INTRADAY ALERTS
USER GUIDE
What are Intraday Alerts... 3
Types of Reports ... 4
File Availability ... 5
Filenames ... 6
Field Descriptions ... 8
Data Download (_IA_MAIN.xls)... 8
Index Dividends (_IA_DIV.xls) ... 11
Weekly Share Changes (_IA_SHR_WKLY.xls) & Quarterly Share Changes (_IA_SHR_QTRY.xls) ... 12
Rebalancing Additions Deletions (_IA_REB_AD.xls) ... 13
Rebalanced Composition (_IA_REB.xls) & Pure Style Reconstitution (P_IA_REB.xls) ... 14
Transition from Legacy format... 15
Access on FTP ... 19
Access on SPICE ... 21
MCGRAW-HILL 3
What are Intraday Alerts
Intraday alerts track the changes and adjustments to the composition and constituent weights of a suite of S&P Indices due to corporate actions and index rebalancing. The following indices are currently supported on the Intraday Alerts:
• S&P 500
• S&P 100
• S&P MidCap 400
• S&P SmallCap 600
• S&P High Yield Dividend Aristocrats (HYDA)
• S&P Composite 1500 (requires consolidating the S&P 500, S&P 400 and S&P 600)
• S&P North American Sectors
• S&P Select Industry
• S&P Select Sectors
• S&P Total Market Index (TMI)
• S&P Completion Index (CI)
• S&P US Styles & Pure Styles (included in the relevant parent index)
Events and corporate actions are updated four times daily (10:00 a.m., 12:30 p.m., 2:30 p.m., and 5:15 p.m. EST). The intraday alerts files provide quick and easy access to a particular index with relevant announcement details and posting times.
The comprehensive data download file will contain all index changes including events which do not
impact composition or index weights such as stock identifier changes, with 1 year of historical changes.
MCGRAW-HILL 4
Types of Reports
The Intraday Alerts announcements are distributed via files that are updated at different times throughout the day. All files are available in Microsoft Excel (.xls) and tab delimited (.txt) formats.
Below is a description of each file type, the information it provides and the update frequency:
Page Name Page Contents Filename Suffix Update Times
Data Download The data download is a comprehensive excel file that
contains all announced corporate actions. _IA_MAIN.xls 10 AM, 12:30 PM, 2:30 PM, 5:15 PM
Index Dividends
A grouped alerts file containing daily constituent dividends with proforma index dividend points. Please note the page uses prior day’s adjusted close divisor for the index dividend impact calculation. Official Index dividend points are available via UFF/SPICE.
_IA_DIV.xls 2:30 PM
Weekly Share Changes
A group record file for float market capitalization based indices, which shows the shares, IWF, AWF and index
shares before and after the weekly share review. _IA_SHR_WKLY.xls Wednesdays @ 5:15 PM
Quarterly Share Changes
A group record file for float market capitalization based indices, which shows the shares, IWF, AWF and index shares before and after a rebalance. Format is identical to weekly share changes page.
_IA_SHR_QTRY.xls
Posted by 6 PM
(based in conjunction with the index family proforma schedule on spindices.com)
Rebalancing Additions Deletions
A group record page showing the rebalance additions and
deletions for a specific index or index family. _IA_REB_AD.xls
Posted by 6 PM
(based in conjunction with the index family proforma schedule on spindices.com)
Rebalanced
Composition Proforma index rebalance composition files showing the
post rebalance composition and index shares. _IA_REB.xls
Posted by 6 PM
(based in conjunction with the index family proforma schedule on spindices.com)
Pure Style Reconstitution
A proforma index rebalance composition file showing the post rebalance composition and index shares for the pure
style annual rebalance in December P_IA_REB.xls
Posted by 6 PM
(based in conjunction with the index family proforma schedule on spindices.com)
MCGRAW-HILL 5
File Availability
The table below defines which pages will be available for each index family. Please note that not all intraday pages will be published for each index family:
SPICE Page Name S&P 500 S&P
100 S&P 400 S&P
600
High Yield
Aristocrats Div S&P TMI S&P
CI Select Industry
North American
Sectors
Select Sectors
Data Download
Index Dividends
Weekly Share
Changes
Quarterly Share
Changes
Rebalancing
Additions Deletions
Rebalanced
Composition
Pure Style
Reconstitution
Note: All S&P Composite 1500 alerts can be retrieved by consolidating the S&P 500, S&P 400 and S&P 600 alerts
MCGRAW-HILL 6
Filenames
