How to get the historical holding data as displayed using DHOLD via a Refinitiv API (Eikon)

how I could retrieve via an API call the following data:

The code snippet below works for the majority of cases, but for some dates (end of month) we are not able to reconcile with what is displayed on the DHOLD holdings page (which also matches the Bloomberg HLDR page).

For example, when using the Eikon API to retrieve data for a specific date in the past, some of the rows returned refer to a different as of date !!

Here, the holding quantity for MU.OQ is displayed as of 30/11/2018 ?!

Please advise,

Eyal

df, err = ek.get_data(

instruments = ['US69374H8815'],

fields = [

'TR.FdInvestorFilingDate',

'TR.FdInvestorPctPortfolio.SecurityOwnedRIC',

'TR.FdInvestorPctPortfolio',

'TR.FdInvestorSharesHeld',

'TR.FdInvestorPctPortfolio.calcdate',

parameters = {'SDate': '20181231', 'EndNum':'5000'} )

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Accepted answers

bob.lee

@ChristianNoel.Lipana , Are you referring "DHOLD" as the "Derived Holdings" under the fund page in Eikon/Workspace? If so, they are fund holdings data from Lipper and available in the API via fields such as TR.FundHoldingRIC, TR.FundHoldingName, TR.FundNumberOfShares, TR.FundPercentageOfFundAssets, etc.

If you have issues on the data returned form these fields, please raise that to client support team, it can be technical issue (including API).

The fields you are using seems from "Ownership" page that I am not sure the data source. Hope others can help.

All comments

jonathan.legrand

Hi @ChristianNoel.Lipana; I do not have access to the DHOLD page. Would you mind sending us screenshots of (i) the DHOLD app and (ii) your python code data returned?

bob.lee

If you have issues on the data returned form these fields, please raise that to client support team, it can be technical issue (including API).

The fields you are using seems from "Ownership" page that I am not sure the data source. Hope others can help.

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