Trouble downloading constituent list Russell 3000 for a particular date using Datastream Excel Ad...

...d in

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.: LFRU053L0105, etc). But none of these are returning any data. This code seems to be working for other indices such as S&P 500 but just not for the Russell 3000 index. Can anyone help?

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Accepted answers

Jirapongse

@temple.ds3

I can run it properly.

The output is:

If you are still unable to get the data, please contact the Refinitiv Eikon with Datastream for Office support team directly via MyRefinitv to verify what the problem is.

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Jirapongse

@temple.ds3

Thanks for reaching out to us.

I tested and found that the data is available from May 2005 (LFRUSS3L0505). If I request LFRUSS3L0405, it will return NA.

According to this finding, it could be a content issue. Please contact the Datastream support team directly via MyRefinitiv to verify the availability of the required data.

temple.ds3

@Jirapongse Thank you so much for your response! I am trying with LFRUSS3L0505, 0605 and such but it is still returning NA for me.

Did you do anything else different?

Thank you in advance!

Jirapongse

@temple.ds3

I can run it properly.

The output is:

If you are still unable to get the data, please contact the Refinitiv Eikon with Datastream for Office support team directly via MyRefinitv to verify what the problem is.

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