Data retrival for delisted ETFs

lanzani.juli
lanzani.juli Newcomer
in Eikon Data APIs

Hi Team,


trying to get benchmark name and ric for several ETFs (using their respective rics).

The following code works perfectly for listed/ active ETFs:

fields = ["TR.FundBenchmarkName", "TR.FundBenchmarkType", "TR.FundBenchmarkInstrumentRIC"]
ric = "SPY"
benchs = rd.get_data(ric, fields=fields)


However, for all delisted/ liquidated ETFs usually no data is returned or is missing, e.g., ric = "AAIT.O^H15"


I wasn't able to make it work using the search function if that would be an alternative [rdp.search()]


Is there any way to retrieve that data using the python API?

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Best Answer

  • aramyan.h
    aramyan.h admin
    Answer ✓

    posting the response from the content team for reference -


    Note:- It extracts the data for delisted RIC, but in this example, AAIT.O^H15, there is no Fund Manager benchmark index is mapped. If any index is fees liable index, we don't map Fund benchmark details to any ETF/Funds.

Answers

  • aramyan.h
    aramyan.h admin

    Hi @lanzani.juli ,


    I have raised a content query (case id- 13628947) on your behalf, you will receive an email shortly.


    Best regards,

    Haykaz

  • bob.lee
    bob.lee LSEG

    Hi @lanzani.juli , Your sample functions are using contents from Lipper (i.e. TR.Fundxxxxx), but from Lipper's perspective (i.e., data from fund companies, not exchanges), the "non-active" funds (liquidated and merged) funds currently are not supported on the Workspace platform. Liquidated and merged funds (historical data) are supported on Lipper Funds API and other Lipper products/services.

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