How can I retrieve the history of index constituents in Refinitiv United States Price Return Index?

fidel.esteves
fidel.esteves
in Eikon Data APIs

There is a known option: Get the leavers and joiners and then build the history of constituents from there.

However, the history of leavers and joiners is not available for data former Aug-2009.

I believe that the index existed before 2009, once there is the history of prices from november of 2000.

Is there a better place where I should place this question?

The index "ticker" that I use to find it in desktop Reuters is "TRXFLDUSP".

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Best Answer

  • chavalit-jintamalit
    chavalit-jintamalit admin
    Answer ✓

    Hi @fidel.esteves

    I believe that the data is available up to 2009-08-03, please see this sample result:

    image


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