Below is a list of all files available in the Intraday Alerts package. Files with the prefix yyyyMMdd_ mean these files are provided at a point in time, while all other files include both recent alerts and historical data:
Index Name File Type File Name
S&P 500 Data Download SP500_IA_MAIN.xls
S&P 500 Index Dividends SP500_IA_DIV.xls
S&P 500 Weekly Share Changes yyyyMMdd_SP500_IA_SHR_WKLY.xls
S&P 500 Quarterly Share Changes yyyyMMdd_SP500_IA_SHR_QTRY.xls S&P 500 Rebalancing Additions Deletions yyyyMMdd_SP500_IA_REB_AD.xls
S&P 500 Rebalanced Composition yyyyMMdd_SP500_IA_REB.xls
S&P 500 Pure Style Reconstitution yyyyMMdd_SP500P_IA_REB.xls
S&P 100 Data Download SP100_IA_MAIN.xls
S&P 100 Index Dividends SP100_IA_DIV.xls
S&P 100 Weekly Share Changes yyyyMMdd_SP100_IA_SHR_WKLY.xls
S&P 100 Quarterly Share Changes yyyyMMdd_SP100_IA_SHR_QTRY.xls S&P 100 Rebalancing Additions Deletions yyyyMMdd_SP100_IA_REB_AD.xls
S&P 100 Rebalanced Composition yyyyMMdd_SP100_IA_REB.xls
S&P 400 Data Download SP400_IA_MAIN.xls
S&P 400 Index Dividends SP400_IA_DIV.xls
S&P 400 Weekly Share Changes yyyyMMdd_SP400_IA_SHR_WKLY.xls
S&P 400 Quarterly Share Changes yyyyMMdd_SP400_IA_SHR_QTRY.xls S&P 400 Rebalancing Additions Deletions yyyyMMdd_SP400_IA_REB_AD.xls
S&P 400 Rebalanced Composition yyyyMMdd_SP400_IA_REB.xls
S&P 400 Pure Style Reconstitution yyyyMMdd_SP400P_IA_REB.xls
S&P 600 Data Download SP600_IA_MAIN.xls
S&P 600 Index Dividends SP600_IA_DIV.xls
S&P 600 Weekly Share Changes yyyyMMdd_SP600_IA_SHR_WKLY.xls
S&P 600 Quarterly Share Changes yyyyMMdd_SP600_IA_SHR_QTRY.xls S&P 600 Rebalancing Additions Deletions yyyyMMdd_SP600_IA_REB_AD.xls
S&P 600 Rebalanced Composition yyyyMMdd_SP600_IA_REB.xls
S&P 600 Pure Style Reconstitution yyyyMMdd_SP600P_IA_REB.xls
S&P HYDA Data Download SPHYDA_IA_MAIN.xls
S&P HYDA Rebalancing Additions Deletions yyyyMMdd_SPHYDA_IA_REB_AD.xls S&P HYDA Rebalanced Composition yyyyMMdd_SPHYDA_IA_REB.xls
Select Industry Data Download SPSI_IA_MAIN.xls
Select Industry Rebalancing Additions Deletions yyyyMMdd_SPSI_IA_REB_AD.xls Select Industry Rebalanced Composition yyyyMMdd_SPSI_IA_REB.xls
S&P TMI Data Download SPTMI_IA_MAIN.xls
S&P TMI Index Dividends SPTMI_IA_DIV.xls
S&P TMI Weekly Share Changes yyyyMMdd_SPTMI_IA_SHR_WKLY.xls
S&P TMI Quarterly Share Changes yyyyMMdd_SPTMI_IA_SHR_QTRY.xls S&P TMI Rebalancing Additions Deletions yyyyMMdd_SPTMI_IA_REB_AD.xls
S&P TMI Rebalanced Composition yyyyMMdd_SPTMI_IA_REB.xls
MCGRAW-HILL 7
Index Name File Type File Name
S&P CI Data Download SPCI_IA_MAIN.xls
S&P CI Index Dividends SPCI_IA_DIV.xls
S&P CI Weekly Share Changes yyyyMMdd_SPCI_IA_SHR_WKLY.xls
S&P CI Quarterly Share Changes yyyyMMdd_SPCI_IA_SHR_QTRY.xls S&P CI Rebalancing Additions Deletions yyyyMMdd_SPCI_IA_REB_AD.xls
S&P CI Rebalanced Composition yyyyMMdd_SPCI_IA_REB.xls
North American Sectors Data Download SPGSSI_IA_MAIN.xls
North American Sectors Weekly Share Changes yyyyMMdd_SPGSSI_IA_SHR_WKLY.xls North American Sectors Quarterly Share Changes yyyyMMdd_SPGSSI_IA_SHR_QTRY.xls North American Sectors Rebalancing Additions Deletions yyyyMMdd_SPGSSI_IA_REB_AD.xls North American Sectors Rebalanced Composition yyyyMMdd_SPGSSI_IA_REB.xls
Select Sectors Data Download SPSLIX_IA_MAIN.xls
Select Sectors Weekly Share Changes yyyyMMdd_SPSLIX_IA_SHR_WKLY.xls Select Sectors Quarterly Share Changes yyyyMMdd_SPSLIX_IA_SHR_QTRY.xls Select Sectors Rebalancing Additions Deletions yyyyMMdd_SPSLIX_IA_REB_AD.xls Select Sectors Rebalanced Composition yyyyMMdd_SPSLIX_IA_REB.xls
Note: Filenames without yyyymmdd at the beginning will not be specific to a certain date and history for the last 12 months will be provided in them Note: All files are also available in tab delimited format (.txt)
MCGRAW-HILL 8
Field Descriptions
This chapter explains the fields in each of the report types and their specifications:
Data Download (_IA_MAIN.xls)
Field Name Content Field Type Max
Length
Index Name Index Name Alphanumeric 200
Index Key Index Key Alphanumeric 40
Action Type Corporate Action Type Text 40
Status States whether the entry is confirmed, pending or canceled Text 20
Last Updated
Date Latest timestamp of update Timestamp (MMM DD,
YYYY HH:MM:SS AM/PM) NA
Effective Date Effective Date Date (MMM DD, YYYY) NA
Close of
Business Date Close of Business Date Date (MMM DD, YYYY) NA
Announcement
ID Announcement ID Integer 22
Announced
Date and Time Timestamp of announcement Timestamp (MMM DD,
YYYY HH:MM:SS AM/PM) NA
Stock Key Stock Key Integer 20
Current Ticker Exchange Ticker as of the Effective Date or the Close of Business date, depending on Action
