Eikon API for equity

I want do an equity screening of the SXXP Index (Stoxx Europe 600) in the 2005-2023 date range. I need a list of the members that the index has had in that time window.

Best Answer

  • Jirapongse
    Jirapongse admin
    Answer ✓

    @rbcliment

    Thank you for reaching out to us.

    You may check the answer on this discussion.

    The code looks like this:

    df, err = ek.get_data('0#.STOXX(20050331)',['TR.RIC'])

    Or,

    lj, err = ek.get_data('.STOXX', 
                          ['TR.IndexJLConstituentChangeDate',
                           'TR.IndexJLConstituentRIC.change',
                           'TR.IndexJLConstituentRIC'],
                         {'SDate':'0D', 'EDate':'-19Y', 'IC':'B'})
    lj