Can't get constituents of Russell index

wasim
wasim
in Eikon Data APIs

I am trying to get constituents of Russell 1000 and Russell 2000 index but the following codes did not work:

ek.get_data("0#.RUT","TR.RIC")

ek.get_data("0#.RUI","TR.RIC")

I've tried "RUI-E" and "RUT-E". They did not work either.

This function works for some other index, however, for example:

ek.get_data("0#.STOXX","TR.RIC").

What is the correct RIC to use or what other functions can I use? Thanks in advance.

Tagged:

Best Answer

  • Alex Putkov.1
    Alex Putkov.1
    Answer ✓

    You can use Equity Screener to retrieve index constituents. Follow the Screener wizard, which provides GUI to aid you in constructing the screener query in Excel, which you can then copy & paste into your code. You may want to watch a 3 minute tutorial video titled "Create Data Retrieval Functions using the Equity Screener in Excel", which you can find by copying and pasting this title into Eikon command/search bar. Here's the expression you can use to retrieve the constituents of Russell 2000:

    ek.get_data('SCREEN(U(IN(indices(4387873/*Russell 2000 */))/*UNV:Public*/))',['TR.CommonName'])

Answers

  • wasim
    wasim

    Thanks for your reply! I just copied and pasted your code, but got an error message: KeyError: 'headers', which comes from "get_data_frame" function.

  • Alex Putkov.1
    Alex Putkov.1

    Could you include the full trace printed? And could you try the following worksheet function in Excel? Does it retrieve the result or return some error?
    =TR("SCREEN(U(IN(indices(4387873/*Russell 2000 */))/*UNV:Public*/))","TR.CommonName","RH:In CH:Fd")

  • wasim
    wasim

    I copied and pasted the function in Excel, and it returned as 'NULL'

    The error in python is as follows:

    File "<ipython-input-96-bb2785d21964>", line 1, in <module> rics_temp, err = ek.get_data('SCREEN(U(IN(indices(4387873/*Russell 2000 */))/*UNV:Public*/))',['TR.CommonName']

    File "C:\...\lib\site-packages\eikon\data_grid.py", line 146, in get_data return get_data_frame(result, field_name)

    File "C:\...\lib\site-packages\eikon\data_grid.py", line 176, in get_data_frame headers = [header['displayName'] for header in data_dict['headers'][0]]

    KeyError: 'headers'

  • Alex Putkov.1
    Alex Putkov.1

    @wasim
    Thanks for additional info. I raised a service case with Thomson Reuters Helpdesk on your behalf. The Helpdesk will get in touch with you to troubleshoot the issue. For your reference the service case number is 06539403.

  • nvolfango
    nvolfango

    Hi, I'm having the exact same error with the code above. How do I fix the problem?

Categories