Mutual fund past portfolio holdings via Eikon API

Hello,

as a follow up to my recent question here, which was wonderfully answered, I was wondering if it is possible to get the historical/past portfolio holdings of a mutual fund via the Eikon API?

In Eikon, this data is available when viewing a specific fund, then going holdings => derived holdings. A screenshot of that screen is attached, which shows that one can view the past portfolio for any of the past months.

But how would I access this via Python? In the Excel formula builder, I was not able to see a way to enter a date for the fields that return the portfolio holdings, e.g. 'TR.FundHoldingName', 'TR.FundPercentageOfFundAssets', 'TR.FundNumberOfShares'.

Can the following code, which returns the top 100 holdings of a specific fund for the last available date, be adapted to get historical portfolios?

data , err = ek.get_data('LP40065886', 
	['TR.FundHoldingRIC',
	'TR.FundHoldingName', 
	'TR.FundPercentageOfFundAssets',                     
	'TR.FundNumberOfShares],
        {'Endnum':'100'})

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Accepted answers

Alex Putkov.1

I'm afraid I don't see a way of retrieving this data using Eikon Data APIs. I have opened a case on your behalf with Refinitiv Helpdesk to check if there's a way to retrieve this data into Excel using =TR worksheet function. If the Helpdesk produce a method of retrieving this data using =TR function, then we should be able to replicate the same call using Eikon Data APIs. Refinitiv Helpdesk will be in touch with you, but just in case and for your reference the case number is 07609916.

All comments

Alex Putkov.1

The Helpdesk confirmed that currently historical fund holdings are not available through Excel or through Eikon Data APIs.

CSI

Thanks Alex! Unfortunate, but I suspected as much since the "derived holdings" are marked as "new" in Eikon, so they presumably did not have time to extend this functionality yet.

CSI

Hi Alex,

do you know if anything has changed in the meantime? Is it now possible to get also historical fund holdings data via the API? The data is clearly available in Eikon, it is just a matter of making it accessible via the API.

I think it would be great to have this possibility, because right now I have to pull the current holdings data every month for a year to create a year-long panel data set, whereas it should be possible to build such a data set in a day just by getting current and historical data. Thanks!

Etienne.S

Hi @Alex Putkov.1 , do you know if it is now possible to get the historical/past portfolio holdings of a mutual fund via the Eikon API? I have checked with Eikon Help desk and it is not available on Excel. Thanks

Alex Putkov.1

I'm afraid the answer is no. The rule of the thumb is that, if the data can be retrieved into Excel using =TR function, it can also be retrieved using get_data method of Eikon Data APIs, and vice versa.

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