ESG data for indices with Eikon data API
I am trying to get ESG data for indices for example 'SPX', using the following code:
etf_esg, err = ek.get_data('SPX',
['TR.TRESGScore','TR.TRESGScoreGrade','TR.ESGCScore',"TR.TRESGCScoreGrade",'TR.EnvironmentPillarScore','TR.SocialPillarScore','TR.fdfdf','TR.TRESGResourceUseScore'])
However, it returns only NaN values in Python.
How can I retrieve data properly?
Best,
Rupert
Best Answer
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Hi @Rupert.Geyang - thanks for your question. ESG Scores are provided at a company level. So if you wanted to check out a particular index - then you would get the constituents of that index and then get the ESG scores for all the constituents and then maybe provide an aggregate score weighted by either marketcap or revenue or profit etc. You can get the constituents of an index by providing a chain RIC - in the case of SPX that is '0#.SPX'
etf_esg, err = ek.get_data('0#.SPX',
['TR.TRESGScore','TR.TRESGScoreGrade','TR.ESGCScore',"TR.TRESGCScoreGrade",'TR.EnvironmentPillarScore','TR.SocialPillarScore','TR.fdfdf','TR.TRESGResourceUseScore'])
I hope this can help.
We also have an article on how to use ESG data overtime as you might find that of interest.
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Answers
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@RepRupert.Geyang, I do not think ESG is available for indices, but I am not 100% sure. One work-around is to get the ESG scores from a fund tracking that index. e.g. for SPX the ETF: LP40061133. Funds (including ETFs) ESG scores are available in RDP (Refinitiv Data Platform) Funds API.
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Thanks for your reply. Are fund ESG scores not available from Eikon data API?
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Thanks for your reply. Is there a way to extract the ESG scores of an ETF following an index, such as SPY in Eikon data API? I have tried to plug in SPY but didn't work.
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SPX is not a valid RIC code.
However .SPX -- (dot)SPX is a valid RIC code.
You can use "Data Item Browser" to double confirm that the data field is not available on .SPX
For example, on TR.TRESGScore data field.
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Hi, Thank you for your answer. I am now actually trying with SPY, which is the ETF for sp500. The data field is available. However this returns a NaN value for me:
ek.get_data('SPY',
['TR.TRESGScore'])
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If you mean to get all the holding RICs and get ESG score for each RIC, please see this example:
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Based on my understanding, the ESG scores at funds level is currently not available on Eikon API, but available on RDP Funds API.
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Thanks for this, I think this will work for me. I was just curious that I do see that Eikon offers these ESG data points for SPY, but they cannot be extracted to python?
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As far as I know we don't provide ESG ratings for ETFs or Funds in Eikon API. It seems like there may be some new services on Refinitiv Data Platform (RDP)that seem able to provide and ESG Rating for funds. However you will not be able to access this endpoint with your Eikon Login and would need to speak to your account team about what is available there and access to it. You will likely want to investigate how these scores are being weighted - by mkt cap etc as I mentioned above. Also if tracker funds are using derivatives you may not be getting the whole picture. So there will likely be a number of points of enquiry which your account team / content team can help with.
As an aside you can already see some new RDP endpoints you do have access to as an Eikon user - a much improved Historical Pricing API (a replacement for get_timeseries API), a new Search API, a new Symbology Service plus some new bond and derivative pricing analytics. This is easiest accessed using the new CODEBOOK app - a new hosted python scripting environment - (type 'CODEBOOK' into Eikon Search bar) and then looking at the Refinitiv Data Platform Examples.
I hope this can help.
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I received this update from Content Helpdesk:
I have confirmed that we currently cannot retrieve ESG data for funds on Excel. We're currently on the first phase of providing the data hence, it is only available on the overview page.
The ESG fields we have available on Excel(so its data fields could be used with Eikon Data API) is only supported for companies at this point.0 -
Hi @bob.lee
I also tested RDP API endpoints.
It does not provide ESG data for SPY
For company, it provides ESG data
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