Python API get_data function cannot pull data on .HEDGEINDEX
Hi,
I'm using get_data function to pull index details with no problem until I need to grab the same data for a new index .HEDGEINDEX, in which case all I'm getting for this index is <NA>. Can anyone help me figure out a way to pull? Thanks.
Below is my code:
df_ric_ts, err_ric_ts = ek.get_data(
['.HEDGEINDEX', '.SPX'],
['TR.BIDPRICE.date; TR.BIDPRICE; TR.BIDPRICE(Curn=USD); '
'TR.CLOSEPRICE.date; TR.CLOSEPRICE; TR.CLOSEPRICE(Curn=USD); '
'TR.TotalReturnYTD; TR.TotalReturnMTD; TR.TotalReturnQTD; '
'TR.TotalReturn6Mo; '
'TR.CompanyMarketCap(CURN=USD); TR.PE; '
'TR.PriceToBVPerShare; TR.PriceToTangBVPerShare; TR.FwdPEG; TR.BasicNormalizedEps.date; '
'TR.BasicNormalizedEPS(CURN=USD); TR.LTDebtToTtlCapitalPct; TR.TtlDebtToTtlEquityPct; '
'TR.AvgDailyVolume3M'],
{'SDate': -5, 'EDate': 0, 'FRQ': 'M'})
print(df_ric_ts)
Below is the result, and as you can see, .HEDGEINDEX returns nothing, .SPX is fine.
Best Answer
-
@rgustin Thanks for your question - so I am unclear what you are trying to achieve here - so you have an index '.SPX' - which is filled with constituent companies '0#.SPX'. You seem to be trying to request individual company data for an index - so this won't work for those fields. You can of course request company level data for the ocnstituents say like so:
df_ric_ts = rd.get_data(
['0#.SPX'], #'.SPX' '.HEDGEINDEX'
['TR.BIDPRICE.date','TR.BIDPRICE', 'TR.BIDPRICE(Curn=USD)',
'TR.CLOSEPRICE.date', 'TR.CLOSEPRICE', 'TR.CLOSEPRICE(Curn=USD)',
'TR.TotalReturnYTD', 'TR.TotalReturnMTD', 'TR.TotalReturnQTD',
'TR.TotalReturn6Mo','TR.CompanyMarketCap(CURN=USD)','TR.PE',
'TR.PriceToBVPerShare','TR.PriceToTangBVPerShare', 'TR.FwdPEG', 'TR.BasicNormalizedEps.date','TR.BasicNormalizedEPS(CURN=USD)','TR.LTDebtToTtlCapitalPct', 'TR.TtlDebtToTtlEquityPct','TR.AvgDailyVolume3M'],
{'SDate': -3, 'EDate': 0, 'FRQ': 'M'})
df_ric_tsIf you want to look at overall index information you would need to select a different set of fields. You can see which fields you need by looking at the Data Item Browser app. Type DIB into eikon search - and then enter an instrument and there you can see all applicable fields. Is this what you are looking for? I hope this can help.
0
Answers
-
Thank you, DIB is the way to go. I need to further combine them into one single column.0
Categories
- All Categories
- 6 AHS
- 37 Alpha
- 161 App Studio
- 4 Block Chain
- 4 Bot Platform
- 16 Connected Risk APIs
- 47 Data Fusion
- 30 Data Model Discovery
- 608 Datastream
- 1.3K DSS
- 577 Eikon COM
- 4.9K Eikon Data APIs
- 7 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- Trading API
- 2.7K Elektron
- 1.3K EMA
- 236 ETA
- 519 WebSocket API
- 33 FX Venues
- 10 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 20 Messenger Bot
- 2 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 59 Open Calais
- 264 Open PermID
- 39 Entity Search
- 2 Org ID
- PAM
- PAM - Logging
- 8.4K Private Comments
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 20 RDMS
- 1.4K Refinitiv Data Platform
- 367 Refinitiv Data Platform Libraries
- 3 Refinitiv Due Diligence
- LSEG Due Diligence Portal API
- 3 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.1K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 10 World-Check Customer Risk Screener
- 990 World-Check One
- 44 World-Check One Zero Footprint
- 45 Side by Side Integration API
- Test Space
- 3 Thomson One Smart
- 1.2K TR Internal
- Global Hackathon 2015
- 2 Specialists Who Code
- 10 TR Knowledge Graph
- 150 Transactions
- 142 REDI API
- 1.7K TREP APIs
- 4 CAT
- 21 DACS Station
- 117 Open DACS
- 1.1K RFA
- 103 UPA
- 172 TREP Infrastructure
- 224 TRKD
- 886 TRTH
- 5 Velocity Analytics
- 5 Wealth Management Web Services
- 59 Workspace SDK
- 9 Element Framework
- 5 Grid
- 13 World-Check Data File
- Yield Book Analytics
- 46 中文论坛