Type Alphanumeric 20
New Ticker Exchange Ticker as of the Effective date and only for Action Types related to
Profile/Identifier changes Alphanumeric 20
Current Company Name
Company Name as of the Effective Date or the Close of Business date, depending on Action
Type Text 200
New Company
Name Company Name as of the Effective date and only for Action Types related to
Profile/Identifier changes Text 200
Current CUSIP CUSIP as of the Effective Date or the Close of Business date, depending on Action Type Text 20 New CUSIP CUSIP as of the Effective date and only for Action Types related to Profile/Identifier changes Text 20 Current SEDOL SEDOL as of the Effective Date or the Close of Business date, depending on Action Type Text 20 New SEDOL SEDOL as of the Effective date and only for Action Types related to Profile/Identifier changes Text 20 Current ISIN ISIN as of the Effective Date or the Close of Business date, depending on Action Type Alphanumeric 20 New ISIN ISIN as of the Effective date and only for Action Types related to Profile/Identifier changes Alphanumeric 20 Current
Exchange Stock Exchange as of the Effective Date or the Close of Business date, depending on Action
Type Text 50
MCGRAW-HILL 9
Field Name Content Field Type Max
Length New Exchange Stock Exchange as of the Effective Date and only for Action Types related to Profile/Identifier
changes Text 50
Current GICS GICS Subindustry Code as of the Effective Date or the Close of Business date, depending on
Action Type Alphanumeric 8
New GICS GICS Subindustry Code as of the Effective Date and only for Action Types related to
Profile/Identifier changes Alphanumeric 8
Current Shares
Outstanding Shares Outstanding as of the Effective Date or the Close of Business date, depending on
Action Type Integer 20
New Shares
Outstanding Shares Outstanding as of the Effective Date and only for Action Types related to Shares/IWF
changes Integer 20
Current IWF IWF as of the Effective Date or the Close of Business date, depending on Action Type Numeric 38,14 New IWF IWF as of the Effective Date and only for Action Types related to Shares/IWF changes Numeric 38,14 Current AWF AWF as of the Effective Date or the Close of Business date, depending on Action Type Numeric 38,14 New AWF AWF as of the Effective Date and only for Action Types related to Shares/IWF changes Numeric 38,14 Current Index
Shares Index Shares as of the Effective Date or the Close of Business date, depending on Action
Type Numeric 38,14
New Index
Shares Index Shares as of the Effective Date and only for Action Types related to Shares/IWF
changes Numeric 38,14
Growth Weight Growth Weight Numeric 3,20
Value Weight Value Weight Numeric 3,20
Headline Pure
GV Weight Pure Weight in Headline Numeric 3,20
Pure GV 1000
Weight Pure Weight in S&P 1000 Numeric 3,20
Pure GV 900
Weight Pure Weight in S&P 900 Numeric 3,20
Pure GV 1500
Weight Pure Weight in S&P 1500 Numeric 3,20
Pure Pure flag Integer 1
Ratio Received Ratio Received Integer 20
Ratio Held Ratio Held Integer 20
Price Adj/Div
Amt Amount of price adjustment or dividend/special dividend received Numeric 38,14
Current Price Price as of the Close of Business Date Numeric 38,14
New Price Close of business price adjusted for corporate actions Numeric 38,14
Cash Amount Cash consideration for mergers and acquisitions Numeric 38,14
Subscription
Price Rights subscription price Numeric 38,14
Acquirer Name Acquirer Name Text 200
Spin Off Stock
Key Spin Off Stock Key Integer 20
Spin Off Ticker Spin Off Ticker Alphanumeric 20
Spin Off Name Spin Off Name Text 200
Spin Off CUSIP Spin Off CUSIP Text 20
Spin Off SEDOL Spin Off SEDOL Text 20
Spin Off GICS Spin Off GICS Alphanumeric 8
Spin Off
Country Spin Off Country Text 100
Spin Off Shares
Outstanding Spin Off Shares Integer 20
MCGRAW-HILL 10
Field Name Content Field Type Max
Length
Spin Off IWF Spin Off IWF Numeric 38,14
Spin Off AWF Spin Off AWF Numeric 38,14
Target Stock
Key Target Stock Key Integer 20
Target Ticker Target Ticker Alphanumeric 20
Target Name Target Name Text 200
Target CUSIP Target CUSIP Text 20
Target SEDOL Target SEDOL Text 20
Target GICS Target GICS Alphanumeric 8
Target Country Target Country Text 100
Target Shares
Outstanding Target Shares Outstanding Integer 20
Target IWF Target IWF Numeric 38,14
Target AWF Target AWF Numeric 38,14
Target is Index
Co YES/NO, used to identify if the target in an Acquisition is also a member of the index Text 3 Replacement
