How do I use the Eikon API to get detailed ETF position data?

yuyang

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Accepted answers

chavalit-jintamalit

Hi @yuyang

You can use "CODECR" application in Eikon to check for the available fields.

From your provided screenshot, here is the sample code:

df, err = ek.get_data(
    instruments = ['ARKK.K'],
    fields = [
        'TR.ETPConstituentRIC',
        'TR.ETPConstituentName',
        'TR.ETPConstituentShares',
        'TR.ETPConstituentWeightPercent'
    ],
    parameters = {'SDate': '2021-04-30'}
)
df = df.sort_values('Weight percent', ascending=False)
df.head(10)

All comments

bob.lee

@yuyang, Firstly, you may need to find the Lipper ID for that ETF, in your sample case, the ARK Innovative ETF is 40209693, hence the ID used for Eikon is "LP40209693". Then the following call will return the latest holdings:

fund_holdings = ek.get_data('LP40209693', ['TR.FundHoldingRIC','TR.FundHoldingName','TR.FundPercentageOfFundAssets','TR.FundNumberOfShares','TR.FundNumberOfSharesChanged'],{'Endnum':'5000'})

chavalit-jintamalit

Hi @yuyang

You can use "CODECR" application in Eikon to check for the available fields.

From your provided screenshot, here is the sample code:

df, err = ek.get_data(
    instruments = ['ARKK.K'],
    fields = [
        'TR.ETPConstituentRIC',
        'TR.ETPConstituentName',
        'TR.ETPConstituentShares',
        'TR.ETPConstituentWeightPercent'
    ],
    parameters = {'SDate': '2021-04-30'}
)
df = df.sort_values('Weight percent', ascending=False)
df.head(10)

yuyang

Thank you for your reply. When I used this method to obtain ETF positions, I often found that I could not request data but returned NaN. Could you please tell me what happened?

Jirapongse

@yuyang

You may verify the data by using Eikon Excel with the formula builder. If the data in the Eikon Excel is also NaN, it could be a content issue. You should directly contact the content support via MyRefinitiv to verify the problem.

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