Historical investor turnover and fraction of shares traded

mfu.fi
mfu.fi
in Eikon Data APIs

I use the eikon data api to retrieve historical ownership data. Specifically, I look for investor turnover (%) and the percentage of traded shares held for a list of rics. See screenshot in comments and code below.

However, turnover is not historic (only as of today) and does not change over time. How can I retrieve historic turnover for many rics and all possible filing dates? Many thanks in advance!

import refinitiv.dataplatform.eikon as ek

ek.set_app_key('DEFAULT_CODE_BOOK_APP_KEY')

df, err = ek.get_data(instruments = ['AAPL.O'], fields = ['TR.InvestorFullName.investorid', 'TR.OwnTurnover.date', 'TR.InvestorFullName', 'TR.OwnTurnover', 'TR.PctOfSharesOutHeld',], parameters = {'SDate': '0AQ','EDate': '-1AY','Frq': 'FQ'})

display(df.loc[df['Investor Full Name'] == 'The Vanguard Group, Inc.'])
Tagged:

Best Answer

  • Jirapongse
    Jirapongse admin
    Answer ✓

    @mfu.fi

    I checked the Data Item Browser and found that the TR.InvestorFullName only supports a date through the SDate parameter. It doesn't support the EDate parameter.


    1650863709727.png

    Therefore, you can change the date by using the SDate parameter.

    1650864148747.png


Answers

  • mfu.fi
    mfu.fi

    this is the code: turnover rates are the same over time per investor

    Edit: I get errors when uploading as image(png) or file

  • Shadab Hussain
    Shadab Hussain

    Hi @mfu.fi,

    This forum is dedicated to software developers using Refinitiv APIs. The moderators on this forum do not have deep expertise in every bit of content available through Refinitiv products, which is required to answer content questions such as this one.

    The best resource for the content questions is the Eikon support team, which can be reached by submitting queries through MyRefinitv. The support team will either have the required content expertise ready available or can reach out to relevant content experts to get the answer for you.

    Thanks,

Categories