Ticker Stock Ticker for the company being replaced in the index for addition event types
Stock Ticker for the company being added to the index for deletion event types Alphanumeric 20
Comments Descriptive commentary associated with the event Alphanumeric 1000
MCGRAW-HILL 11
Index Dividends (_IA_DIV.xls)
Field Name Content Field Type Max
Length
Index Name Index Name Alphanumeric 200
Index Key Index Key Alphanumeric 40
Effective Date Effective Date Date (MMM DD, YYYY) NA
Stock Key Stock Key Integer 20
Ticker Exchange Ticker as of the Effective Date Alphanumeric 20
Company
Name Company Name as of the Effective Date Text 200
CUSIP CUSIP as of the Effective Date Text 20
SEDOL SEDOL as of the Effective Date Text 20
Dividend Per share ex-dividend amount Numeric 38,14
Shares
Outstanding Shares Outstanding as of the Effective Date Integer 20
IWF IWF as of the Effective Date Numeric 38,14
Value Dividend Market Cap in the Index Numeric 38,14
Index Impact Pro-forma index dividend, uses index divisor 1 day prior to the ex-date Numeric 3,20
SP100 Impact Pro-forma index dividend for the S&P 100 Numeric 3,20
Growth Impact Pro-forma index dividend for the Growth Index Numeric 3,20
Value Impact Pro-forma index dividend for the Value Index Numeric 3,20
MCGRAW-HILL 12
Weekly Share Changes (_IA_SHR_WKLY.xls) & Quarterly Share Changes (_IA_SHR_QTRY.xls)
Field Name Content Field Type Max
Length
Index Name Index Name Alphanumeric 200
Index Key Index Key Alphanumeric 40
Effective Date Effective Date Date (MMM DD, YYYY) NA
Close of
Business Date Close of Business Date Date (MMM DD, YYYY) NA
Stock Key Stock Key Integer 20
Ticker Exchange Ticker as of the Effective Date Alphanumeric 20
Company
Name Company Name as of the Effective Date Text 200
CUSIP CUSIP as of the Effective Date Text 20
SEDOL SEDOL as of the Effective Date Text 20
Current Shares
Outstanding Shares Outstanding as of the Close of Business Date Integer 20
Current IWF IWF as of the Close of Business Date Numeric 38,14
Current AWF AWF as of the Close of Business Date Numeric 38,14
Current Index
Shares Index Shares as of the Close of Business Date Numeric 38,14
New Shares
Outstanding Shares Outstanding as of the Effective Date Integer 20
New IWF IWF as of the Effective Date Numeric 38,14
New AWF AWF as of the Effective Date Numeric 38,14
New Index
Shares Index Shares as of the Effective Date Numeric 38,14
Growth Weight Growth Weight Numeric 3,20
Value Weight Value Weight Numeric 3,20
Comments Descriptive commentary associated with the event Alphanumeric 1000
MCGRAW-HILL 13
Rebalancing Additions Deletions (_IA_REB_AD.xls)
Field Name Content Field Type Max
Length
Index Name Index Name Alphanumeric 200
Index Key Index Key Alphanumeric 40
Effective Date Effective Date Date (MMM DD, YYYY) NA
Close of
Business Date Close of Business Date Date (MMM DD, YYYY) NA
Stock Key Stock Key Integer 20
Ticker Exchange Ticker as of the Effective Date Alphanumeric 20
Company
Name Company Name as of the Effective Date Text 200
CUSIP CUSIP as of the Effective Date Text 20
SEDOL SEDOL as of the Effective Date Text 20
Action Type Corporate Action Type Text 10
MCGRAW-HILL 14
Rebalanced Composition (_IA_REB.xls) & Pure Style Reconstitution (P_IA_REB.xls)
Field Name Content Field Type Max
Length
Index Name Index Name Alphanumeric 200
Index Key Index Key Alphanumeric 40
Effective Date Effective Date Date (MMM DD, YYYY) NA
Close of
Business Date Close of Business Date Date (MMM DD, YYYY) NA
Stock Key Stock Key Integer 20
Ticker Exchange Ticker as of the Effective Date Alphanumeric 20
Company
Name Company Name as of the Effective Date Text 200
CUSIP CUSIP as of the Effective Date Text 20
SEDOL SEDOL as of the Effective Date Text 20
New Shares
Outstanding Shares Outstanding as of the Effective Date Integer 20
New IWF IWF as of the Effective Date Numeric 38,14
New AWF AWF as of the Effective Date Numeric 38,14
New Index
Shares Index Shares as of the Effective Date Numeric 38,14
New Index
Weight Pro-forma Index Weight as of the Effective Date Numeric 3,20
Growth Weight Growth Weight Numeric 3,20
Value Weight Value Weight Numeric 3,20
MCGRAW-HILL 15
Transition from Legacy format
Below is a list of all the reports provided in the legacy format, and where you can find them on the new format. The old page numbers are categorized using the suffix of the filenames and a * to denote the index in question. Please note that certain data points are now only provided as part of the end of day UFF files or the new SPICE application.
