No longer able to retrieve a specific list of historical constituents

netr

A few months back, I was able to get the historical data from the following index, "KLSE" using the following API:

get_data('0#.KLSE(2018-01-01)', list('TR.InstrumentName', 'TR.CompanyMarketCap(ShType=OUT)'))

But recently, nothing is returned unless I removed the date parameter. Using its other name, "KLCI" also did not return anything. However, the historical data are accessible on Eikon's UI.

Other indexes historical data such as "KLFI" are accessible e.g.

get_data('0#.KLFI(2018-01-01)', list('TR.InstrumentName', 'TR.CompanyMarketCap(ShType=OUT)'))

I've contacted customer support regarding the matter and they have asked me to post the question here.

Anything changed?

Jirapongse

@netr

Thanks for reaching out to us.

According to the Eikon Data API - Cheat Sheet article, you can use the following formula to get Index/Exchange Constituents as of a certain date.

IndexData,err = ek.get_data('0#.IXIC(20190102)',['TR.RIC'])
IndexData

However, it doesn't work with 0#.KLSE. You can contact the Eikon Excel support team directly via MyRefinitiv to verify what the problem is.

raksina.samasiri

Hi @netr ,

I'm sorry for this inconvenient, could you please try the code below instead?

df, err = ek.get_data('0#.KLSE', ['TR.InstrumentName', 'TR.CompanyMarketCap(ShType=OUT)'], {'SDate':'2018-01-01'})
display(df)

I've checked with the output from Eikon Excel formula and the outputs are match.

Hope this helps and please let me know in case you have any further questions.

netr

I tried the same on Excel:

=TR("0#.KLSE","TR.InstrumentName;TR.CompanyMarketCap(ShType=OUT)","SDate=2020-12-31 CH=Fd RH=IN",G11)

but this seems to only get the market cap value, not getting the constituents for the specific year? Changing the year seems to retain the same constituents?

I compared the results from Bursa Malaysia's official list and it doesn't seem to match - notice the ones in red are not in the list: