Isn't the Rus 1000 suppose to be the top 1000 cap stocks and the Russell 2000 the next 2000 cap stocks... ??... so if you get a listing of the Russell 3000 which is compilation of both of these might you have what you need?
Quote from Russell Index site...
"To maintain indexes that are truly representative of the U.S. equity market, Russell anually rebalances the Russell family of indexes. Each year on May 31, Russell ranks the 3,000 largest U.S. stocks by market capitalization."
Although some of the 3000 stocks of the Russell 1000 and Russell 2000 might have fallen out of the top 3000 since the last Russell rebalance a listing of those two could be pretty close to what you want...
you can get the 3000 pdf list from the Russell index site or get the 1000 and then get the 2000 and then massage them into an excel spreadsheet - we did it back when we were pursuing a certain idea strategy but don't have it anymore...
Isn't the Rus 1000 suppose to be the top 1000 cap stocks and the Russell 2000 the next 2000 cap stocks... ??... so if you get a listing of the Russell 3000 which is compilation of both of these might you have what you need?