Missing values for TR.IndexJLConstituentRIC.change when querying leavers and joiners of indices

See the following code (that works in general) and output. Until a few weeks ago, the code worked without the missing values.

How can I get the (non missing) values for the variable TR.IndexJLConstituentRIC.change?

ld.open_session()
SP100_constitutents_Leavers_Joiners_df = ld.get_data(
universe=[
'.OEXA'
],
fields=[
'TR.IndexJLConstituentChangeDate',
'TR.IndexJLConstituentRIC.change',
'TR.IndexJLConstituentRIC'
]
,
header_type=HeaderType.TITLE,
parameters = {
'SDate':'2010-01-01',
'EDate':'2024-12-31',
'IC':'B'})

ld.close_session()

Thank you very much in advance!

Best regards

Clemens

Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @Clemens_Tegetmeier

    Thank you for reaching out to us.

    The fields should be changed to the followings.

    fields = ["TR.IndexJLConstituentChangeDate", 
       "TR.IndexJLConstituentRIC",
       "TR.IndexJLConstituentName", 
       "TR.IndexJLConstituentituentChange"]