Get the historical constituents with RICs and weights for the MSCI World in Python

Hello, i am trying to get the constituents with RICs and weights of the MSCI World Index. I have tried several approaches such as

ek.get_data("0#.WORLD(2020-12-09)", "TR.CommonName")

ek.get_data(['.WORLD'], ['TR.IndexConstituentName'])

I am unsure if the name 'World' is correct, the latter approach works for '.STOXX50'. Help would be appreciated. Thanks!

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Accepted answers

Jennifer

It doesnt work for me, also the current one doesnt. In the application it says "Your current entitlements do not allow Index Constituent Weightings "

This however works

ek.get_data(['IWDA.L'], ['TR.ETPConstituentRIC', 'TR.ETPConstituentName', 'TR.ETPConstituentWeightPercent'])

its a bit of a workaround since I am using the ishares ETF instead of the index itself but I think this should be fine. I just need to find out how to get the historical data now.

All comments

jason.ramchandani01

@Jennifer I dont think we carry historical constituents for MSCI world - only current:

df,err = ek.get_data("0#.MIWD00000PUS", "TR.CommonName")
df

this works but this does not:

df,err = ek.get_data("0#.MIWD00000PUS(20201012)", "TR.CommonName")
df

Maybe you could try another index for which we have historical constituents (FTSE all World for example).

df,err = ek.get_data("0#.FTAWORLDSR(2020-10-12)", "TR.CommonName")
df

I hope this can help

Jennifer

It doesnt work for me, also the current one doesnt. In the application it says "Your current entitlements do not allow Index Constituent Weightings "

This however works

ek.get_data(['IWDA.L'], ['TR.ETPConstituentRIC', 'TR.ETPConstituentName', 'TR.ETPConstituentWeightPercent'])

its a bit of a workaround since I am using the ishares ETF instead of the index itself but I think this should be fine. I just need to find out how to get the historical data now.

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