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"SDate" and "Period" parameters of get_data function
Hi everyone, Thanks to the insights from another user's thread on this forum, I was able to create a function that retrieves the historical constituents of the SP1500 at a specific point in time (specifically, at the end of each year). My ultimate goal is to get a list of firms which where constantly part of the SP1500…
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Aggregating historical fundamental metrics by ETFs/Index through Refinitiv API
Hi guys, I would loke to know if there is a smart way to get time series for valuation/fundamental data at etfs/index level. The only way I found for now is to pull the historical weights and the fundamental/valuation data for each stock and then to aggregate manually, but this is - as you can imagine - not so clean, as…
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Python API get_data function cannot pull data on .HEDGEINDEX
Hi, I'm using get_data function to pull index details with no problem until I need to grab the same data for a new index .HEDGEINDEX, in which case all I'm getting for this index is <NA>. Can anyone help me figure out a way to pull? Thanks. Below is my code: df_ric_ts, err_ric_ts = ek.get_data( ['.HEDGEINDEX', '.SPX'],…
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Wrong Ric Root code in API
Hi all, I've noticed some inconsistencies in the API data, I'm wondering if I did anything wrong or if this is a data quality issue. I'm trying to retrieve the Ric Root code for indices. For this I use this function : def getRicRootFromIsin(isin): df = rd.discovery.search( view = rd.discovery.Views.SEARCH_ALL,…
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How to get the total returns (per actual week) of former constituents of the Belgian all Shares?
Hi, I'm working on a thesis about the Belgian stock market and for this thesis I need the total returns of all the former constituents of the Belgian all share index (all the way back to 2002 or 2004). I know where the find the list of leavers and joiners but I do not know where to find a time series of actual weekly total…
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download stock index price by a list of RICs
Hi! I am trying to download daily price of stock index from a list of RICs by the following code. But it does not work. Can you please help me on this? df, e = ek.get_data(["MERV","SP500","ATX"], ['TR.PriceClose(Curn=USD)','TR.PriceClose.calcdate'], {'SDate': '2012-01-01', 'EDate': '2023-02-10','Frq':'D'}) df
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Retrieve Equity Index Info via fuzzy search on RDP
Hi Team, Hi Nick nick.zincone is there any reason why the below query gives results on Advanced Search Tool of EIKON, but not in RDP? Also, how can I get the constituents (and weights thereof) of whatever Equity Index that comes out of the query below? import refinitiv.dataplatform as rdp rd.open_session() sFilter = "(…
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$$ER: E100,INVALID CODE OR EXPRESSION ENTERED for a Credit Default Swap
Hello, I am having trouble getting the Total Return Index from selected Credit Default Swaps. The Error-Code: $$ER: E100,INVALID CODE OR EXPRESSION ENTERED keeps showing up, regardless of which CDS I choose in Datastream. I am able to get the Total Return Index for Stocks and Bonds, CDS are the only type that do not work:…
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RCC/Websocket API - Field used for close price contribution
I'm using RCC via Websocket API to post Equity Indices data to Refinitiv, using python. I'm able to connect to UAT correctly and it seems that the data went through SENT: { "Ack":true, "ID":1, "Key":{ "Name":".FCIWD800USDP", "Service":"DDS_TRCE" }, "Message":{ "Fields":{ "ASK":2284.0247, "DSPLY_NAME":"Hello RCC",…
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Operating metrics of all index const
I'm able to pull the index constituents as of a particular date, using: df = ek.get_data('.RUT', ['TR.IndexConstituentRIC', 'TR.IndexConstituentWeightPercent'], parameters={'sdate':'2022-04-30','edate':'2022-04-30'})[0] holdings_list = df['Constituent RIC'].str.cat(sep = ', ') How can I use the API to pull operating…
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Which recordtypes to select to decode an exchange equity index
Hello, I want to decode an exchange index , example CAC40 0#FCHI and I only want to show the stocks that are part of the index. I do not want to show the RICS: " EUR=, .DJI , /.STOXX50E,.AD.FCHI". The filtering should probably be done by RECORDTYPE. Which are the RECORDTYPES I have to select so that only the RICs that are…
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Trouble downloading constituent list Russell 3000 for a particular date using Datastream Excel Add i
Hi I am trying to use Datastream excel add in to download Russell 3000 constituents for a particular month and year through a table using the mnemonic LFRUSS3L followed by the two digit month and two digit year (e.g.: LFRUSS3L0105). I also used the other variations that are available for the annual lists (e.g.:…
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Historical index constituent data
Hello, I need to obtain historical data for a given index's constituents, say the close price for the Stoxx600 every month since the year 2000. After looking at other questions about the topic on the forum I have not found an answer that satisfies my needs. For example, with the following code I can get this historical…
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No longer able to retrieve a specific list of historical constituents
A few months back, I was able to get the historical data from the following index, "KLSE" using the following API: get_data('0#.KLSE(2018-01-01)', list('TR.InstrumentName', 'TR.CompanyMarketCap(ShType=OUT)')) But recently, nothing is returned unless I removed the date parameter. Using its other name, "KLCI" also did not…
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python index constituents
Hello, I would like to get the constituents of the index JPMGCOC. I've tried to add "L" and "|L" but it doesn't work. Could you help me please?
