Dear all,
I am currently working on retrieving historical data for a set of RICs. While I am able to successfully obtain fundamental data, such as revenue information, I am facing challenges in retrieving historical Index membership Information.
Below is the code I have implemented:
df = rd.get_data(unique_ric_list,
['TR.Revenue(SDate="2015-01-01", EDate="2024-12-31", Period=FQ0, Frq=FQ)',
'TR.MemberIndexName(SDate="2015-01-01", EDate="2024-12-31", Period=FQ0, Frq=FQ)',
'TR.Revenue(SDate="2015-01-01", EDate="2024-12-31", Period=FQ0, Frq=FQ).periodenddate'])
I am particularly interested in obtaining the historical S&P 500 Index memberships for the RICs (which would be either true or false for a quarter-firm observation). I would appreciate any guidance or suggestions.
Thanks for your assistance!