Fot Q21 NASDAQ-100 which are the 100 stocks used out of the 249 that returns "qndata.stocks.load_ndx_data(tail = 365 * 5)" ?
-
stock_data = qndata.stocks.load_ndx_data(tail = 365 * 5)
print(len(stock_data.coords['asset'].values))249
-
@captain-dog Hi,
This is the total number of different companies that have been constituents of Nasdaq-100 index at some point, from 2006-01-01 and so on. At any point, there are 100 companies in index (sometimes more, up to 108) and those are considered as liquid ("is_liquid"=1.0), as long as they are part of the index.