Historical % Institutional ownership (Thomson Reuters 13F) Python API
Hi all,
I want to replicate Institutional Ownership studies, like Chen, Hong and Stein (2002) and Lehavy and Sloan (2008). To do so, I need 13fillings data, or historical % institutional ownership.
Based on @Alex Putkov. answer https://community.developers.refinitiv.com/questions/45438/how-do-i-get-historical-ownership-summary-of-a-com.html.
I would like to loop the command over several quarters (2010Q1-to 2020Q4) using '0#.SPX' as the RICs chain. So far, without luck...
Similar threads @charles.malafosse https://community.developers.refinitiv.com/questions/39056/how-to-get-all-investors-for-a-list-of-stocks-hist.html and @swapna.dr https://community.developers.refinitiv.com/questions/44105/instituitional-ownership-over-time.html
Any ideas?
If this API is not the best way to do it, do you have any recommendation or alternatives?
Best Answer
-
If all you need is the % of shares held by institutions, you can get it from Ownership Statistics. In CodeCreator app the path to the fields category is Ownership - Ownership Statistics (Investors). E.g. to get percentage ownership stats by investor category for a single stock as of a given date you can use
ek.get_data('AAPL.O',['TR.CategoryOwnershipPct','TR.InstrStatTypeValue'],
{'StatType':7, 'SDate':'20201231'})To retrieve these stats for a set of dates and for multiple stocks you can use the above request and loop through the list of dates and/or stocks. Or you can retrieve monthly series of stats between SDate and EDate for a list of stocks in a single request.
ek.get_data(['AAPL.O','IBM.N','CSCO.O'],
['TR.CategoryOwnershipPct.date',
'TR.CategoryOwnershipPct',
'TR.InstrStatTypeValue'],
{'StatType':7, 'SDate':'20201231', 'EDate':'20210301'})0
Answers
-
Hello @ricardo.henriquez,
In terms of evaluating the requirement, I would suggest to look into Refinitiv Data Platform - Ownership service. Please see Ownership API User Guide. Please note, this service is a separate product, RDP, not part of Eikon/Refinitiv Workspace product, so if you are interested in incorporating this content, would suggest to contact your Refinitiv Account manager to discuss.
In terms of the programmatic access, including Python, the interface is HTTP REST, and if permissioned to access, you will be able to get started on RDP integration with Quickstart guide for Refinitiv Data Platform and up to speed on Ownership requests with starter Postman requests for Authentication, and Ownership, that are part of the downloadable Starter Postman Collection for RDP
0
Categories
- All Categories
- 6 AHS
- 39 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
- 370 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
- 60 Workspace SDK
- 9 Element Framework
- 5 Grid
- 13 World-Check Data File
- Yield Book Analytics
- 46 中文论坛