Index constituents and related fields in refinitiv data api.

carlos.bielsa
carlos.bielsa Newcomer
in Eikon Data APIs

Hi Team,

Could you provide the details of where we can get index constituents and related fields in Refinitiv data api?

Thanks,

Varun Kumar Mishra

Tagged:

Best Answer

  • aramyan.h
    aramyan.h admin
    Answer ✓

    Hi @carlos.bielsa ,


    We have a codebook sample for index constituents analyis. Please open Codebook app in LSEG Workspace and navigate to /__Examples__/12. Indices and Benchmarks/Index_Constituent_Analysis.ipynb.


    Hope the sample covers the areas you are interested in. Nevertheless, let us know if any further questions.


    Best regards,

    Haykaz

Answers

  • carlos.bielsa
    carlos.bielsa Newcomer 
    image (4).png.zip

    Hi Team,
    We are using the code below to get index constituents. However for NASDAQ (.NDX)
    We do not get weight percent and we get the weight percent for .FTSE.  How do we get the right index_ric to get all the details for example NASDAQ,S&P500?

    summary = rd.get_data(
            universe = f'0#{index_ric}', 
            fields = [
                "TRDPRC_1", "TR.IndexConstituentWeightPercent.date", "TR.IndexConstituentWeightPercent", 
                "TR.CompanyMarketCap", "TR.PE","TR.PriceToSalesPerShare",
                "TR.F.PriceToBookValuePerShr","TR.EPSActValue", 
                "TR.DPSActValue","TR.ROEActValue"]
    )
    summary
  • aramyan.h
    aramyan.h admin

    Hi @carlos.bielsa ,


    It seems to return for me for .NDX, see below:

    index_ric = ".NDX"
    summary = rd.get_data(
            universe = f'0#{index_ric}', 
            fields = [
                "TRDPRC_1", "TR.IndexConstituentWeightPercent.date", "TR.IndexConstituentWeightPercent", 
                "TR.CompanyMarketCap", "TR.PE","TR.PriceToSalesPerShare",
                "TR.F.PriceToBookValuePerShr","TR.EPSActValue", 
                "TR.DPSActValue","TR.ROEActValue"]
    )
    summary

    screenshot-2024-11-08-at-144814.png


    Best regards,

    Haykaz

  • carlos.bielsa
    carlos.bielsa Newcomer

    Is it something related to the permission or subscription plan ?

    I tried same code you provided I have <NA> for weights.

    Attached the screenshot.Screenshot 2024-11-08 at 16.03.34.png

  • aramyan.h
    aramyan.h admin
    https://community.developers.refinitiv.com/discussion/comment/122898#Comment_122898

    Hi @carlos.bielsa , sorry for the late reply. yes that might be a permissioning issue.

Categories