Legacy Page Name Legacy
Filename Suffix New Source New Filename
Suffix Comments
Main Menu *00.dat SPICE IA Dashboard Not applicable Update notifications are now available on the SPICE homepage
Deletions from Index *01.dat Data Download,
SPICE IA Dashboard _IA_MAIN.xls Additions to Index *02.dat Data Download,
SPICE IA Dashboard _IA_MAIN.xls
Stock Splits *04.dat Data Download _IA_MAIN.xls Split field will be handled through the Ratio Held/Ratio Received fields
Price Adjustments *05.dat Data Download,
SPICE IA Dashboard _IA_MAIN.xls Price Adjustments are a function of Spinoffs so will be part of the Spinoff record in the SPA file.
Identifier Changes *06.dat Data Download _IA_MAIN.xls S&P 500 Performance
Matrix *07.dat UFF, SPICE,
Fundamental Data
Package Not applicable For MONTHLY DIVIDENDS, user is required to sum the daily dividends manually, or use the
Fundamental Data package
Daily Index Dividend *08.dat Index Dividends _IA_DIV.xls Output Combined *08, *15, *38, *65, *70 and *75.
Totals will not be shown.
Divisor Update *09.dat UFF, SPICE Not applicable UFF/SPICE provides daily divisors, not changed ones only
S&P 100 Performance
Matrix *10.dat UFF, SPICE,
Fundamental Data
Package Not applicable For MONTHLY DIVIDENDS, user is required to sum the daily dividends manually, or use the
Fundamental Data package 500 Divisor Changes-
2 Months Ago *11.dat UFF, SPICE Not applicable UFF/SPICE provides daily divisors, not changed ones only
500 Divisor Changes-
1 Month Ago *12.dat UFF, SPICE Not applicable UFF/SPICE provides daily divisors, not changed ones only
500 Divisor Changes-
Current Month *13.dat UFF, SPICE Not applicable UFF/SPICE provides daily divisors, not changed ones only
S&P 100 Daily
Dividend Totals *14.dat UFF, SPICE, Fundamental Data
Package Not applicable For MONTHLY DIVIDENDS, user is required to sum the daily dividends manually, or use the
Fundamental Data package Current Dividend
Chronology *15.dat Index Dividends _IA_DIV.xls Output Combined *08, *15, *38, *65, *70 and *75.
Dividend Chronology will not show any Totals.
S&P 500 Daily
Dividend Totals *16.dat UFF, SPICE, Fundamental Data
Package Not applicable For MONTHLY DIVIDENDS, user is required to sum the daily dividends manually, or use the
Fundamental Data package S&P 500 Float
Factors- IWF *17.dat UFF, SPICE Not applicable
Weekly Share Change
Announcements *20.dat Weekly Share
Changes _IA_SHR_WKLY.xls
MCGRAW-HILL 16 Legacy Page Name Legacy
Filename Suffix New Source New Filename
Suffix Comments
Weekly Divisor 5
Month *21.dat UFF, SPICE Not applicable UFF/SPICE provides daily divisors, not changed ones only
Divisor Changes-4
Months Ago *22.dat UFF, SPICE Not applicable UFF/SPICE provides daily divisors, not changed ones only
Divisor Changes-3
Months Ago *23.dat UFF, SPICE Not applicable UFF/SPICE provides daily divisors, not changed ones only
S&P 500 Daily Total
Returns *24.dat UFF, SPICE Not applicable Week/Week performance will require manual calculation based on SPICE/UFF Report S&P Growth
Performance Matrix *26.dat UFF, SPICE, Fundamental Data
Package Not applicable Report format is different in UFF/SPICE S&P Value
Performance Matrix *30.dat UFF, SPICE, Fundamental Data
Package Not applicable Report format is different in UFF/SPICE Quarterly Shares
Outstanding Changes *33.dat Quarterly Share
Changes _IA_SHR_QTRY.xls
S&P Growth List *35.dat UFF, SPICE Not applicable Report format is different in UFF/SPICE S&P Value List *36.dat UFF, SPICE Not applicable Report format is different in UFF/SPICE Reconstitution *37.txt / *37.xls Pure Style
Reconstitution P_IA_REB.xls S&P G & V Daily
Dividend *38.dat Index Dividends _IA_DIV.xls Output Combined *08, *15, *38, *65, *70 and *75.
Totals will not be shown.
