Historical ETF Holding Weights

User23

Dear Refinitiv Team,

I know this question was discussed already a couple of times - but I am not succeeding: I am trying to get the ETF holdings weights (overtime) for the RPV - "Invesco S&P 500 Pure Value Index" which tracks the ".SP500PV". I am also fine with the holding weights of the underlying index the "SP500PV".

I tried several things to get either the weights of the ETF or of the SP500PV itself:

The "best" I could do was (where date_for_query is a variable).

ek.get_data('Index('RPV',' + date_for_query + ')',['TR.IndexConstituentWeightPercent','TR.RIC'])[0]

Unfortunately, this request results in the same table for any date. Hence I don't get the weights over time.

I also tried to access the holding weights via the following but no weights are reported:

ek.get_data('RPV',['TR.ETPConstituentRIC','TR.ETPConstituentWeightPercent'],{'SDate': '2012-01-01'})

I also tried to access the weights with the Index and the "0#" method.

Is there a way to obtain the "tracking basket" of the ETF over time? Another alternative would be to get the DERIVED HOLDINGS (it's only monthly though).

Many thanks

Lorenzo

jason.ramchandani01

@User23 Unfortunately we don't carry historical constituents for all indices. I was able to get the constituents for a particular date (I checked these do change overtime) for the RPV ETF but sadly not the weights - the vendor does not supply us the weights.

df, err = ek.get_data('RPV',['TR.ETPConstituentRIC','TR.ETPConstituentWeightPercent'],{'SDate': '2017-01-03'})

df

If you would like to request the data please submit a content enhancement request via Contact Us. I hope this can help.