Download portfolio and benchmark data in Eikon using python

dbishnoi
dbishnoi
in Eikon Data APIs
I have some portfolios and their benchmarks loaded into Eikon. I'd like to use python to pull yesterday's portfolio constituents, weights, along with the benchmark weights. is this possible?


Also I would like to pull the portfolio Forecasted Risk using Python.

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Best Answer

  • dbishnoi
    dbishnoi
    Answer ✓

    Thank you, but is it possible to access the weight of the assigned benchmark as well? And also is it possible to access the contribution to active risk?

Answers

  • zoya faberov
    zoya faberov

    Hello @dbishnoi,

    Please see if the following Previously Answered Question is helpful?

  • Agnes Terada
    Agnes Terada

    Hi @dbishnoi ,

    You can retrieve the benchmark weights using the same data items. For example:

    df1, err1 = ek.get_data(['Portfolio(SAMPLE_ASSET_ALLOCATION_US_AGGRESSIVE)'],['TR.PortfolioConstituentName', 'TR.PortfolioWeight'])

    df2, err2 = ek.get_data(['Portfolio(SPY-A)'],['TR.PortfolioConstituentName', 'TR.PortfolioWeight'])

    The ex-ante risk items are currently unavailable via Eikon API, so you will need to continue using Portfolios & Lists application in Eikon.

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