I want do an equity screening of the SXXP Index (Stoxx Europe 600) in the 2005-2023 date range. I need a list of the members that the index has had in that time window.
@rbcliment
Thank you for reaching out to us.
You may check the answer on this discussion.
The code looks like this:
df, err = ek.get_data('0#.STOXX(20050331)',['TR.RIC'])
Or,
lj, err = ek.get_data('.STOXX', ['TR.IndexJLConstituentChangeDate', 'TR.IndexJLConstituentRIC.change', 'TR.IndexJLConstituentRIC'], {'SDate':'0D', 'EDate':'-19Y', 'IC':'B'})lj