S&P Composite 1500
Daily Total Return *39.dat UFF, SPICE Not applicable Week/Week performance will require manual calculation based on SPICE/UFF Report 100 Daily Total
Returns *40.dat UFF, SPICE Not applicable Week/Week performance will require manual calculation based on SPICE/UFF Report Mergers, Acquisitions
or Buyouts *41.txt / *41.xls Data Download,
SPICE IA Dashboard _IA_MAIN.xls Industry Group
Changes *42.dat Data Download _IA_MAIN.xls
Major
Reorganizations *43.txt / *43.xls Data Download,
SPICE IA Dashboard _IA_MAIN.xls Daily Price Indices *44.dat UFF, SPICE Not applicable Major Share Changes *45.txt / *45.xls Data Download,
SPICE IA Dashboard _IA_MAIN.xls 500 P/E Ratios &
Dividend Yields *46.dat Fundamental Data
Package, S&P.com Not applicable Clients can retrieve this data from spindices.com or the Fundamental Data package
Index Committee
Policy *47.dat Data Download _IA_MAIN.xls Combined *47, *50, *91, *97
Sub-group Monthly
Total Returns *48.dat UFF, SPICE, Fundamental Data
Package Not applicable For MONTHLY DIVIDENDS, user is required to sum the daily dividends manually, or use the
Fundamental Data package Announcement *50.txt / *50.xls Data Download,
SPICE IA Dashboard _IA_MAIN.xls Combined *47, *50, *91, *97 1500 Daily Market
Values *51.dat UFF, SPICE Not applicable Report format is different in UFF/SPICE 1500 Daily Divisor
Values *52.dat UFF, SPICE Not applicable Report format is different in UFF/SPICE 1500 Daily Index
Values *53.dat UFF, SPICE Not applicable Report format is different in UFF/SPICE
MCGRAW-HILL 17 Legacy Page Name Legacy
Filename Suffix New Source New Filename
Suffix Comments
1500 Divisor Changes-Current
Month *54.dat UFF, SPICE Not applicable UFF/SPICE provides daily divisors, not changed ones only
1500 Divisor Changes-1 Month
Ago *55.dat UFF, SPICE Not applicable UFF/SPICE provides daily divisors, not changed ones only
1500 Divisor Changes-2 Months
Ago *56.dat UFF, SPICE Not applicable UFF/SPICE provides daily divisors, not changed ones only
1500 Divisor Changes-3 Months
Ago *57.dat UFF, SPICE Not applicable UFF/SPICE provides daily divisors, not changed ones only
1500 Divisor Changes-4 Months
Ago *58.dat UFF, SPICE Not applicable UFF/SPICE provides daily divisors, not changed ones only
1500 Divisor Changes-5 Months
Ago *59.dat UFF, SPICE Not applicable UFF/SPICE provides daily divisors, not changed ones only
Index Committee
News *60.txt / *60.xls Data Download,
SPICE IA Dashboard _IA_MAIN.xls S&P High Yield Div
Aristocrats
Reconstitution *61.dat Rebalanced
Composition _IA_REB.xls Percentage Yield will not be provided
S&P G&V Dividend
Chronology *65.dat Index Dividends _IA_DIV.xls Output Combined *08, *15, *38, *65, *70 and *75.
Dividend Chronology will not show any Totals.
S&P Growth Daily
Dividend Totals *66.dat UFF, SPICE, Fundamental Data
Package Not applicable
S&P Value Daily
Dividend Totals *67.dat UFF, SPICE, Fundamental Data
Package Not applicable
S&P Growth Daily
Total Return *68.dat UFF, SPICE Not applicable Week/Week performance will require manual calculation based on SPICE/UFF Report S&P Value Daily Total
Return *69.dat UFF, SPICE Not applicable Week/Week performance will require manual
calculation based on SPICE/UFF Report S&P Composite 1500
Daily Dividends *70.dat Index Dividends _IA_DIV.xls Output Combined *08, *15, *38, *65, *70 and *75.
Totals will not be shown.
Daily Market Value
Pages *72.dat UFF, SPICE Not applicable Report format is different in UFF/SPICE Daily Divisor Pages *73.dat UFF, SPICE Not applicable Report format is different in UFF/SPICE Daily Index Pages *74.dat UFF, SPICE Not applicable Report format is different in UFF/SPICE S&P Composite 1500
Dividend Chronology *75.dat Index Dividends _IA_DIV.xls Output Combined *08, *15, *38, *65, *70 and *75.
Dividend Chronology will not show any Totals.
