Leavers/Joiners on Index constituents.
I would like to find companies who left or joined an index within an specific timestamp but I'm not sure I'm getting at it correctly.
I've tried this on Excel (assuming it also works in Python):
=TR(".TRXFLDGLPU","TR.IndexJLConstituentRIC;TR.IndexJLConstituentRIC.date;TR.IndexJLConstituentRIC.change","CH=Fd RH=IN",P3)
And I get an outcome, but only for a single company.
However, if I play with the date range of the TR formula, I get NULL values.
If I wanted to get the joiners/leavers for, let's say 5 years, how I would need to do so?
Thanks in advance for any help.
Best Answer
-
You need to add SDate and EDate parameters to your request.
The constituents of this index change a lot. In the last 3 months there were ~2400 changes. To retrieve all the joiners and leavers for the last 5 years you'd need to break the retrieval into several requests. Here's an example retrieving joiners and leavers for the last 3 monthsek.get_data('.TRXFLDGLPU',
['TR.IndexJLConstituentChangeDate',
'TR.IndexJLConstituentRIC.change',
'TR.IndexJLConstituentRIC'],
{'SDate':'0D', 'EDate':'-3M', 'IC':'B'})1
Answers
-
Thank you Alex!
0
Categories
- All Categories
- 6 AHS
- 37 Alpha
- 161 App Studio
- 4 Block Chain
- 4 Bot Platform
- 16 Connected Risk APIs
- 47 Data Fusion
- 30 Data Model Discovery
- 608 Datastream
- 1.3K DSS
- 577 Eikon COM
- 4.9K Eikon Data APIs
- 7 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- Trading API
- 2.7K Elektron
- 1.3K EMA
- 236 ETA
- 519 WebSocket API
- 33 FX Venues
- 10 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 20 Messenger Bot
- 2 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 59 Open Calais
- 264 Open PermID
- 39 Entity Search
- 2 Org ID
- PAM
- PAM - Logging
- 8.4K Private Comments
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 20 RDMS
- 1.4K Refinitiv Data Platform
- 367 Refinitiv Data Platform Libraries
- 3 Refinitiv Due Diligence
- LSEG Due Diligence Portal API
- 3 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.1K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 10 World-Check Customer Risk Screener
- 990 World-Check One
- 44 World-Check One Zero Footprint
- 45 Side by Side Integration API
- Test Space
- 3 Thomson One Smart
- 1.2K TR Internal
- Global Hackathon 2015
- 2 Specialists Who Code
- 10 TR Knowledge Graph
- 150 Transactions
- 142 REDI API
- 1.7K TREP APIs
- 4 CAT
- 21 DACS Station
- 117 Open DACS
- 1.1K RFA
- 103 UPA
- 172 TREP Infrastructure
- 224 TRKD
- 886 TRTH
- 5 Velocity Analytics
- 5 Wealth Management Web Services
- 59 Workspace SDK
- 9 Element Framework
- 5 Grid
- 13 World-Check Data File
- Yield Book Analytics
- 46 中文论坛