Retrieve historical fraction of shares traded by ownership turnover

mfu.fi
mfu.fi
in Eikon Data APIs

I am interested in getting a time-series (via Eikon API for python) on the fraction of traded shares by investors turnover.


Specifically, I am interested in a breakdown by turnover of a stock´s investor ownership, see screenshot below for an example of Apple (AAPL.O). In other words, I would like to reproduce those 53.08% for Low turnover in EIKON API for python and get a time-series of historic values of the same coming from former filings. Would you please help me in this regard? Best, Maximilian


Tagged:

Best Answer

  • raksina.samasiri
    raksina.samasiri admin
    Answer ✓

    Hello @mfu.fi ,

    Could you please share the Excel formula that replicates the 53.08% you mentioned?

    I tried with the formula below, and the summation of the output I got is 58.7982. However, let me share the formula I used.

    =@TR("AAPL.O","TR.PctOfSharesOutHeld","CH=Fd RH=IN",B2)

    here's the Python code for the formula

    df, err = ek.get_data("AAPL.O","TR.PctOfSharesOutHeld")
    df

    an output os-01.png

    To get the data of a specific date, you may put the parameter 'SDate' into the formula

    =@TR("AAPL.O","TR.PctOfSharesOutHeld","SDate=2021-07-06 CH=Fd RH=IN",F2)

    python code

    df, err = ek.get_data("AAPL.O","TR.PctOfSharesOutHeld",{"SDate":"2021-07-06"})
    df

    an output os-02.png


    Plus, to know which parameters can be used on a specific field, you can click 'Parameters & Quick Functions' in Formula Builder, here you will see that the 'As of' can be used to indicate the date


Answers

  • mfu.fi
    mfu.fi

    quick update: I managed to replicate those 53.08% using TR.PctOfSharesOutHeld in excel. However, I could not find any option to retrieve historical data for different file dates. Also, I would be interested in equivalent queries for the Eikon Python API I am using. Any hints are appreciated!

  • raksina.samasiri
    raksina.samasiri admin

    Formula Builder

    os-02-dib.png

  • mfu.fi
    mfu.fi

    The excel command is:

    =TR("AAPL.O";"TR.HoldingsDate;TR.PctOfSharesOutHeld; TR.OwnTrnverRating";"InvestorTurnover=LOW";B2) for Apple.


    I am looking for something similiar for the Python API. In addition, instead of TR.OwnTrnverRating I need the specific turnover values (i.e. turnover rates which are translated to LOW if turnover rate < 50%, Mid if turnover rate <100% etc.)

Categories