Index constituents and related fields in refinitiv data api.

carlos.bielsa

Hi Team,

Could you provide the details of where we can get index constituents and related fields in Refinitiv data api?

Thanks,

Varun Kumar Mishra

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Accepted answers

aramyan.h

Hi @carlos.bielsa ,

We have a codebook sample for index constituents analyis. Please open Codebook app in LSEG Workspace and navigate to /__Examples__/12. Indices and Benchmarks/Index_Constituent_Analysis.ipynb.

Hope the sample covers the areas you are interested in. Nevertheless, let us know if any further questions.

Best regards,

Haykaz

All comments

aramyan.h

Hi @carlos.bielsa ,

We have a codebook sample for index constituents analyis. Please open Codebook app in LSEG Workspace and navigate to /__Examples__/12. Indices and Benchmarks/Index_Constituent_Analysis.ipynb.

Hope the sample covers the areas you are interested in. Nevertheless, let us know if any further questions.

Best regards,

Haykaz

carlos.bielsa

image (4).png.zip

Hi Team,
We are using the code below to get index constituents. However for NASDAQ (.NDX)
We do not get weight percent and we get the weight percent for .FTSE.  How do we get the right index_ric to get all the details for example NASDAQ,S&P500?

summary = rd.get_data(
        universe = f'0#{index_ric}', 
        fields = [
            "TRDPRC_1", "TR.IndexConstituentWeightPercent.date", "TR.IndexConstituentWeightPercent", 
            "TR.CompanyMarketCap", "TR.PE","TR.PriceToSalesPerShare",
            "TR.F.PriceToBookValuePerShr","TR.EPSActValue", 
            "TR.DPSActValue","TR.ROEActValue"]
)
summary

aramyan.h

Hi @carlos.bielsa ,

It seems to return for me for .NDX, see below:

index_ric = ".NDX"
summary = rd.get_data(
        universe = f'0#{index_ric}', 
        fields = [
            "TRDPRC_1", "TR.IndexConstituentWeightPercent.date", "TR.IndexConstituentWeightPercent", 
            "TR.CompanyMarketCap", "TR.PE","TR.PriceToSalesPerShare",
            "TR.F.PriceToBookValuePerShr","TR.EPSActValue", 
            "TR.DPSActValue","TR.ROEActValue"]
)
summary

Best regards,

Haykaz

carlos.bielsa

Is it something related to the permission or subscription plan ?

I tried same code you provided I have <NA> for weights.

Attached the screenshot.Screenshot 2024-11-08 at 16.03.34.png

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