Retrieve Equity Index Info via fuzzy search on RDP

grigorios.mamalis
grigorios.mamalis Explorer
in Eikon Data APIs

Hi Team, Hi Nick

nick.zincone

is there any reason why the below query gives results on Advanced Search Tool of EIKON, but not in RDP?

Also, how can I get the constituents (and weights thereof) of whatever Equity Index that comes out of the query below?


import refinitiv.dataplatform as rdp

rd.open_session()

sFilter = "( SearchAllCategoryv2 eq 'Indices' and ((CommonName eq 'MSCI All Country World')))"

sSelect = "RIC, CommonName,ConstituentExchangeName,IssuerCommonName,BusinessEntity,PrimaryChainRIC,RCSAssetCategoryLeaf,RCSIndexCountryGroupLeaf"

GroupSize = 5000


res = rd.discovery.search(view = rd.discovery.Views.INDEX_INSTRUMENTS, filter=sFilter, query = sSelect) # INDEX_INSTRUMENTS

print(res)


Thanks

Grigorios

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Best Answer

  • m.bunkowski
    m.bunkowski LSEG
    Answer ✓

    Hi @grigorios.mamalis

    You need to replace 'query' with 'select' in your request.

    res = rd.discovery.search(view = rd.discovery.Views.INDEX_INSTRUMENTS, filter=sFilter, select = sSelect)

    MSCI indices constituents are not available in Eikon/Refinitiv Workspace. That should be possible with Refinitiv Eikon Datastream product.

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