What are correct parameters to fetch historical data for provided fields in Ownership Summary data?

atul.arya

location=rd.get_data(
    universe=["GE"],
    fields=['TR.InstrStatLocationId.date', 'TR.InstrStatLocationId', 'TR.InstrStatLocation', 
            'TR.CategoryInvestorCount', 'TR.CategoryOwnershipPct', 'TR.InstrStatCatSharesHeld',
            'TR.InstrStatCatShrsHldVal(Scale=6)'],
    parameters={'StatType': 3, 'SDate': "2024-05-01", 'EDate': "2024-07-01"}
) 
location

I received this code in my previous query which is working fine to fetch the historical data for Ownership summary.

And this works well in Location, Rotation, Style, and Investor Type which has StatType parameter.

I want the same for Top Investors, Holdings Concentration, and Turnover.

I am sharing how I am fetching these three at one point in time (as found in Refinitiv)

Holding Concentration:

hc =['SetLabel(Sum(TR.PctOfSharesOutHeld(EndNum=10)),"top10")','SetLabel(Sum(TR.PctOfSharesOutHeld(EndNum=20)),"top20")',
    'SetLabel(Sum(TR.PctOfSharesOutHeld(EndNum=50)),"top50")','SetLabel(Sum(TR.PctOfSharesOutHeld(EndNum=100)),"top100")',
    'SetLabel(Sum(TR.PctOfSharesOutHeld),All)',
    'SetLabel(Sum(TR.SharesHeld(EndNum=10)),"posn10")', 'SetLabel(Sum(TR.SharesHeld(EndNum=20)),"posn20")',
    'SetLabel(Sum(TR.SharesHeld(EndNum=50)),"posn50")', 'SetLabel(Sum(TR.SharesHeld(EndNum=100)),"posn100")',
    'SetLabel(Sum(TR.SharesHeld),"posnAll")',
    'SetLabel(Sum(TR.SharesHeldValue(EndNum=10)),"Val10")', 'SetLabel(Sum(TR.SharesHeldValue(EndNum=20)),"Val20")',
    'SetLabel(Sum(TR.SharesHeldValue(EndNum=50)),"Val50")', 'SetLabel(Sum(TR.SharesHeldValue(EndNum=100)),"Val100")',
    'SetLabel(Sum(TR.SharesHeldValue),sharesHeldValueAll)',
    'SetLabel(Count(TR.SharesHeld),investorsTotal),Curn=USD'
    ]
conc = fetch_refinitv_data(ric, hc)
conc

Turnover:

turnover = ['SetLabel(TR.OwnTrnverRating,turnoverRating)','SetLabel(TR.PctOfSharesOutHeld,os)','SetLabel(TR.SharesHeld,position)',
'SetLabel(TR.SharesHeldValue,heldValue)', 'Curn=USD']
turnover_ = fetch_refinitv_data(ric,turnover)
turnover_pivot = pd.pivot_table(turnover_, values= ['OS', 'POSITION', 'HELDVALUE'], index = ['Instrument', 'TURNOVERRATING'], aggfunc = 'sum')
turnover_pivot

Top Investors:

rd.open_session()
top_inv=rd.get_data(universe = ric, fields = ['TR.InvestorFullName,TR.PctOfSharesOutHeld, TR.SharesHeld, TR.SharesHeldValue, TR.InvestorType', 'TR.PctOfSharesOutHeld.date']
               #parameters = {'SDate':'-6M'}
)
top_inv.head(20)

Thanks in Advance,

aramyan.h

Hi @atul.arya ,

Is my last answer to your last question from this post cover the question here, or there is something else that I you interested here?

Best regards,

Hayakz