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Dividend Yield of All ETFs
Is there a way to get dividend yield data for all US stocks and ETFs in bulk using a Python API?
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ETF data for Issuer, AUM, NAV and other fields
I am currently trying to retrieve two types of data: Static Data and Historical Data. Below is a sample code that I've been working with, but I am having trouble identifying the correct fields to use. I would appreciate your help in correctly adjusting the Select or Fields sections. * For Static Data, I need the following…
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Data retrival using RIC vs CUSIP
I am using a list of RICs to retrieve data: fields = ["TR.CUSIP","TR.OPENPRICE", "TR.CLOSEPRICE", "TR.BIDPRICE", "BID", "TR.ASKPRICE", "ASK", "NAVALUE", "TR.NETASSETVAL", "TR.Volume", "TR.NUMBEROFTRADES", "TR.CompanySharesOutstanding", "TR.SharesOutstanding", "TR.Name"] month = rd.get_history(universe="TZA", fields=fields,…
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we were looking for some ETF about HST_Close avec Adjust_CLS on excel an Python
Hello we were looking for some ETF about HST_Close avec Adjust_CLS on excel an Python, For each ETF we found a difference between Adjust_close and HST_CLOSE despite there are no corporate actions. By the way, GF and CAGG ETF symbol are converted to FCc1 and CACG.B within our script provided from refinitiv and returns no…
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Data retrival for delisted ETFs
Hi Team, trying to get benchmark name and ric for several ETFs (using their respective rics). The following code works perfectly for listed/ active ETFs: fields = ["TR.FundBenchmarkName", "TR.FundBenchmarkType", "TR.FundBenchmarkInstrumentRIC"] ric = "SPY" benchs = rd.get_data(ric, fields=fields) However, for all delisted/…
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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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Historical daily market caps for constituents of ETF
Using Refinitiv Data API with Python: Exploring if it is possible, especially without looping any requests, to get the daily historical market cap for any given ETF? By that I do not mean the market cap for the ETF but the sum of market caps for the constituents. Is this data that is available?
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EOD close price for ETFs
using the funds API, I want to get the EOD close adjusted price for ETFs. I am using this (it has 2 ETFs and one mutual fund). https://api.refinitiv.com/data/funds/v1/assets?properties=prices[start:2023-01-09%3Bend:2023-01-10]&symbols=SPY.N,QQQ.N,FCNTX for the ETFs (SPY.N and QQQ.N) I get MID and NAV and for the mutual…
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NAV of ETC (e.g. 4GLD.DE) missing
Hi Team, I'm interested in getting historical NAVs of ETPs at all. Therefore i use the ek.get_data to get NAVs vom ETFs (which works fine for SPY5 e.g. ). If i want to receive NAVs from ETCs (g.e. 4GLD.DE "Xetra Gold") with the same code, i don't get sufficient data. Here's my code: NAVs =…
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Had a query where we receive the price updates outside exchange hours for LQD.P. What could be trigg
We have US ETF and before market opened we see prices are fluctuating Had a query where we receive the price updates outside exchange hours for LQD.P. What could be trigger for price change if exchange is yet to open?
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Identify ETF from snapshot data
We are fetching snapshots of several thousands RIC's using ETA and RSSL_DMT_MARKET_PRICE. In the data retrieved is it possible to determine whether an instument is an ETF or not. For example, this would appear to be an ETF based on DSPLY_NMLL, and there is an IOPV. Does CONTEXT_ID:2633 mean that it is an ETF?…
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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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Extract Underlying Index RIC for an ETF
Hi, I would like to extract the underlying index for an ETF. As an example, for the ETF AOK.N, the underlying index is .SPTGCUT - Do you know if there is way to catch the underlying indices for a list of ETF? Many thanks!
