@buyers_are_back Hi,
You can use is_liquid field from spx dataset to filter out weights allocated to not members of S&P500 at given point in time:
from qnt.data import stocks_load_spx_data spx_data = stocks_load_spx_data(min_date="2006-01-01") is_liquid = spx_data.sel(field="is_liquid") final_weights = your_weights * is_liquid ### weights for given date (weights_spec) date = "2026-02-24" weights_spec = final_weights.sel(time=date)The number 842 represents total number of assets that have been members of S&P500 index at some point in time (from given dataset), and 658 shows number of assets that are still active on market (have OHLC prices), but only ~500 are index constituents in that point in time.
To get the list of index members on certain date, just filter is_liquid field:
### liquidity field values for given date is_liquid_spec = is_liquid.sel(time=date) members_spec = is_liquid_spec.coords["asset"][is_liquid_spec == 1.0].asset.values