Discover FTSE Russell data
FTSE Russell's index offering is designed to provide investors with the breadth and depth required to gain a precise view of the market relative to their investment process. FTSE Russell indices and data are widely used by investors as the basis of financial products, a performance benchmark and as a research tool. To meet these various business needs, FTSE Russell offers a range of end-of-day, historical and real-time index data packages available through FTP, web portals or third-party platforms.
Data solutions
End-of-day index data packages
Available for all FTSE Russell index families across asset classes. Index subscribers receive aggregate index performance, constituent level data and services for tracking index notices and corporate actions.
FTSE Russell Real-Time Service
Offers both pulsed and streaming real-time dissemination for the most used indices across various asset classes, index methodologies and geographies. Pulsed index dissemination is provided as a snapshot at 15 and 60-second intervals, in line with the definition of the respective indices. Streaming indices are designed to facilitate a faster delivery service, reflective of every final trade of the underlying components of the index portfolio. Streaming indices disseminate in accordance with the price change of underlying constituents.
Features:
- Real-time data for a comprehensive suite of indices, US and global
- Includes real time and end of day index valuations for over 1,000 indices
- Enables monitoring of investments based on FTSE Russell indices throughout the trading day
- Provides a broad distribution framework for ease of data access
- Direct access to index data via GDS or various third-party providers
Daily Events Monitor
A series of daily reports capturing completed and pending index changes and corporate actions in an easily viewable and timely reference source. Contents include:
- Index Change Calendar – lists changes completed in the previous two weeks plus pending changes. Pending changes are listed up to the next review announcement date. Data includes, as appropriate, type of event, expected price, details of shares in issue, free float (%) and index weight changes (%).
- Code and Name Changes – recently completed or pending code and name changes.
- Corporate Action Calendar – additional corporate action details for current index constituents only.
- Dividend Calendar – schedule of dividend payments for current index constituents only
Historical index and constituent level data
Available for a number of index series.
- Historical index data for FTSE Indices includes historic monthly index level and return data, updated quarterly.
- Historical index data for Russell Indices includes year-to-date and historical index level data, updated daily.
- Historical constituents and weights are also provided for a selection of indices updated quarterly in arrears.
Russell US Indices Characteristics
Russell US Indices characteristics calculated by FTSE Russell Data Solutions provide additional insights into US market segments, at both the aggregate index level and security level. Russell 3000® and Russell 3000E security level files are available.
More than 30 characteristics included in the file in a variety of categories:
- Debt
- Dividends
- Growth
- Earnings variability
- Price ratios
- Return on assets
- Return on equity
Request details
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