Historical Sector Composition & Price Data

Pasa · 2025-04-03T13:35:36+00:00

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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.

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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

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

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", …])

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