Index One's Solutions Overview
  • 👋Welcome to Index One's Solutions Overview
  • Overview
    • 💡What we do
    • ✨Our Features
  • Product Guides
    • 🛠️Index Construction
      • 📪Universe, Weighting and Specifications
      • 📪Drag functionality
      • 📪Index Universe
      • 📪How to upload a custom basket
      • 📪How to build an index
      • 📪How to use custom code to build an index
    • 🛠️Index Maintenance
      • 📪Rebalancing a basket index
      • 📪Set up delivery of a tracker file or weighting file
      • 📪Download index values from a live index page
      • 📪Set up S3 data retrieval
    • 📎Reference Data
      • ⚙️Attributes and Filters
      • 📍Symbol Mapping
      • 🌏Country Codes
      • 🔢Formulas and Calculations
    • 🔗Integrations
      • 📪How to embed index data on your website
      • 📪How to integrate index data on Alphathena
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  2. Reference Data

Attributes and Filters

Read the section below to learn about the various attributes and filters in the index builder.

In order to build your index, you can use the in-built filters on the index builder to narrow down your list of securities. Below is a table that explains the relevant filters you need to finalize your list of securities.

Attributes/ Filters
Name
Definition

Attributes

issue type

indicates the type of financial instrument chosen for the index

sector

indicates the sector of the economy that the chosen securities operate in according to NAICS framework

industry

indicates the industry that the chosen securities operate in according to NAICS framework

market cap

indicates the market capitalization of the security, calculated as price per share multiplied by shares outstanding

country

indicates the country of domicile of securities

region

indicates the country of exchange listing of securities

currency

indicates the currency which the security is traded in

exchange code

indicates the exchange MIC code of the security

Filters

equals

must be equal to the selected value

in

must be equal to any of the selected values

limit_ascending

ranks the universe by the selected attribute in ascending order, and limits the universe by the top N observations depending on the specified value

limit_descending

ranks the universe by the selected attribute in descending order, and limits the universe by the top N observations depending on the specified value

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Last updated 2 years ago

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