How to get list of leaver companies of the ASX 100 using the Python API?

I've been using the following code to get a list of current ASX 100 companies:

ek.get_data(['.ATOIA'], ['TR.IndexConstituentRIC','TR.IndexConstituentName'])

Using the desktop program, I can also get a complete list of all the leavers and joiners in the ASX 100 over time.

Does anyone know how I can use the Python API to get a similar dataset of all the leavers of this index?

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Accepted answers

Zhenya Kovalyov

To get the leavers for the last calendar year, for example, you need to do this:

f = ['TR.IndexJLConstituentChangeDate','TR.IndexJLConstituentName',
     'TR.IndexJLConstituentRIC','TR.IndexJLConstituentComName']
df, e = tr.get_data(['.ATOI'], fields=f, parameters={'IC':'L', 'SDate':'0D', 'EDate':'-1CY'}

All comments

Zhenya Kovalyov

To get the leavers for the last calendar year, for example, you need to do this:

f = ['TR.IndexJLConstituentChangeDate','TR.IndexJLConstituentName',
     'TR.IndexJLConstituentRIC','TR.IndexJLConstituentComName']
df, e = tr.get_data(['.ATOI'], fields=f, parameters={'IC':'L', 'SDate':'0D', 'EDate':'-1CY'}

jack.simpson0

Thanks so much!

datateam

Zhenya, I am looking to get a similar list for the ".UKX" index but get the following error:

{'code': 413,
   'col': 1,
   'message': 'Unable to resolve all requested identifiers.',
   'row': 0},

Could you point me to where I can get more information on the identifiers used on the call you suggest?

Thanks in advance.

mtinatin

Hello Zhenya, I tried this piece of code with '.SPX' index and 'EDate' : '-25CY'

It gives a list of 600+ companies, with the dates that I assume denote the time company left the Index (the last ConstituentChangeDate was 1995-01-18).

When I changed the end date with -30, even -50 years, the output was still the same. Do you maybe know why is that? Thanks!

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