Scott,
Thanks for the info.
May I ask, was it the “MetaStock D/C” product which you subscribed to in this case with no historical constituents?

Sales guy at MetaStock is pushing me towards their “Xenith” product (which is fine by me) but it would be a little pointless if there is no data on historical constituents.

I’ve exhausted a couple of avenues so far….

MetaStock: Honestly, don’t waste your time with these guys. Their sales department doesn’t know what their support department is doing, you ask a question of sales, they tell you to go to support yourself to ask the question. Then I try support, then they don’t respond. Then support is only open during Central US business hours. Then sales say the feature is available, then I spend money buying their products, subscribing to their services, go through all the headaches of setup. Then I wrack my brain trying to work out their product trying to access the data, then more support needed, then three weeks go by and finally you get onto the right person… “Oh no that feature is not available with our products”. WTF I have to go through all manner of such rubbish just to find out the abilities of their own products is just pathetic. How a company can survive in today’s globally connected market operating this way is just mind boggling. Ok, vent over….

And by the way, their Xenith product is just a pared down version of Thomson Reuters Desktop. In itself this is quite a powerful product, but it seems it is in the realm of operating like a Bloomberg Terminal with more basic features, used for researching the hell out of one two instruments at a time. It isn’t a system design/backtesting platform. I can see why institutions use it because the analysts would be pulling all manner of data and research together just to justify to their leaders on making a single 25Mil buy on one position, but for our purposes it is not well aligned.

RavenPack: Seems to have the data I am looking for, but initial quotes are in the order of $5,000 USD per month plus. At this kind of cost I’d be needing the service/data to be improving returns by a good 15% or more and that’s even with no return on investment.

Norgate: Asked Richard Dale. They don’t offer any such service. Got a response within the same day and he even suggested ways to integrate with Amibroker should I successfully find the data somewhere. Good old fashioned customer service here for sure (even if it is that they don’t provide what you are looking for).

Refinitiv (Australia): Am now onto the Australian team. Have continued conversations with David Stewart and Catherine Taylor. Both seem to know what they’re talking about. Still no closer to understanding final costs or complexity of what I am seeking to do. Will keep going in coming days.

So I will continue working through the idea with Refinitiv. If this exhausts then I will ask Nick about his contact at Bloomberg Singapore as that would be my last port of call.