Retrieve historical fraction of shares traded by ownership turnover

I am interested in getting a time-series (via Eikon API for python) on the fraction of traded shares by investors turnover.
Specifically, I am interested in a breakdown by turnover of a stock´s investor ownership, see screenshot below for an example of Apple (AAPL.O). In other words, I would like to reproduce those 53.08% for Low turnover in EIKON API for python and get a time-series of historic values of the same coming from former filings. Would you please help me in this regard? Best, Maximilian
Best Answer
-
Hello @mfu.fi ,
Could you please share the Excel formula that replicates the 53.08% you mentioned?
I tried with the formula below, and the summation of the output I got is 58.7982. However, let me share the formula I used.
=@TR("AAPL.O","TR.PctOfSharesOutHeld","CH=Fd RH=IN",B2)
here's the Python code for the formula
df, err = ek.get_data("AAPL.O","TR.PctOfSharesOutHeld")
dfan output os-01.png
To get the data of a specific date, you may put the parameter 'SDate' into the formula
=@TR("AAPL.O","TR.PctOfSharesOutHeld","SDate=2021-07-06 CH=Fd RH=IN",F2)
python code
df, err = ek.get_data("AAPL.O","TR.PctOfSharesOutHeld",{"SDate":"2021-07-06"})
dfan output os-02.png
Plus, to know which parameters can be used on a specific field, you can click 'Parameters & Quick Functions' in Formula Builder, here you will see that the 'As of' can be used to indicate the date
0
Answers
-
quick update: I managed to replicate those 53.08% using TR.PctOfSharesOutHeld in excel. However, I could not find any option to retrieve historical data for different file dates. Also, I would be interested in equivalent queries for the Eikon Python API I am using. Any hints are appreciated!
0 -
Formula Builder
0 -
The excel command is:
=TR("AAPL.O";"TR.HoldingsDate;TR.PctOfSharesOutHeld; TR.OwnTrnverRating";"InvestorTurnover=LOW";B2) for Apple.
I am looking for something similiar for the Python API. In addition, instead of TR.OwnTrnverRating I need the specific turnover values (i.e. turnover rates which are translated to LOW if turnover rate < 50%, Mid if turnover rate <100% etc.)
0
Categories
- All Categories
- 3 Polls
- 6 AHS
- 36 Alpha
- 166 App Studio
- 6 Block Chain
- 4 Bot Platform
- 18 Connected Risk APIs
- 47 Data Fusion
- 34 Data Model Discovery
- 684 Datastream
- 1.4K DSS
- 615 Eikon COM
- 5.2K Eikon Data APIs
- 10 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- 3 Trading API
- 2.9K Elektron
- 1.4K EMA
- 250 ETA
- 555 WebSocket API
- 37 FX Venues
- 14 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 23 Messenger Bot
- 3 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 60 Open Calais
- 275 Open PermID
- 44 Entity Search
- 2 Org ID
- 1 PAM
- PAM - Logging
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 22 RDMS
- 1.9K Refinitiv Data Platform
- 643 Refinitiv Data Platform Libraries
- 4 LSEG Due Diligence
- LSEG Due Diligence Portal API
- 4 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.2K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 12 World-Check Customer Risk Screener
- 1K World-Check One
- 46 World-Check One Zero Footprint
- 45 Side by Side Integration API
- 2 Test Space
- 3 Thomson One Smart
- 10 TR Knowledge Graph
- 151 Transactions
- 143 REDI API
- 1.8K TREP APIs
- 4 CAT
- 27 DACS Station
- 121 Open DACS
- 1.1K RFA
- 104 UPA
- 193 TREP Infrastructure
- 228 TRKD
- 915 TRTH
- 5 Velocity Analytics
- 9 Wealth Management Web Services
- 90 Workspace SDK
- 11 Element Framework
- 5 Grid
- 18 World-Check Data File
- 1 Yield Book Analytics
- 46 中文论坛