How to retrieve old constituents from a index (TRXFLDUSP)?

fidel.esteves
fidel.esteves
in Eikon Data APIs
  • Hi, I am trying to retrieve the constituents of the index TRXFLDUSP via API calls. It works, but the data is returned for dates after 2009-08-03.

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I thought that maybe the index did not exist before 2009-08-03, however, in Reuters terminal it is possible to see historical data for the index since 2000-10-27.

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Does any one know how to retrieve the index constituents for this older period (from 2000-oct through now)?

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Best Answer

  • jason.ramchandani01
    jason.ramchandani01
    Answer ✓

    @fidel.esteves thanks for your question - I can indeed replicate the behaviour. Usually you can get historical constituents for a specific date using the following:

    df, err = ek.get_data('0#.TRXFLDUSP(20150310)',['TR.RIC'])
    df

    image

    However if i try the same with a date before your last date I get a nan return:

    image

    This indicates that we may not carry this data. As this is a content question I suggest you open a content ticket in Eikon (helios menu --> contact us) referencing this thread and they can confirm that - if so, you can also make a request for this content to be added.

    I hope this can help.

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