Historical Index Membership for RICs

LyRefinitiv

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!

Jirapongse

@LyRefinitiv

Thank you for reaching out to us.

If I only retrive the TR.MemberIndexName field, the library reports the following error.

LDError: The 'EDATE' is unrecognized. Requested universes: ['IBM.N']. Requested fields: ['TR.MEMBERINDEXNAME(SDATE="2015-01-01", EDATE="2024-12-31", PERIOD=FQ0, FRQ=FQ)']

It looks like that this TR.MemberIndexName field doesn't support the EDate, Period, and Frq parameters.

Therefore, the following code run fine.

df = ld.get_data(['IBM.N'],    
        [
            'TR.MemberIndexName(SDate="2015-01-01")'
        ])
df

Please contact the helpdesk team directly via MyAccount regarding how to use this field.