How to program in python the time series of the percentage of stocks in an index

ben.victorio
ben.victorio LSEG
in Eikon Data APIs

Can you advise how program in python the time series of the percentage of stocks in an index? Let's say the S&P 500, which their end of day prices are above or below their 50 (100 or 200) days moving average.

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  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @ben.victorio

    It is better to contact the Eikon Excel support team to verify how to do it in Eikon Excel with the =TR function.

    Then, we can convert the formula used in Eikon Excel to Python code.

    For example, "Let's say the S&P 500, which their end of day prices are above or below their 50 (100 or 200)". We can use the following code to get 50-Day SMA.

    df, err = ek.get_data("0#.SPX",["TR.Price50DayAverage","TR.PriceClose"])
    df


    1624252704232.png


    Then, we can calculate the percentage of stocks that have end-of-day prices above 50-day SMA.

    (len(df[df["Price Close"] > df["50-day SMA"]])/len(df))*100

    The output is 30.89%.

    In conclusion, please directly the Eikon Excel support team via MyRefinitv (https://my.refinitiv.com/content/mytr/en/helpandsupport.html) to verify how to do it in Eikon Excel. Then, we can convert the Excel formula to the Python code that uses Eikon Data API to retrieve the data.

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