Python API get_data function cannot pull data on .HEDGEINDEX

rgustin

Hi,

I'm using get_data function to pull index details with no problem until I need to grab the same data for a new index .HEDGEINDEX, in which case all I'm getting for this index is <NA>. Can anyone help me figure out a way to pull? Thanks.

Below is my code:

df_ric_ts, err_ric_ts = ek.get_data(
        ['.HEDGEINDEX', '.SPX'],
        ['TR.BIDPRICE.date; TR.BIDPRICE; TR.BIDPRICE(Curn=USD); '
         'TR.CLOSEPRICE.date; TR.CLOSEPRICE; TR.CLOSEPRICE(Curn=USD); '
         'TR.TotalReturnYTD; TR.TotalReturnMTD; TR.TotalReturnQTD; '
         'TR.TotalReturn6Mo; '
         'TR.CompanyMarketCap(CURN=USD); TR.PE; '
         'TR.PriceToBVPerShare; TR.PriceToTangBVPerShare; TR.FwdPEG; TR.BasicNormalizedEps.date; '
         'TR.BasicNormalizedEPS(CURN=USD); TR.LTDebtToTtlCapitalPct; TR.TtlDebtToTtlEquityPct; '
         'TR.AvgDailyVolume3M'],
        {'SDate': -5, 'EDate': 0, 'FRQ': 'M'})

print(df_ric_ts)

Below is the result, and as you can see, .HEDGEINDEX returns nothing, .SPX is fine.

jason.ramchandani01

@rgustin Thanks for your question - so I am unclear what you are trying to achieve here - so you have an index '.SPX' - which is filled with constituent companies '0#.SPX'. You seem to be trying to request individual company data for an index - so this won't work for those fields. You can of course request company level data for the ocnstituents say like so:

df_ric_ts = rd.get_data(
        ['0#.SPX'], #'.SPX' '.HEDGEINDEX'
        ['TR.BIDPRICE.date','TR.BIDPRICE', 'TR.BIDPRICE(Curn=USD)',
         'TR.CLOSEPRICE.date', 'TR.CLOSEPRICE', 'TR.CLOSEPRICE(Curn=USD)',
         'TR.TotalReturnYTD', 'TR.TotalReturnMTD', 'TR.TotalReturnQTD',
         'TR.TotalReturn6Mo','TR.CompanyMarketCap(CURN=USD)','TR.PE',
         'TR.PriceToBVPerShare','TR.PriceToTangBVPerShare', 'TR.FwdPEG', 'TR.BasicNormalizedEps.date','TR.BasicNormalizedEPS(CURN=USD)','TR.LTDebtToTtlCapitalPct', 'TR.TtlDebtToTtlEquityPct','TR.AvgDailyVolume3M'],
        {'SDate': -3, 'EDate': 0, 'FRQ': 'M'})
 
df_ric_ts

If you want to look at overall index information you would need to select a different set of fields. You can see which fields you need by looking at the Data Item Browser app. Type DIB into eikon search - and then enter an instrument and there you can see all applicable fields. Is this what you are looking for? I hope this can help.