Downloading historical ETF holdings

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LK_1
LK_1 Newcomer
in Refinitiv Data Platform

I want to download the historical stock holdings of an ETF (VONE.O). I tried the following:

holdings = rd.get_data(universe = ['VONE.O'], fields = ['TR.FundHoldingRIC', 'TR.FundHoldingName', 'TR.FundHoldingsDate', 'TR.HoldingsDate', 'TR.FundNumberOfShares', 'TR.FundPercentageOfFundAssets'], parameters = {'SDate':'2023-01-01', 'EDate':'2024-12-31'})

This, however, does not produce the expected result. Except for the first 10, all rows are empty.

LSEG_API_output_ETF_holdings.png

How to download historical holdings for an ETF (i.e., for a specific date or date range)?

In addition, TR.FundHoldingsDate and TR.HoldingsDate have the same definition in the Data Item Browser, namely ‘Date of shares reported (YYYYMMDD)’. However, they are generally not consistent. What's the difference?

Answers

  • Gurpreet
    Gurpreet admin

    Hello @LK_1

    I think you might be running into the data threshold limits. This query returns close to 2.5 million data points which is well beyond the fair usage guidelines of the Workspace APIs. Please see these limits here.

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