quantlab.dataset.constituent.Nasdaq100ConstituentDataset#

class quantlab.dataset.constituent.Nasdaq100ConstituentDataset(dataset_config)[source]#

Bases: IndexConstituentDataset

Daily point-in-time Nasdaq-100 membership panel from a public change log.

Membership intervals come from Nasdaq100MembershipFetcher, which starts from a scraped copy of the current constituent list and replays Wikipedia’s log of index changes backwards. Coverage starts on 2007-02-01, the earliest entry in that log, about thirty-one years after the S&P 500 panel. The two panels are stored separately so neither suggests coverage the other lacks. The symbol axis holds tickers.

Some issuers have several share classes in the index (for example GOOGL and GOOG), so on a given day there can be more than one hundred members.

Parameters:

dataset_configFileConstituentDatasetConfig: Output Zarr path, cache directory, date range and as_of date.

Examples

Building the panel fetches the change log over the network (or reads the snapshot cached under cache_dir):

>>> config = FileConstituentDatasetConfig(
...     zarr_file_path="data/reference/nasdaq100_constituent.zarr",
...     cache_dir="data/reference/_cache",
...     start_date="2015-01-01",
...     end_date="2024-12-31",
...     as_of="2024-12-31",
... )
>>> Nasdaq100ConstituentDataset(config).from_raw_data().save()

config_cls#

The config class a saved config.json is rebuilt with.

alias of FileConstituentDatasetConfig