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Date calculation vs actual date in the data extracted
Hi, I noticed that some measures for ETF (and potentially other instruments) are computed the next day. For example below (or TR.SharesOutstanding). When we pull data via API, do these figure appear against 'calc date' or the 'actual date' for which data point belong to? I have a feeling that they appear incorrectly…
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ETF historical data not found
Hi, I am trying to extract ETF's historical data. Strangely, the below ETFs do not produce anything. I tried others like VTI which does deliver, for the same date range. Can someone help understanding as to what do I change to extract information for ETFs in question. Thanks
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How to filter ISIN by Instrument Type Code
Hello I'm trying to get data using TermsAndConditionsExtractionRequest. As it shown in the tutorial, there are several steps of getting data. Such as request token, load json request etc. I'm interested in the step, where I need to append instruments to the array and post request to DSS REST server. Here is my JSON request…
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inconsistent shares outstanding from ek.get_data()
Hi, I get inconsistent data on shares outstanding for the same instrument (SPY) in two almost identical queries with ek.get_data() with the only difference being the time periods which are overlapped. Here are my queries: df1, err = ek.get_data(['SPY'], ['TR.NETASSETVAL.date', 'TR.NETASSETVAL','TR.SharesOutstanding',…
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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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ETF Factsheets
Just wanted to check if it's possible to download ETF Factsheets via API, and if so which API to use? For example, https://apac1.apps.cp.thomsonreuters.com/Apps/FactsheetsWebApi/?id=2dc9f58b-8546-451e-b850-63f0bb8ea684&type=fund&s=40061149&st=FundClassLipperID&lang=en
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historical ETF holdings weights not right
Hi I'm running this code as of two dates. In the output retrieved, the tickers change but the 'Percentage of Fund Assets' does not. Can you advise why not and/or tell me how to get the correct weights as of each date? Thanks hldgs, err = ek.get_data(instruments='IWV', fields =…
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Historical ETF Holding Weights
Dear Refinitiv Team, I know this question was discussed already a couple of times - but I am not succeeding: I am trying to get the ETF holdings weights (overtime) for the RPV - "Invesco S&P 500 Pure Value Index" which tracks the ".SP500PV". I am also fine with the holding weights of the underlying index the "SP500PV". I…
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Excel for MAC not showing price for ETF
Hi Team, the Excel Refinitiv add-in for MAC provides a lot of data points for e.g. stocks - one of them being "Price". For ETF's I do also see some data points but not "Price". How can I add this? Example attached. For an ETF and for a stock
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etf live market data and eod holdings
I need to use Eikon DATA API to extract live market data for etfs other funds and also their holdings as specified in the pictures. I wonder if anyone can help to identify available functions in api for this task. I have seen a post on month-end holdings for etfs here. I appreciate your help.
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full holdings for a fund and ETF DSS Rest API request generates Http error code : 408
Since 01.02.2021 i am getting below error: java.io.IOException: Server returned HTTP response code: 408 for URL: https://hosted.datascopeapi.reuters.com/RestApi/v1/Extractions/ExtractWithNotes I am using below DSS Rest API refinitiv request for full holdings for a fund and ETF in my java code: "ExtractionRequest": {…
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ETFs by Benchmark
I have a client that would like to search for an index and find all the ETFs that replicate that index. ie. for the S&P500 find all the ETFs that one can invest in.
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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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How do I get ETF details like ETF composition or base data via TRKD API?
I can find ETF using the TRKD Search API by filtering the {"Search_Request_1": { "Collection": "SearchAll", "Filter": "AssetCategory eq 'ETF'", "ResponseProperties": "CommonName,RIC,....." }} But the list of properties for the "Response Properties " seems not to contain base data for the ETF, such as: * ETF composition…
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How to get consolidated RIC and Primary RIC for ETF in TRTH
Hi All, I am looking at ETF instruments. Most of the time I know the primary RIC (eg: SPY.P) but from that I would like to know what is the consolidated RIC over all the venues. How can I do that ? Also sometime I just know a ric from a venue (SPY.Z) and I want to get the primary (SPY.P), is it possible to get this…
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API Formula for Historical Holdings ETF.
"TR.IndexConstituentRIC" which can be used to get underlyings of index or ETF. It has parameter of as-of-date which can get history constituents for index or ETF. I used it for an ETF list with specified date but for some ETFs it gives empty result. Does it mean this item is not suitable for ETF underlyings or holdings?…
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ETF constituent changes
How can I get ETF constituent changes? (USMV.K, QQQ.OQ, SPY.P,etc) The following posting/code works for index but not ETFs. https://community.developers.refinitiv.com/questions/43409/index-constituents-every-month.html?childToView=55035#answer-55035
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we are getting currency (FID 15) as USD for EWC and EWG, how can we get prices in CAD, for example,
we are getting currency (FID 15) as USD for EWC and EWG, how can we get prices in CAD, for example, what would be symbol to subscribe in EIKON?
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For bond ETF like LP68089870 is there any way we can get underlying bond holdings RIC codes using Ei
For bond ETF like LP68089870 is there any way we can get underlying bond holdings RIC codes using Eikon API? We did use TR.FundholdingsRIC and it is not working for bond ETF.
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permID for ETFs
Can I use entity search to find permIDs for ETFs? For example, ticker:GLD AND mic:XJSE, does not return any data even though there is a GLDJ.J gold ETF listed on the Johannesburg Stock Exchange
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Python Data API - retrieving time series data for FUNDS - Performance
I am attempting to pull data < 1month, preferably daily timeseries performance data for funds and etfs ie: for LP68467397 & LP68402195. Kindly help! timeseries.png
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get_data() function : headers random bug
Dear support team, I am asking for your help regarding a bug. For instance, by running this Python script with Python 3.6.7 and library eikon 1.0.0, provided that I am connected to the Eikon API through my account key: import numpy as np import pandas as pd import eikon…
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ETF Holdings
Is it possible to use the StarterConsumer to access an ETF Holdings valuse? If so, what should I set in my cfg file?