Were there recent changes to "TR.IndexJLConstituentRIC.date" and "TR.IndexJLConstituentRIC.change"?

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I used to get index changes in the SPX using the following code:

index_changes = rd.get_data(universe = index_ric,fields = ["TR.IndexJLConstituentRIC.date", "TR.IndexJLConstituentRIC","TR.IndexJLConstituentName", "TR.IndexJLConstituentRIC.change"],parameters={"SDATE": init_date,"EDATE": end_date, 'IC':'B'})

As of yesterday, it is not working anymore, and the problem is related to "TR.IndexJLConstituentRIC.date" and "TR.IndexJLConstituentRIC.change".

Were there any changes on these data items or did the syntax change?

Expected outputs for TR.IndexJLConstituentRIC are delisted RICs such as sample RIC <ANSS.OQ^G25>.

Answers

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @EugeneTorres

    Thank you for reaching out to us.

    The fields may be changed to these.

    "TR.IndexJLConstituentChangeDate",
    "TR.IndexJLConstituentituentChange"

    The code could be:

    index_changes = ld.get_data(
        universe = ".FTSE",
        fields = ["TR.IndexJLConstituentChangeDate", 
                    "TR.IndexJLConstituentRIC",
                    "TR.IndexJLConstituentName", 
                    "TR.IndexJLConstituentituentChange"],
        parameters={"SDATE": "2022-01-31", "EDATE": "2022-04-01", "IC": "B"})
    
    index_changes
    

    However, please contact the helpdesk team directly to confirm this.