How to retrieve time series of the constituents and weights of Russell Nomura Total Market Value ...

hiroko.yamaguchi1
LSEG
...Index via Eikon Data API?
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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Best Answer
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Hi @hiroko.yamaguchi1 ,
Thank you for your question. This would be the code to retrieve index constituents and the weights. See example for .FTSE.
df, err = ek.get_data('.FTSE',
['TR.IndexConstituentRIC' , 'TR.IndexConstituentName',
'TR.IndexConstituentWeightPercent','TR.IndexConstituentShares'])
dfHowever, this code produces NAs for .FRURNVU. I have checked in Workspace and there is no constituent data for that there as well. To learn more about the reasons, I would advice raising a content query via MyRefinitiv.
Hope this helps.
Best regards,
Haykaz
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