-
export the daily valuation of 40 portfolios since inception in Excel using API
I couldn't get exporting portfolio list through API with received following guide on this. Can you please help me with that or instruct me? ,, The only option now to get daily returns for a portfolio since inception would be using the PAM API in a multi-step process. First, run a request for each portfolio using the API…
-
Eikon Data API in Python or Excel: How to access data of personal portfolios accessible in PORTF, DA
I am using Eikon Data API and would like to retrieve data from personal portfolios and lists which I created in Eikon. Optimally I want to retrieve and modify holdings. In general I would like to access data accessible in PORTF, DASH and Portfolio and Lists in Python or Excel.
-
Custom Instruments do not appear in a portfolio's holdings when specifying a date (refinitiv.data AP
Hello, We have a problem with the Python refinitiv.data API and custom instruments inside portfolios. We believe this is an unintended behaviour of the API that must be fixed. We know that with the following rd.get_data() call rd.get_data(["PORTFOLIO('"+ portfolio_code +"')"], ['TR.PortfolioShares']) We can retrieve the…
-
How to get holdings on the fund/portfolio level?
Hello! I'm using the Eikon APIs, I'm looking to get holdings on the fund/portfolio level. On the full firm level, I can do: data, err = ek.get_data([cusip], ['TR.H.REPORTDATE', 'TR.H.HoldingCompanyName', 'TR.H.PARHELD',] However, if a firm has multiple funds invested in that CUSIP, this will return it on a firm aggregated…
-
Rebalancing Portfolio Weights
Is it possible to update a custom portfolio's weights using Python? For example, is there a function where I could upload an array/dataframe containing new trades or updated portfolio weights and have it updated the portfolio in Eikon?
-
How to export portfolio data from Eikon to Python
Client wants to export portfolio data/file from Eikon to Python
-
I need to create a multi asset class portfolio so that I can compare Bitcoin to the portfolio. I nee
I need to create a multi asset class portfolio so that I can compare Bitcoin to the portfolio. I need to know whether adding bitcoin to a multi asset class portfolio will being any diversification benefits. How do i create a portfolio like this?
-
Is it possible to call up the Attribution Analysis (Brinson Style Attribution in Portfolio Analysis)
Is it possible to call up the Attribution Analysis (Brinson Style Attribution in Portfolio Analysis) via Python?
-
How to minimize the volatility of a portfolio as shown in video Tutorial "Eikon Data API - Python Qu
When testing the code in video tutorial "Eikon Data API - Python Quants Tutorial 6 - Portfolio Theory", I found it's hard to have minimized volatility by the sample code demonstrated in the video. The average weight as initial guess will always be the optimization result. If a portfolio consists 5 stocks, the optimized…
-
Portfolio Holdings as of a specific date in Eikon through python
I'm trying to pull the holdings and shares of a portfolio I've uploaded into Eikon, in Python. My code is : ek.get_data(instruments=['Portfolio(xxxx)'],fields=['TR.PortfolioStatementDate','TR.PortfolioName','TR.PortfolioConstituentName', 'TR.PortfolioShares'],parameters={'SDate':'20200115','EDate':'20200115'}) I still only…