Downloading a subset of the MSCI ACWI using iShares ETF

ricardo.henriquez

I want to replicate the following Jupiter Notebook from Refinitiv's Github.

https://github.com/Refinitiv-API-Samples/Article.EikonAPI.Python.SustainablePortfolioSelection/blob/main/SustainablePortfolioSelection.ipynb

But I am stuck at the beginning since I cannot download the MSCI ACWI index constituents.

Line 2 of the the notebook says

"We use Eikon to get the constituents of the index. For simplicity we will reduce the list of entries here to 100."

N=100
constituents, err = ek.get_data(['IWDA.L'], ['TR.ETPConstituentRIC', 'TR.ETPConstituentName'])
constituents.rename(columns={'Constituent RIC': 'ric', 'Constituent Name': 'name'}, inplace=True)
constituents = constituents[['ric','name']][0:N]
print(constituents)

Using the iShares ETF instead of the index seems to be also the solution in this other thread. But I either get a backend error message or either get <NA> .

https://community.developers.refinitiv.com/questions/70410/get-the-historical-constituents-with-rics-and-weig.html

Is there another workaround to get MSCI ACWI constituents?

Thank you

raksina.samasiri

Hi @ricardo.henriquez ,

I belive there's nothing wrong with the code but the RIC itself as I've tried running this code with another constituent (ACWI.L) and found that the data is returned properly, but for 'IWDA.L', I also get the same result as you. Hence, it means the RIC 'IWDA.L' has no data, you can get more clarification on this RIC or ask for the RIC that can be used instead of this by raising the support ticket via MyRefinitiv.

Hope this helps and please let me know in case you need help raising a ticket on your behalf.