S&P Composite 1500
Daily Dividend Total *76.dat UFF, SPICE, Fundamental Data
Package Not applicable For MONTHLY DIVIDENDS, user is required to sum the daily dividends manually, or use the
Fundamental Data package S&P Composite 1500
Performance Matrix *77.dat UFF, SPICE, Fundamental Data
Package Not applicable For MONTHLY DIVIDENDS, user is required to sum the daily dividends manually, or use the
Fundamental Data package S&P Composite 1500
Divisor Update *79.dat UFF, SPICE Not applicable
MCGRAW-HILL 18 Legacy Page Name Legacy
Filename Suffix New Source New Filename
Suffix Comments
S&P 900 Pure Growth
List *80.dat UFF, SPICE Not applicable
S&P900 Pure Value
List *81.dat UFF, SPICE Not applicable
S&P 1000 Pure
Growth List *82.dat UFF, SPICE Not applicable
S&P 1000 Pure Value
List *83.dat UFF, SPICE Not applicable
S&P 1500 Pure
Growth List *84.dat UFF, SPICE Not applicable
S&P 1500 Pure Value
List *85.dat UFF, SPICE Not applicable
S&P High Yield Div
Aristocrats Index *86.dat Data Download,
SPICE IA Dashboard _IA_MAIN.xls Pure Reconstitution
1500 *87.txt / *87.xls Pure Style
Reconstitution P_IA_REB.xls Combined *87, *88, *89 Pure Reconstitution
900 *88.txt / *88.xls Pure Style
Reconstitution P_IA_REB.xls Combined *87, *88, *89 Pure Reconstitution
1000 *89.txt / *89.xls Pure Style
Reconstitution P_IA_REB.xls Combined *87, *88, *89 Index Committee
News-Select Industry *91.txt / *91.xls Data Download,
SPICE IA Dashboard _IA_MAIN.xls Combined *47, *50, *91, *97 S&P Select Industry
Daily Activity *92.dat Data Download,
SPICE IA Dashboard _IA_MAIN.xls S&P Select Industry
Reconstitution A *93.dat Rebalancing
Additions Deletions _IA_REB_AD.xls Output Combined *92, *93, *94, *95, *96 S&P Select Industry
Reconstitution B *94.dat Rebalancing
Additions Deletions _IA_REB_AD.xls Output Combined *92, *93, *94, *95, *96 S&P Select Industry
Reconstitution C *95.dat Rebalancing
Additions Deletions _IA_REB_AD.xls Output Combined *92, *93, *94, *95, *96 S&P Select Industry
Reconstitution D *96.dat Rebalancing
Additions Deletions _IA_REB_AD.xls Output Combined *92, *93, *94, *95, *96 Letter From the
Editor *97.dat Data Download _IA_MAIN.xls Combined *47, *50, *91, *97
Flash Pages *99.dat SPICE IA Dashboard _IA_MAIN.xls Update notifications are now available on the SPICE homepage
Below is a brief description of each new source mentioned above:
• UFF – Daily tab delimited text files delivered to the client EDX FTP account, containing all index, constituent and corporate actions data for that day
• SPICE – A web based interface that allows clients to download customizable time series reports on indices, constituents and their corporate actions
• SPICE IA Dashboard – The top section of the SPICE Homepage displaying the latest intraday alerts for today, with access to all historical reports
• Fundamental Data Package – Monthly tab delimited text files delivered to the client EDX FTP
account, containing extensive index and constituent fundamental data
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Access on FTP
S&P Dow Jones Indices’ Enterprise Data Exchange (EDX) FTP platform is the primary tool for delivering data to our subscribers. Users can access all files they are subscribed to by connecting to EDX using any FTP software.
If you do not have your EDX login credentials details, please contact our Client Services team.
After accessing EDX, please navigate to the relevant folder to get the files you need. Below is a table showing the folder where each US Intraday Alerts file is located in:
Index Name File Type File Name Folder
S&P 500 Data Download SP500_IA_MAIN.xls
/Products/SPUS_Intraday
S&P 500 Index Dividends SP500_IA_DIV.xls
S&P 500 Weekly Share Changes yyyyMMdd_SP500_IA_SHR_WKLY.xls S&P 500 Quarterly Share Changes yyyyMMdd_SP500_IA_SHR_QTRY.xls S&P 500 Rebalancing Additions Deletions yyyyMMdd_SP500_IA_REB_AD.xls S&P 500 Rebalanced Composition yyyyMMdd_SP500_IA_REB.xls S&P 500 Pure Style Reconstitution yyyyMMdd_SP500P_IA_REB.xls
S&P 100 Data Download SP100_IA_MAIN.xls
/Products/SPUS_Intraday
S&P 100 Index Dividends SP100_IA_DIV.xls
S&P 100 Weekly Share Changes yyyyMMdd_SP100_IA_SHR_WKLY.xls S&P 100 Quarterly Share Changes yyyyMMdd_SP100_IA_SHR_QTRY.xls S&P 100 Rebalancing Additions Deletions yyyyMMdd_SP100_IA_REB_AD.xls S&P 100 Rebalanced Composition yyyyMMdd_SP100_IA_REB.xls
S&P 400 Data Download SP400_IA_MAIN.xls
/Products/SPUS_Intraday
S&P 400 Index Dividends SP400_IA_DIV.xls
S&P 400 Weekly Share Changes yyyyMMdd_SP400_IA_SHR_WKLY.xls S&P 400 Quarterly Share Changes yyyyMMdd_SP400_IA_SHR_QTRY.xls S&P 400 Rebalancing Additions Deletions yyyyMMdd_SP400_IA_REB_AD.xls S&P 400 Rebalanced Composition yyyyMMdd_SP400_IA_REB.xls S&P 400 Pure Style Reconstitution yyyyMMdd_SP400P_IA_REB.xls
