Russell 2000.
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Cone

#8
Panache, I found a classification file from 1 year ago and attached it. To use it, extract it, rename it to YahooClassification.xml, and replace the one in the ...\Data\YahooStaticProvider folder.
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Carova

#9
Thanks Eugene, Panache, and Cone!
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Panache

#10
Thanks for the older YahooClassification.xml. A word of caution to anyone using this file -- there are a lot of changed and obsolete symbols in these lists. That's why I wanted it, but it can also be a problem if you don't maintain your data.
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Panache

#11
In case you don't have it yet, attached are the official lists of the membership of the Russell 1000 and Russell 2000 as reconstituted on 6/26/2015. They have been converted from the pdf at http://www.russell.com/indexes/americas/indexes/membership.page?

Please note that these are the Yahoo symbols which use "-" in place of ".". For example Berkshire Hathaway Class B is "BRK-B", rather than "BRK.B".

You should also be aware that some of the symbols have changed since the list was published. These lists do not include the updated symbols. I assume you don't want to be going down that slippery slope.
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Carova

#12
Thanks Panache!

Vince
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Harapa

#13
The easiest way to keep these list up to date is to periodically download list of active symbols from iShares website (using corresponding ETF for each Russell Index). This is a must if you are using Index Lab capability which is very sensitive to non-updating symbols.
IWB for Russell 1000
IWM for Russell 2000
IWV for Russell 3000

Go to Holdings and click on "Detailed Holdings & Analytics" to down data as Excel File. This file has lot more than just the symbols, such as sectors etc..
or try this link to download IWB or replace IWB with any iShares tickers in this link
http://www.ishares.com/us/products/239707/ishares-russell-1000-etf/1395165510754.ajax?fileType=csv&fileName=IWB_holdings&dataType=fund

Some tips to reduce some stress for the first time use.
-Class share symbols need adjustment to match your data provider
BRK.B is BRK-B at Yahoo and BRK/B at Fidelity
-Each list has some non equity (cash etc) holdings. These can be easily identified sorting the list for " Exchange" or "Industry "
-Finally looking at the list via Data Tool will also help to spot the non performing symbols/entries.

For me this all takes no more than 20 minutes for 5 Indices and I do this at the end f each week.
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Eugene

#14
No need to download/save the file. It can be downloaded on-the-fly and quickly parsed thanks to LINQ. Here's my quick and dirty solution.

Check "System.Core" in "References..." dialog before running:

CODE:
Please log in to see this code.


UPDATE: I noticed that you've edited your reply, stressing that there are some non equity (cash, futures) holdings. My code above has been updated to get rid of those symbols.

Enjoy.
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Harapa

#15
Fantastic..now this cuts my time to update down to few clicks...:)
Do I need visual studio or some thing like that? or can it be used as a strategy (this will be adaptable by the most)?
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Eugene

#16
This is Strategy, no need in VS.

Make sure to check "System.Core" in the Strategy's "References..." dialog.
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Harapa

#17
QUOTE:
Strategy's "References..."

I looked all over but in Strategy...now I know where should I have looked.
It works now.
Thanks.