How to retrieve MSCI index constituents & weights (index shares + weights) ?

sylvain.freneat0 · April 2021

For example for MSCI Europe .dMIEU00000PUS the weight in the index for LVMH (one of the constituents) is 1.94% and it represents 277,616,536 shares.

I can get the constituents in Python, but i don't know how to get the number of shares in the index and the weight in the index.

Thanks for your guidance.

Sylvain

sylvain.freneat0 · April 2021

screenshot in Codebk :

sylvain.freneat0 · April 2021

example of what we have inside EIKON. I would like the same in Python

zoya faberov · April 2021

Please see both answers in this related discussion thread, does this help?

sylvain.freneat0 · April 2021

Hi @zoya faberov yes actually I found the correct fields to use in combination of an index.

We need to use those fields :

TR.IndexConstituentWeightPercent -> for the Weights of the constituents

TR.IndexConstituentShares -> for the number of shares of the constituents

Welcome!