How to get data on companies that have been listed on the STOXX Europe 600 from 2015-2022?

lauri.karimo
lauri.karimo
in Refinitiv Data Platform

Hi,

I want to identify those companies that have been listed on the STOXX Europe 600 during the whole period of 2015-2022, and exclude those that have joined or leaved during the period. Is there a simple way to do this?


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Best Answer

  • jason.ramchandani01
    jason.ramchandani01
    Answer ✓

    @lauri.karimo Thanks for your question - here is how you can get a list of leavers and joiners using the Refinitiv Data Libraries:

    import refinitiv.data as rd
    rd.open_session()
    rd.get_data(['.STOXX'], 
                ['TR.IndexJLConstituentChangeDate','TR.IndexJLConstituentRIC.change','TR.IndexJLConstituentRIC'],
                {'SDate':'-1Y', 'EDate':'-7Y', 'IC':'B'})

    1695903948246.png

    Is this what you are looking for? I hope this can help.

Answers

  • jonathan.legrand
    jonathan.legrand

    Hi @lauri.karimo ,


    Using the Data Item Browser, I found the following

    1695903625393.png


    This gives you the Joiners, Leavers and Both. With this, you can filter out joiners within your time period:


    import pandas as pd
    # !pip install refinitiv-data
    import refinitiv.data as rd  # pip install httpx==0.21.3 or 0.14.2
    rd.open_session(
        name="desktop.workspace",
        config_name="C:/Example.DataLibrary.Python-main/Configuration/refinitiv-data.config.json")

    df1: pd.DataFrame = rd.get_history(
        universe=["0#.STOXX50"],
        fields=['TR.ClosePrice'],
        start = '2022-01-31',
        end = '2023-01-30',
        interval="daily")

    df2: pd.DataFrame = rd.get_data(
        universe=[".STOXX50"],
        fields=['TR.IndexJLConstituentChangeDate','TR.IndexJLConstituentName',
                'TR.IndexJLConstituentRIC','TR.IndexJLConstituentComName'],
        parameters={'IC':'J', 'SDate':'2022-01-31', 'EDate':'2023-01-30'})

    RICs_to_inc: list = [i for i in df1.columns if i not in df2["Constituent RIC"].to_list()]

    df: pd.DataFrame = df1[RICs_to_inc]



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