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TSWP


Total Posts: 405
Joined: May 2012
 
Posted: 2018-09-05 09:40
Does anyone know any data provider that offers access to MSCI US Broad Market Index Data DAILY?

I know there are ETFs tracking it, but I am looking for the underlying and I can't seem to find it anywhere, some websites stopped tracking it in 2015.

If you have any info about I would appreciate it. Thanks.

schmitty


Total Posts: 57
Joined: Jun 2006
 
Posted: 2018-09-06 01:05
Easily parsable JSON output:

https://www.bloomberg.com/markets/api/quote-page/MXAP:IND?locale=en

If you access this programatically make sure your user agent and other headers are set to mimic a typical browser. Also for more than 25 calls in a short period, split them up over multiple ip's (tor proxies) or risk a 24 hour TOS ban.

Also, if you know the number (e.g. 90300 = msci:eafe) you can scrape from MarketWatch page:

https://www.marketwatch.com/investing/index/990300?countrycode=xx

There is a downloadable spreadsheet with all the number on the MSCI site. If you can't find it reply here and I will dig it up and post it.

schmitty


Total Posts: 57
Joined: Jun 2006
 
Posted: 2018-09-06 07:16
In my previous post I neglected to actually answer your question, instead answering the general question of how to get MSCI index daily quotes.

The US Broad Market Index symbol is MZUSB and the number is 600637. Unfortunately neither of the links in my post above work with these. I am not sure why. I know of no other sources of daily quotes.

Sorry about that.

agentq


Total Posts: 28
Joined: Jul 2008
 
Posted: 2018-09-12 06:18
According to my Bloomberg terminal, the index was indeed discontinued Dec 7 2015 :(

Edit: 2015
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