location=rd.get_data(
universe=["GE"],
fields=['TR.InstrStatLocationId.date', 'TR.InstrStatLocationId', 'TR.InstrStatLocation',
'TR.CategoryInvestorCount', 'TR.CategoryOwnershipPct', 'TR.InstrStatCatSharesHeld',
'TR.InstrStatCatShrsHldVal(Scale=6)'],
parameters={'StatType': 3, 'SDate': "2024-05-01", 'EDate': "2024-07-01"}
)
location
I received this code in my previous query which is working fine to fetch the historical data for Ownership summary.
And this works well in Location, Rotation, Style, and Investor Type which has StatType parameter.
I want the same for Top Investors, Holdings Concentration, and Turnover.
I am sharing how I am fetching these three at one point in time (as found in Refinitiv)
Holding Concentration:
hc =['SetLabel(Sum(TR.PctOfSharesOutHeld(EndNum=10)),"top10")','SetLabel(Sum(TR.PctOfSharesOutHeld(EndNum=20)),"top20")',
'SetLabel(Sum(TR.PctOfSharesOutHeld(EndNum=50)),"top50")','SetLabel(Sum(TR.PctOfSharesOutHeld(EndNum=100)),"top100")',
'SetLabel(Sum(TR.PctOfSharesOutHeld),All)',
'SetLabel(Sum(TR.SharesHeld(EndNum=10)),"posn10")', 'SetLabel(Sum(TR.SharesHeld(EndNum=20)),"posn20")',
'SetLabel(Sum(TR.SharesHeld(EndNum=50)),"posn50")', 'SetLabel(Sum(TR.SharesHeld(EndNum=100)),"posn100")',
'SetLabel(Sum(TR.SharesHeld),"posnAll")',
'SetLabel(Sum(TR.SharesHeldValue(EndNum=10)),"Val10")', 'SetLabel(Sum(TR.SharesHeldValue(EndNum=20)),"Val20")',
'SetLabel(Sum(TR.SharesHeldValue(EndNum=50)),"Val50")', 'SetLabel(Sum(TR.SharesHeldValue(EndNum=100)),"Val100")',
'SetLabel(Sum(TR.SharesHeldValue),sharesHeldValueAll)',
'SetLabel(Count(TR.SharesHeld),investorsTotal),Curn=USD'
]
conc = fetch_refinitv_data(ric, hc)
conc
Turnover:
turnover = ['SetLabel(TR.OwnTrnverRating,turnoverRating)','SetLabel(TR.PctOfSharesOutHeld,os)','SetLabel(TR.SharesHeld,position)',
'SetLabel(TR.SharesHeldValue,heldValue)', 'Curn=USD']
turnover_ = fetch_refinitv_data(ric,turnover)
turnover_pivot = pd.pivot_table(turnover_, values= ['OS', 'POSITION', 'HELDVALUE'], index = ['Instrument', 'TURNOVERRATING'], aggfunc = 'sum')
turnover_pivot
Top Investors:
rd.open_session()
top_inv=rd.get_data(universe = ric, fields = ['TR.InvestorFullName,TR.PctOfSharesOutHeld, TR.SharesHeld, TR.SharesHeldValue, TR.InvestorType', 'TR.PctOfSharesOutHeld.date']
#parameters = {'SDate':'-6M'}
)
top_inv.head(20)
Thanks in Advance,