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How can I get beta values for each company in a vertain month?
I'm trying to get the beta value for FTSE All share index members for every month between 2010-2019 in datastream excel. How do I do this?
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How to Find Daily Total return for US based Index.
Require assistance in downloading Index Data for US based Fixed Income Indexs and Index for commodity traded in US . For commodity i cannot find the appropriate RICs for Index .For Fixed income index Ex. (.MERB0B0) need assistance in downloading the daily Total return
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How to get historical constituents
Hello, I started working with Refinitiv Eikon (mostly the Excel Ad On). Is there a way to get all constiutents from a time period as of say 2020 until 2022? Thanks in advance :)
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Historical Index constituents Python API
Hello, I am looking to build a query that returns an Index constituents for a given date, historically, using the Python API eikon package. I am using the following code: df, err = ek.get_data( instruments = ['0#.SPX'], fields = ['TR.IndexConstituentRIC', 'TR.IndexConstituentName'], parameters = { 'SDate':'1996-01-02' } )…
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Historic values for InflationIndexRatio using IPA for Bonds
Hi team, I hope you are doing well. I am using refinitiv.dataplatform in Python. I am trying to get historical information for the field "InflationIndexRatio". Could you please help me? rdp.get_bond_analytics( universe = ["XS029941629=RRPS"], #RIC fields = ["InflationIndexRatio"], #FIELDS…
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Advanced search for equity indices. How to filter Price Return, Net Total Return, or Total Return?
Hello again, Using the advanced search tool, I filtered US Quality equity indices. However, I often find different suffixes for the same indices. For example, the three instruments below are from the same HSBC Quality US index. RIC: Name .HSIEQUGP : HSBC Quality ESG US Price Return Index (USD) .HSIEQUGN : HSBC Quality ESG…
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Get Information for equity indices?
Hello, I would like to get equity index information, including the begin date, and data on their weighting calculations, issuer, index series type… Where can I find this information? I am assuming it exists since there are fields with these names. Using the advanced search tool, I filtered US Large equity indices. However,…
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Extracting multiple historic relative valuation ratios via Eikon API (python)
Hi, I'm hoping someone may be able to help me with the following issue. I'm new to python so this may seem like a novice request. Apologies in advance. I wish to extract relative valuation data (P/E, P/B, P/S, EV/EBITDA - all TTM) on all S&P500 constituent stocks for the period 2006-2021 into a table on python. What is the…
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diversity-and-inclusion-index
is't possible download "diversity-and-inclusion-index" constituents from DSWS? than you
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Hitorical intraday data for indces
Hi guys, I am about to write my master thesis. For that, I need following data with 5-minute interval, - STOXX Europe 600 Banks (SX7P) - STOXX Europe Banks (SX7E) - Dow Jones U.S. Banks Index (DJUSBK) - S&P Banks Select Industry Index (SPSIBK). They have to be from Jan. 1st, 2017. As I tried it before, I could find…
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How to download the historical tick data of CBOE VIX Index?
Hi, I will appreciate assistance on how to download historical data of CBOE VIX index via Data Scope rest api and UI. I tried several options via Data Scope UI with the ric ".VIX" but nothing received. Thank you.
