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Bloomberg: Obtain members of index through Data License

Recently I’ve had to look up the members of an index (for instance, AEX index in the Netherlands) through Bloomberg Request Builder. What I was looking for is information regarding the members that make up this index.

Although the request is self is fairly straightforward:

== Original request (returns tickers) ==
START-OF-FIELDS
BC_INDX_MWEIGHT
INDX_MWEIGHT
END-OF-FIELDS

START-OF-DATA
AEX Index
END-OF-DATA
==================================

This query would actually only return the Ticker codes of the index members. From there you could get a lookup table, but I preferred to directly have Bloomberg return information in ISIN format (easier for our purposes). Turns out that this is very possible! Just rephrase the query so that it looks like this:

== Rephrased request (returns ISIN) ==
START-OF-FIELDS
ID_ISIN
INDX_WEIGHT
END-OF-FIELDS

START-OF-DATA
INDEX=AEX | MACRO
END-OF-DATA
===============================

In the attributes being requested I also add the member weight so that I also receive information on how big a fund is within the index. Obviously this is your own choice to include or not.

Very helpful tip from the Service Desk over at Bloomberg, so I figured I’d share it with you, because it took me some figuring out before it worked for me.

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