How can I get historical data for the constituents of an index on Python?

reshma.palackan

How can I get historical data for the constituents of an index on Python?

marcin.bunkowski

Hi @reshma.palackan

Here is an example how you can make it. The best approach to find the fields and necessary parameters is using Eikon Excel Build Formula tool.

df_tmp,err= ek.get_data("0#.STOXX50","TR.RIC")
instruments = df_tmp['RIC'].tolist()
df,err = ek.get_data(instruments,["TR.WasteTotal.date","TR.WasteTotal"],{"Period":"FY0", "Frq":"FY", "SDate":"0", "EDate":"-10"})
df

reshma.palackan

@Zhenya Kovalyov

nick.zincone

Hi @reshma.palackan,

Please see this question.

marcin.bunkowski

Hi @reshma.palackan

If you are looking for a historical constituents of an index you can also try with:

ek.get_data("0#.FTSE(2010-08-09)","TR.CommonName")

reshma.palackan

It is not for historical constituents, but for historical data pertaining to say Total Waste, for the past ten years of each constituent of Stoxx50, say. I am only getting familiar with the syntax for retrieving data using get_data