Get Information for equity indices?

ricardo.henriquez

Hello,

I would like to get equity index information, including the begin date, and data on their weighting calculations, issuer, index series type… Where can I find this information? I am assuming it exists since there are fields with these names.

Using the advanced search tool, I filtered US Large equity indices. However, I couldn't get the additional fields values.

On the DIB tool, for a given index, I couldn't find that info neither.

Also on the RDP API, there is no such data.

df, err = ek.get_data(
    instruments = [
        '.SOSGUSSP',
        '.SOSGUSSN',
        '.SOSGUSST'
    ],
    fields = [
        'TR.IndexHistoryBeginDate',
        'TR.IndexBeginDate',
        'TR.IndexName',
        'TR.IndexVariants',
        'TR.IndexIssuerName',
        'TR.IndexMktCapVendor',
        'TR.IndexWeightingSource',
        'TR.IndexWeightingType',
        'TR.IndexWeightingName',
        'TR.IndexWeightingName',
        'TR.IndexTotalReturn1Wk'
    ]
)

jonathan.legrand

Hi @ricardo.henriquez;

You can filter to look for what you're after in DIB, as per this video. E.g.: I could find the Country Headquarters by filtering datatypes:

and filtering with the gear symbol:

You can use the Search API to find the Indices you're after:

import refinitiv.data as rd
from refinitiv.data.content import search
rd.open_session()
# Fields we can collect with INDEX_INSTRUMENTS in Search API
fieldsResponse = search.metadata.Definition(
    view = search.SearchViews.INDEX_INSTRUMENTS
).get_data()
# Export metadata to a spreadsheet for easy viewing
fieldsResponse.data.df.to_excel("INDEX_INSTRUMENTS.xlsx")
# Send Search request
response = search.Definition( # for more on this: `help(search.Definition)`
    view=search.SearchViews.INDEX_INSTRUMENTS, # for more on this: `help(search.SearchViews)`
    query="USA",
    top=20 # 10000 max if memory serves me right
).get_data()

response.data.df

rd.close_session()