Historical CDAX

researhcer42

Hi,

I would like to download all companies that were part of the CDAX between 2000 and now. I am using an API (Python) but I have no clue what data to pull. I would appreciate all help. Thank you

aramyan.h

Hi @jiri.tresl ,

The code below will provide index constituent changes for your requested period:

df = rd.get_data('.CDAX', ['TR.IndexJLConstituentRIC' , 'TR.IndexJLConstituentName', 'TR.IndexJLConstituentChangeDate', 'TR.IndexJLConstituentChangeDate.change'], parameters = {'SDate': '2000-01-01', 'EDate':'2023-10-30'})
df

And the code below will show you the current constituents where you can also add parameters = {'EDate': '2023-10-30'} to request for a specific date:

df = rd.get_data('.CDAX', ['TR.IndexConstituentRIC' , 'TR.IndexConstituentName'])
df

Hope this helps.

Best regards,

Haykaz

raksina.samasiri

Hi @jiri.tresl ,

The code below can be used with the Eikon Data API to retrieve the data of the current index constituent

df, err = ek.get_data(['.CDAX'], ['TR.IndexConstituentRIC'])
df

and this code can be used to get the constituent change of this index (joiner and leaver) since

df, err = ek.get_data('.CDAX', 
            ['TR.IndexJLConstituentChangeDate',
             'TR.IndexJLConstituentRIC.change',
             'TR.IndexJLConstituentRIC'],
            {'SDate':'2000-01-01', 'EDate':'2023-10-30', 'IC':'B'})
df

By combining these two dataframe, you will get all of the constituents of this index. Hope this helps and please let me know in case you have any further questions.