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Data Fix: U.S. - S&P 1000 and 1500
Friday, 14 Sep 2018 17:24 ET
By Phillip Thorne
Summary
14 September 2018 -- For the S&P 1000 and 1500 composite price return index and total return index, we have loaded additional history (2008 to 2009) and corrected history (2009 to 2018) (four daily series impacted).
Detail

During ongoing QA review of the Data Buffet extract of the detailed S&P Dow Jones Daily Indices, we have identified gaps and errors in select series. We have synchronized our extract to the as-reported values, as follows. If you use these series as triggers, the workpieces will have re-executed.

The value changes apply to these date ranges:

  • S&P 1000 - Extended - 29 Aug 2008 to 30 Nov 2009
  • S&P 1500 - Extended - 29 Aug 2008 to 30 Nov 2009
  • S&P 1500 - Corrected - 1 Dec 2009 to 31 May 2018

The time series are:

  • SPISP1000UD.IUSA   = S&P 1000 composite - Price return index
  • SPISP1000TRUD.IUSA = S&P 1000 composite - Total return index
  • SPISP1500UD.IUSA   = S&P 1500 composite - Price return index
  • SPISP1500TRUD.IUSA = S&P 1500 composite - Total return index
During this process, we have confirmed that the corresponding indexes for the 100, 400, 500 and 600 composites are correct back to 29 August 2008.
Other
Related ReleaseS&P Dow Jones Daily Indices
SourceS&P Dow Jones Indices LLC
FrequencyBusiness Daily
GeographyUnited States
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