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How do I get Index Constituents via DSS C# API?
I would like to retrieve e.g. all Index Constituents for the "Austria 20" (RIC .ATX). As far as I understand I would need the Chain RIC of this index - could I dreive the Chain RIC from the RIC ".ATX"? And once I have the Chain RIC - which method(s) in the DSS C# API shoiuld I use to request all its constituents (and…
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Excel formula builder: only 1 data point retrieved
Hi, I am attempting to retrieve pricing data between 2016-2021 for all constituents of the Euro STOXX 600 index using Formula Builder in Excel. The formula appears to work but only returns one result. I have also tried retrieving pricing data for the same time period using one individual stock with the same issue…
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Determine Index constituents from Joiners & Leavers
Hi there, I am currently trying to stitch together historical index constituents from joiners and leavers data. To get the data, I am using the command: lj, err = ek.get_data(RIC, ['TR.IndexJLConstituentChangeDate(SDate={0},EDate={1},IC=B)'.format(start_date,…
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Description of variables using get_historical_price_summaries() on a bond index?
Hello, I'm looking for information and descriptions of the variables returned in get_historical_price_summaries(), where universe is a bond index. I cannot find such descriptions on the CodeCreator App. I have the following code: df_data=rdp.get_historical_price_summaries( universe = '.IBBEU010B', start = '2004-01-01', end…
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How to get a bond index cash flow in DSWS using python?
I would be interested to get the cash flow generated by all the instruments (fixed income) underlying an index. Is it possibile in DSWS via Python to get the stream of cash flows without downloading all the index constituents and then calculate for each of them the cash flow?
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How to get SLI Index constituents with date of admission
What would be the easiest way to get the current constituents of the Swiss Leader Index (SWISLIX) and the date when a given constituent was added to this index? Is there a Datatype or any kind of expression which will yield the result in one query? Thanks in advance for any help.
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TR.Volume available but TR.AvgDailyVolume5D null?
For .FTFBMSCAP, the TR.Volume returns a value but TR.AvgDailyVolume5D getting null. TR.Turnover and TR.AvgDailyValTraded5D is unavailable too. Please help. Thank you
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S&P 500 constituents list
Hi, I'm trying to download the S&P 500 constituents list for the year 2002 using the following code: sp2002, err = ek.get_data('.SPX(20020101)', 'TR.IndexConstituentRIC' ) the code was working before but is not working now; I get the "JSONDecodeError: Expecting value" error. I was wondering why this happens now, could…
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Eikon Data API - Error requesting TR.IndexConstituentWeightPercent
I'd like to request the constituents of an index via: df, err = ek.get_data('.SPX', ['TR.IndexConstituentRIC', 'TR.IndexConstituentWeightPercent']) However the weight fileds don't contain any value: >>> df Instrument Constituent RIC Weight percent 0 .SPX POOL.OQ <NA> 1 .SPX CHRW.OQ <NA> 2 .SPX AJG.N <NA> 3 .SPX CNP.N <NA>…
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TR formula to get Market Classification by Market.
Is there a formula in the Data Item Browser that allows you to get tags or codes resembling the types of markets classification as seen in page 27 of this document?
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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…
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How can I retrieve the history of index constituents in Refinitiv United States Price Return Index?
There is a known option: Get the leavers and joiners and then build the history of constituents from there. However, the history of leavers and joiners is not available for data former Aug-2009. I believe that the index existed before 2009, once there is the history of prices from november of 2000. Is there a better place…
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How to retrieve old constituents from a index (TRXFLDUSP)?
* Hi, I am trying to retrieve the constituents of the index TRXFLDUSP via API calls. It works, but the data is returned for dates after 2009-08-03. I thought that maybe the index did not exist before 2009-08-03, however, in Reuters terminal it is possible to see historical data for the index since 2000-10-27. Does any one…
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Get Relevant Stock Index
How do I get the relevant stock index closing price starting from a Ultimate Parent Id in order to get Abnormal Returns? Is there a field I can add that I am unable to find on DIB? bonds, err = ek.get_data( identifiers, ['TR.ClosePrice.date', 'TR.ClosePrice'], {'SDate': starting_date, 'EDate': ending_date})