Download portfolio and benchmark data in Eikon using python

dbishnoi

I have some portfolios and their benchmarks loaded into Eikon. I'd like to use python to pull yesterday's portfolio constituents, weights, along with the benchmark weights. is this possible?

Also I would like to pull the portfolio Forecasted Risk using Python.

dbishnoi

Thank you, but is it possible to access the weight of the assigned benchmark as well? And also is it possible to access the contribution to active risk?

zoya faberov

Hello @dbishnoi,

Please see if the following Previously Answered Question is helpful?

Agnes Terada

https://community.developers.refinitiv.com/discussion/comment/54176#Comment_54176

Hi @dbishnoi ,

You can retrieve the benchmark weights using the same data items. For example:

df1, err1 = ek.get_data(['Portfolio(SAMPLE_ASSET_ALLOCATION_US_AGGRESSIVE)'],['TR.PortfolioConstituentName', 'TR.PortfolioWeight'])

df2, err2 = ek.get_data(['Portfolio(SPY-A)'],['TR.PortfolioConstituentName', 'TR.PortfolioWeight'])

The ex-ante risk items are currently unavailable via Eikon API, so you will need to continue using Portfolios & Lists application in Eikon.