Historical % Institutional ownership (Thomson Reuters 13F) Python API

ricardo.henriquez

Hi all,

I want to replicate Institutional Ownership studies, like Chen, Hong and Stein (2002) and Lehavy and Sloan (2008). To do so, I need 13fillings data, or historical % institutional ownership.

Based on @Alex Putkov.1 answer https://community.developers.refinitiv.com/questions/45438/how-do-i-get-historical-ownership-summary-of-a-com.html.

I would like to loop the command over several quarters (2010Q1-to 2020Q4) using '0#.SPX' as the RICs chain. So far, without luck...

Similar threads @charles.malafosse https://community.developers.refinitiv.com/questions/39056/how-to-get-all-investors-for-a-list-of-stocks-hist.html and @swapna.dr https://community.developers.refinitiv.com/questions/44105/instituitional-ownership-over-time.html

Any ideas?

If this API is not the best way to do it, do you have any recommendation or alternatives?

Alex Putkov.1

@ricardo.henriquez

If all you need is the % of shares held by institutions, you can get it from Ownership Statistics. In CodeCreator app the path to the fields category is Ownership - Ownership Statistics (Investors). E.g. to get percentage ownership stats by investor category for a single stock as of a given date you can use

ek.get_data('AAPL.O',['TR.CategoryOwnershipPct','TR.InstrStatTypeValue'],
            {'StatType':7, 'SDate':'20201231'})

To retrieve these stats for a set of dates and for multiple stocks you can use the above request and loop through the list of dates and/or stocks. Or you can retrieve monthly series of stats between SDate and EDate for a list of stocks in a single request.

ek.get_data(['AAPL.O','IBM.N','CSCO.O'],
            ['TR.CategoryOwnershipPct.date',
             'TR.CategoryOwnershipPct',
             'TR.InstrStatTypeValue'],
            {'StatType':7, 'SDate':'20201231', 'EDate':'20210301'})