S&P 600 Data Download SP600_IA_MAIN.xls
/Products/SPUS_Intraday
S&P 600 Index Dividends SP600_IA_DIV.xls
S&P 600 Weekly Share Changes yyyyMMdd_SP600_IA_SHR_WKLY.xls S&P 600 Quarterly Share Changes yyyyMMdd_SP600_IA_SHR_QTRY.xls S&P 600 Rebalancing Additions Deletions yyyyMMdd_SP600_IA_REB_AD.xls S&P 600 Rebalanced Composition yyyyMMdd_SP600_IA_REB.xls S&P 600 Pure Style Reconstitution yyyyMMdd_SP600P_IA_REB.xls
S&P HYDA Data Download SPHYDA_IA_MAIN.xls
/Products/SPUS_Intraday S&P HYDA Rebalancing Additions Deletions yyyyMMdd_SPHYDA_IA_REB_AD.xls
S&P HYDA Rebalanced Composition yyyyMMdd_SPHYDA_IA_REB.xls
Select Industry Data Download SPSI_IA_MAIN.xls
/Products/SPUS_Intraday Select Industry Rebalancing Additions Deletions yyyyMMdd_SPSI_IA_REB_AD.xls
Select Industry Rebalanced Composition yyyyMMdd_SPSI_IA_REB.xls
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Index Name File Type File Name Folder
S&P TMI Data Download SPTMI_IA_MAIN.xls
/Products/SPTMI_Intraday
S&P TMI Index Dividends SPTMI_IA_DIV.xls
S&P TMI Weekly Share Changes yyyyMMdd_SPTMI_IA_SHR_WKLY.xls S&P TMI Quarterly Share Changes yyyyMMdd_SPTMI_IA_SHR_QTRY.xls S&P TMI Rebalancing Additions Deletions yyyyMMdd_SPTMI_IA_REB_AD.xls S&P TMI Rebalanced Composition yyyyMMdd_SPTMI_IA_REB.xls
S&P CI Data Download SPCI_IA_MAIN.xls
/Products/SPTMI_Intraday
S&P CI Index Dividends SPCI_IA_DIV.xls
S&P CI Weekly Share Changes yyyyMMdd_SPCI_IA_SHR_WKLY.xls S&P CI Quarterly Share Changes yyyyMMdd_SPCI_IA_SHR_QTRY.xls S&P CI Rebalancing Additions Deletions yyyyMMdd_SPCI_IA_REB_AD.xls S&P CI Rebalanced Composition yyyyMMdd_SPCI_IA_REB.xls North American Sectors Data Download SPGSSI_IA_MAIN.xls
/Products/SPNA_Intraday North American Sectors Weekly Share Changes yyyyMMdd_SPGSSI_IA_SHR_WKLY.xls
North American Sectors Quarterly Share Changes yyyyMMdd_SPGSSI_IA_SHR_QTRY.xls North American Sectors Rebalancing Additions Deletions yyyyMMdd_SPGSSI_IA_REB_AD.xls North American Sectors Rebalanced Composition yyyyMMdd_SPGSSI_IA_REB.xls
Select Sectors Data Download SPSLIX_IA_MAIN.xls
/Products/SPSS_Intraday Select Sectors Weekly Share Changes yyyyMMdd_SPSLIX_IA_SHR_WKLY.xls
Select Sectors Quarterly Share Changes yyyyMMdd_SPSLIX_IA_SHR_QTRY.xls Select Sectors Rebalancing Additions Deletions yyyyMMdd_SPSLIX_IA_REB_AD.xls Select Sectors Rebalanced Composition yyyyMMdd_SPSLIX_IA_REB.xls
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Access on SPICE
SPICE – S&P Dow Jones Indices & Constituent Engine, is a web based data delivery application that provides clients of the S&P US index family with the ability to view and download all index and constituent information.
SPICE capabilities include:
• Quickly finding an index using the Index Criteria Search
• Ability to download all history
• A new look to the US Intraday alerts
• Sector/country weights
• Performance graphs
• RSS feed for our latest reports & intraday alerts
SPICE is available at www.spice-indices.com. If you are a client of the S&P US index family and
interested in using SPICE, please contact our Client Services team for information on how to get access.
S&P Intraday Alerts are available on SPICE in the form of a dashboard which provides the highlights of the day with the ability to access more details including all related files in this family. They consist of individual and grouped records. Individual events are accessed by selecting the event in the dashboard which shows a window with the relevant details. Grouped records are underlined and titled as per their report type and are designed to consolidate related index events into one comprehensive file.
Below is a snapshot of the dashboard and how to use it:
* Please note this function does not guarantee instant email delivery of the announcements, and you will be required to sign on to SPICE to access the full details of the announcement.
Select an index by clicking on the tab. The (12)(2) indicator states 12 new actions announced today vs 2 since the last update time. Grouped records are not included in the indicator count
Displays the last time records were updated and the next scheduled time. All times in EST
Click here to download the displayed actions in Excel
with one year of history This button refreshes the dashboard when clicked
Click on a record to display more details. See the next section for details
The dashboard shows 10 records per page. This function allows you to navigate between pages
Click the RSS logo to choose an RSS channel for each index, either by adds and drops only, or for all updates. Link this page to any RSS tool or Microsoft Outlook to get it as an email*
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