Get constituents for equity index at historic moment in time

jeroen.kouwenberg01
jeroen.kouwenberg01
in Datastream

Hi,

How do I get the constituents for equity index at historic moment in time. For example, you can request the constituents of MNEM RLISVIT with:

ds.get_data("LRLISVIT|L", fields=["MNEM"], kind=0)

Instrument Datatype Value

0 929467 MNEM I:RN


But how can you do the same request but then at a historic time points to investigate for leavers and joiners. Below is not working:

ds.get_data("LRLISVIT0520|L", fields=["RIC"], kind=0)

Instrument Datatype Value

0 LRLISVIT0520 RIC NA


Thnx in advance.

Tagged:

Best Answer

  • Jirapongse
    Jirapongse
    Answer ✓

    @jeroen.kouwenberg01

    You are correct. LRLISVIT doesn't work with the MMYY suffix. It could be a content issue.

    Please contact the Refinitiv Datastream Web Service support team directly via MyRefinitiv to verify the content of that instrument in Datastream.


Categories