How can I get historical data for the constituents of an index on Python?
Hi @reshma.palackan
Here is an example how you can make it. The best approach to find the fields and necessary parameters is using Eikon Excel Build Formula tool.
df_tmp,err= ek.get_data("0#.STOXX50","TR.RIC")instruments = df_tmp['RIC'].tolist()df,err = ek.get_data(instruments,["TR.WasteTotal.date","TR.WasteTotal"],{"Period":"FY0", "Frq":"FY", "SDate":"0", "EDate":"-10"})df
@Zhenya Kovalyov_deprecated_0
Hi @reshma.palackan,
Please see this question.
If you are looking for a historical constituents of an index you can also try with:
ek.get_data("0#.FTSE(2010-08-09)","TR.CommonName")
It is not for historical constituents, but for historical data pertaining to say Total Waste, for the past ten years of each constituent of Stoxx50, say. I am only getting familiar with the syntax for retrieving data using get_data
