API Formula for Historical Holdings ETF.

Emmanuelle Jerome.Cadahing

"TR.IndexConstituentRIC" which can be used to get underlyings of index or ETF. It has parameter of as-of-date which can get history constituents for index or ETF. I used it for an ETF list with specified date but for some ETFs it gives empty result. Does it mean this item is not suitable for ETF underlyings or holdings?

Here is the list of ETF: ['IWF', 'IWD', 'IVW', 'DVY.O', 'IVE', 'QUAL.K', 'IWS', 'IWP', 'MTUM.K', 'DGRO.K', 'HDV', 'IJK', 'IJJ', 'IJT.O', 'VLUE.K', 'IWY', 'JKE', 'LRGF.K', 'JKD', 'JKG', 'JKH', 'JKF', 'JKI.O', 'IWX', 'JKL', 'IYLD.K', 'SMMV.K', 'SMLF.K', 'JKJ', 'JKK', 'BYLD.K', 'SUSB.O', 'IGEB.K', 'IBCD.DE', 'SUSC.O', 'HYDB.K', 'IBCE.K', 'DIVB.K', 'ICF', 'IVV', 'IJH', 'IUSG.O', 'USRT.K', 'REM', 'DSI', 'ESGU.O', 'SUSA.K', 'IGN', 'SOXX.O', 'REZ', 'IYT', 'ITA', 'IYM', 'IAI', 'IYK', 'IYC', 'IYG', 'IYF', 'IYH', 'IHF', 'ITB', 'IYJ', 'IFRA.K', 'IAK', 'IHI', 'IEO', 'IEZ', 'IHE', 'IYR', 'IAT', 'IYW', 'IYZ', 'IDU']

For example, the ETF ESGU.O, I get nothing using API with as-of-date 2019-12-31. But it shows the right holdings in terminal.

zoya faberov

Hello @Emmanuelle Jerome.Cadahing,

The Eikon content, that is available for retrieval via Eikon Data API, can be best verified using Eikon's Data Item Browser tool.

I have used DIB to examine the content available for the first ETF on your list IWF:

Please see the instrument does not populate TR.IndexConstituentRIC.

The same is true for ESGU.O-

Many other fields are available for these instruments as-of-date 2019-12-31:

But not TR.IndexConstituentRIC.

To learn more on how to use DIB to research available fields, you may find this tutorial to be of help.

To find out why it is not available and if there is other relevant content that would match your use case, as a customer, you may contact Eikon content experts via Refinitiv Content Helpdesk , Online , selecting product=Eikon, and help finding content or dialing your local Helpdesk number and asking the same.

Does this help?