Finding Historical MSCI Asia Index Data and Building a Regional Proxy
Summary
The document asks how to obtain daily historical observations for the MSCI AC Asia Index, identified by its index number, with a desired history reaching back to 1990. One response points to MSCI’s end-of-day data search and cautions that the available daily history for this particular index may not extend that far. The discussion therefore offers a possible alternative for studying regional markets rather than a confirmed source for the target index.
That alternative uses Yahoo Finance price history for several country indices, then averages their closing prices to form a synthetic series. The examples demonstrate data retrieval and simple aggregation, but they do not establish that the proxy tracks the MSCI index or represents an investable portfolio. Averaging raw index levels can also be misleading because the indices may use different scales and currencies. The document provides no validation, return comparison, adjustment method, or evidence that the proxy is suitable for research; users seeking the actual benchmark need to check MSCI’s availability and coverage directly.
Key ideas
- MSCI’s end-of-day data search is suggested as a source for index history.
- The response cautions that daily data for the specific Asia index may not reach the requested starting date.
- Country index prices can be retrieved separately and combined into a rough regional proxy.
- A simple average of index closing levels is not shown to track the MSCI benchmark or represent comparable returns.
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Full text
# How to download full daily historical data of MSCI AC Asia Index
# How to download full daily historical data of MSCI AC Asia Index
I'm trying to download the daily historical data of the MSCI AC Asia Index. I've been testing different combinations of the following url: https://www.msci.com/eqb/esg/performance/110.0.all.html using the Asia index ID but can't figure out the correct link. The index ID is 2703.
I actually just need daily Asia index data starting from 1990 to present. Any leads for this would be great.
## Answer by J-F (score 0)
https://quant.stackexchange.com/a/55796
All index data is available here:
https://www.msci.com/end-of-day-data-search
However, I don't believe the daily data extends to 1991 for this specific index.
## Answer by Rojolithos (score 0)
https://quant.stackexchange.com/a/80149
```
import yfinance as yf
from datetime import datetime, timedelta
ticker = '^HSI'
end_date = datetime.now()
start_date = end_date - timedelta(days=11980)
data = yf.download(ticker, start=start_date.strftime('%Y-%m-%d'), end=end_date.strftime('%Y-%m-%d'))
print(data)
```
This works for Hang Seng, if you wanted multiple countries you could create a synthetic ETF by pulling the data for each and then averaging it. Below is the code for this.
```
import yfinance as yf
from datetime import datetime, timedelta
tickers = ['^N225', '^HSI', '^STI']
end_date = datetime.now()
start_date = end_date - timedelta(days=11980)
data_n225 = yf.download(tickers[0], start=start_date.strftime('%Y-%m-%d'), end=end_date.strftime('%Y-%m-%d'))
data_hsi = yf.download(tickers[1], start=start_date.strftime('%Y-%m-%d'), end=end_date.strftime('%Y-%m-%d'))
data_sti = yf.download(tickers[2], start=start_date.strftime('%Y-%m-%d'), end=end_date.strftime('%Y-%m-%d'))
combined_data = (data_n225['Close'] + data_hsi['Close'] + data_sti['Close']) / 3
print(combined_data)
```Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.