Trouble downloading constituent list Russell 3000 for a particular date using Datastream Excel Ad...

temple.ds3
temple.ds3 Newcomer
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Hi I am trying to use Datastream excel add in to download Russell 3000 constituents for a particular month and year through a table using the mnemonic LFRUSS3L followed by the two digit month and two digit year (e.g.: LFRUSS3L0105). I also used the other variations that are available for the annual lists (e.g.: LFRU053L0105, etc). But none of these are returning any data. This code seems to be working for other indices such as S&P 500 but just not for the Russell 3000 index. Can anyone help?datastream-error.jpg

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Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @temple.ds3

    I can run it properly.

    1675991590435.png

    The output is:

    1675991605506.png

    If you are still unable to get the data, please contact the Refinitiv Eikon with Datastream for Office support team directly via MyRefinitv to verify what the problem is.


Answers

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @temple.ds3

    Thanks for reaching out to us.

    I tested and found that the data is available from May 2005 (LFRUSS3L0505). If I request LFRUSS3L0405, it will return NA.

    According to this finding, it could be a content issue. Please contact the Datastream support team directly via MyRefinitiv to verify the availability of the required data.



  • temple.ds3
    temple.ds3 Newcomer

    @Jirapongse Thank you so much for your response! I am trying with LFRUSS3L0505, 0605 and such but it is still returning NA for me.

    Did you do anything else different?

    Thank you in advance!

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