Historical Leavers and Joiners of .SPX

kevinlancelot.balais
kevinlancelot.balais LSEG
in Eikon Data APIs

I need a list of Leavers and Joiners at the beginning let say at 01-01-1990 and then have the in and out for the following years in Phyton API.

So this need to be done in 2 times :

  1. First having the list at special date let’s say 01/01/1990
  2. Second the IN and Out the following years.

For sample RIC : .GDAXI

To have a complete information. I need :

List @ 1990 (for example)

Joiner starting from 1990

Leavers from 1990

Tagged:

Answers

  • kevinlancelot.balais
    kevinlancelot.balais LSEG

    Hi team, this post is on behalf of a client:

    I have provided these codes so far:


    In getting the Joiners


    import lseg.data as ld
    import pandas as pd
    ld.open_session()
    ld.get_data(
        universe = ['.SPX'],
        fields = ['TR.IndexJLConstituentChangeDate','TR.IndexJLConstituentRIC','TR.IndexJLConstituentituentChange(IC=J)'],
        parameters = {
            'SDate':'1990-01-01',
            'EDate':'2025-07-26','IC': 'B'
        })

    In getting the Leavers

    import lseg.data as ld
    import pandas as pd
    ld.open_session()
    ld.get_data(
        universe = ['.SPX'],
        fields = ['TR.IndexJLConstituentChangeDate','TR.IndexJLConstituentRIC','TR.IndexJLConstituentituentChange(IC=L)'],
        parameters = {
            'SDate':'1990-01-01',
            'EDate':'2025-07-26','IC': 'B'
        })

Categories