Can't get constituents of Russell index!!

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

Best Answer

  • Hello @nuzakfarnas,

    For me, 0#.RUT

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

    also works as expected, returning the constituents of the index

    image

    Is this what you expect to see in result?

    Perhaps, you could retest, and see if you get the same?