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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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Eikon box shows different fund constituents than EIKON Python API
@nick.zincone Hi, I am using EIKON API to retrieve Fund constituents using Python ("EAP" in sequel) script shown below. Upon comparing it with what I get from EIKON box (Derived Holding), I see a "slightly" different picture a. "EAP"result gives a total of weights equal to ~300% whereas EIKON box shows 100% ("ACCOUNTS…
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How can I get the ROE, ROI, WACC for the constituents of the Stoxx600?
I need the estimates of ROE, ROI, and WACC from 1970 with the highest available frequency for all constituents of the Stoxx 600. Thank you to anyone who can provide assistance with this.
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Is Free Float Market Cap available in any of the RDP APIs?
Hi, Similar to the content discussed in the following thread from 2020, I was wondering if a historical / point in time Free Float Market Cap can now be obtained from any of the Refinitiv Data Platform APIs? https://community.developers.refinitiv.com/questions/67381/how-do-i-retrieve-index-constituents-in-rdppython.html…
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How to view the historical percentage composition of an index (e.g., S&P500) over the past 40 years
Hi all, I want to know how i can export the data named in the question above into excel. I need to see the percentage composition of two indices over the past 40 years. Hope someone can help me with that. Thanks
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Get list of constituents of an issuer curve
Hi, Does anyone know how I can get a list of constituents of an issuer curve like '0#DEAAAEURAGEBMK='? In the Data Item Browser, I can only find "TR.IndexJLConstituentsName", which shows the last constituents that joined or left. Is there a way to obtain the full list of constituents? Thanks.
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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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Index constituents items in Data Item Browser (DIB)
Hello, I am trying to get some index constituents details of some indices using Eikon data API. I can get some basic data using "TR.IndexConstituentxxxx" items like the query below. However, I cannot find these fields using DIB in my Workspace. There is no item if I search using "TR.IndexConstituent". If I type…
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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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Retrieving historical constituent data using R
Hi Team, we have a client that is trying to retrieve historical data using R with the following code: get_data('0#.KLSE(2018-01-01)', list('TR.InstrumentName', 'TR.CompanyMarketCap(ShType=OUT)')) but they are not able to retrieve it. Client said they were able to retrieve this previously with the below image similar…
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Index constituents Python
I'm trying to pull index constituents from Datastream. I tried following the example shown here: https://community.developers.refinitiv.com/questions/100587/python-index-constituents.html However when I run this I do not get back any constituents, the response only shows the Index I passed. Request: Response:
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How to retrieve time series of the constituents and weights of Russell Nomura Total Market Value Ind
Can you please let me know the RIC and fields to retrieve historical data of the constituents and weights of Russell Nomura Total Market Value Index(.FRURNVU) via Eikon Data API?
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Can't get constituent RIC of Korean Index via Python API
I can't get the constituent ric of Korean Index such as KOSPI(.KS11), KOSPI200(.KS200) via Python API. However, when requesting indices from other countries, I was able to obtain the data properly. (Photo1) So, I searched for the Korean Index in the Quote screen, and the data was successfully retrieved without any issues.…
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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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how to get constituents zero rate data of zero curve 0#USDZ=R?
Hi, I am really new to eikon python API and I would greatly appreciate any help or quick pointer on how to obtain constituents yield/zero rate of a zero curve with RIC 0#USDZ=R? I tried to use get_data with RIC='0#USDZ=R' but it seems it won't have magic to get all constituents (e.g., ON to 50Y). Thanks for any tips or…
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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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Downloading a subset of the MSCI ACWI using iShares ETF
I want to replicate the following Jupiter Notebook from Refinitiv's Github. https://github.com/Refinitiv-API-Samples/Article.EikonAPI.Python.SustainablePortfolioSelection/blob/main/SustainablePortfolioSelection.ipynb But I am stuck at the beginning since I cannot download the MSCI ACWI index constituents. Line 2 of the the…
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Index Constituents - Start of every year with Market Cap
Hi I want to get the index constituents of the .TRXFLDINP index from the start of every years since 2012, along with the Market Cap and Average Value Traded (so Volume x Price) at the start of every year. I have gone through some of the questions posted but do not find the solution I am looking for. Thanks
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index constituent datastream
I am looking for constituent of FTSE All share index for every month between years 2010 and 2019. Im using datastream on excel. Where can I find such a list?
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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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How to get the historical changes of constituents of a RIC chain, via DSS (or API)?
For example, for 0#.DJI, I would like to know the historical changes of the constituents, i.e., when a constituent was added and removed precisely?
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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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Get constituents for equity index at historic moment in time
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…
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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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ETF constituent movers on a list of dates
Given a list of dates, I want the individual returns for each of the constituents of an ETF (for each of those dates)
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Can I use Datastream API (DSWS) to collect historical constituent data?
Can I use Datastream API (DSWS) in Python to collect constituent data such as weights in the past?
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How can I access historical s&p500 weightings through the Python Eikon API?
How can I access historical s&p500 weightings through the Python Eikon API?
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Constituents list for a specific point in time
Is it possible to request the constituents list for a specific point in time via the Datastream API in python. For example, the Global equity index TOTMKWD consist of 7285 constituents in 2021-08-05 where we can request that list in the following way: ds.get_data('LTOTMKNL|L',kind=0) How can we request the list of…
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How to get price & fundamental data for members of constituent lists into R?
hi Refinitiv-team, I want to download price and fundamental data for all single stocks in a specific country. My aim is to cover all historically available stocks (so that there is no survivorship bias in the data). For example for Australia I want to use the lists WSCOPEAU, FAUS, DEADAU (cp. Schmidt et al (2019)*), but I…
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How to retrieve MSCI index constituents & weights (index shares + weights) ?
For example for MSCI Europe .dMIEU00000PUS the weight in the index for LVMH (one of the constituents) is 1.94% and it represents 277,616,536 shares. I can get the constituents in Python, but i don't know how to get the number of shares in the index and the weight in the index. Thanks for your guidance. Sylvain
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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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Historical Holdings of an ETF
Is it possible to retrieve the historical holdings of an ETF? I know that I can retrieve the current holdings by the following call: data, err = ek.get_data(['IWF'], ['TR.FundHoldingRIC'], {'StartNum': 0, 'EndNum': 1000}) However, this TR.FundHoldingRIC seems to not recognize the parameters SDate and EDate. Another option…
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Chain request via Java ETA API
Hi, I would like to subscribe to get constituents of Primary Chain RIC (0#US2YT) via Elektron Transport API. I was received some example from TR support team which are for EMM protocol, where it is sending "Chain" request. What is the equivalent way of getting same using Elektron Transport API (ETA)? Once I receive…
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how to obtain esg ratings of the stoxx europe 600 index
Hello everybody. I would like to download the esg ratings for the stocks that are part of the Stoxx Europe 600 index. I opened the SCREENER app and filtered, for example, for negative screening. But how can I filter for only the stocks present in that index? Also, is there a way to download the individual time series of…
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How to retrieve S&P members for a given date?
How to retrieve S&P members for a given date?
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Using API to pull the historical index constituents during a period of time
Is there a way to use API to pull the historical index (eg. ASX 200 Index) constituents during a period of time (eg. 1/1/2016-12/31/2016)? I know we can pull on a daily basis by using "= tr.get_data("0#.AXJO(2016-08-09)","TR.CommonName")", but can we do for a period of time? This is the entire reason I am using the API