Historical Sector Composition & Price Data

Pasa

Hi,

Which datafield in the Refintiv Data Platform is equivalent to the "RI" (Return Index) from Datastream?

Moreover, how can one extract historical GICS sectors (e.g., for COMS.OQ^D10)?

I have tried the rd.get_data() and rd.get_history(), but no data appears available.

Hope you can help. Thanks.

jonathan.legrand0

Hi @Pasa ,

Have you looked into the Data Item Browser? If you cannot find the data item you are after in the Data Item Browser, please note that this LSEG Developer Q&A Forum is for LSEG API technical questions only. For content questions such as yours, please use myaccount.lseg.com.

Pasa

https://community.developers.refinitiv.com/discussion/comment/125029#Comment_125029

Hi,

I looked into Data Item Browser where I found TR.GICSSector and TR.TotalReturn. Moreover, I looked into to the CODEBK for extracting historical data.

I will try. Thanks.

jonathan.legrand0

https://community.developers.refinitiv.com/discussion/comment/125030#Comment_125030

Hi @Pasa ,

In that case I would suggest using the get_data function as shown here:

https://developers.lseg.com/en/api-catalog/lseg-data-platform/lseg-data-library-for-python/tutorials#sessions-configuration-data-model-and-get_data

With it you can collect "COMS.OQ^D10" data:

ld.get_data(

    universe=["COMS.OQ^D10"],

    fields=["TR.GICSSector", "TR.TotalReturn", "TR.TRBCEconomicSector", "TR.TRBCBusinessSector", …])