Can't get constituents of Russell index

wasim
wasim Explorer
in Eikon Data APIs

I am trying to get constituents of Russell 1000 and Russell 2000 index but the following codes did not work:

ek.get_data("0#.RUT","TR.RIC")

ek.get_data("0#.RUI","TR.RIC")

I've tried "RUI-E" and "RUT-E". They did not work either.

This function works for some other index, however, for example:

ek.get_data("0#.STOXX","TR.RIC").

What is the correct RIC to use or what other functions can I use? Thanks in advance.

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Best Answer

  • Alex Putkov.1
    Alex Putkov.1 ✭✭✭✭✭
    Answer ✓

    You can use Equity Screener to retrieve index constituents. Follow the Screener wizard, which provides GUI to aid you in constructing the screener query in Excel, which you can then copy & paste into your code. You may want to watch a 3 minute tutorial video titled "Create Data Retrieval Functions using the Equity Screener in Excel", which you can find by copying and pasting this title into Eikon command/search bar. Here's the expression you can use to retrieve the constituents of Russell 2000:

    ek.get_data('SCREEN(U(IN(indices(4387873/*Russell 2000 */))/*UNV:Public*/))',['TR.CommonName'])

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