Is it possible to download historical ETF holdings

ajalden
ajalden Newcomer
in Eikon Data APIs

I would like to be able to download historical holdings for the etf ticker IWV as of a few specific dates (e.g. 12/31/2020, 12/31/2019). Ideally I'd like to amend the following code to achieve this:


hldgs, err = ek.get_data(instruments = 'IWV',
fields =['TR.FdSecurityOwnedRIC;TR.FdInvestorFilingDate;TR.FundPercentageOfFundAssets(EndNum=5000)'])


Can you advise if and how I can adjust this code to get this data as of one of the dates above?

Thanks!

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Best Answer

  • [Deleted User]
    [Deleted User] Newcomer
    Answer ✓

    Hi @ajalden ,


    Is this in Python? If so, I found that the below works well:


    hldgs, err = ek.get_data(instruments='IWV',
                             fields=["TR.FdSecurityOwnedRIC",
                                     "TR.FdInvestorFilingDate",
                                     "TR.FundPercentageOfFundAssets(EndNum=5000)"],
                             parameters={'SDate': '2019-12-31',
                                         'EDate': '2020-12-31'})


    Otherwise, using the Data Item Browzer (DIB):

    1624609833520.png


    I found the following worked well (using 'FdInvestorFilingDate' as an e.g.) :


    hldgs, err = ek.get_data(instruments='IWV',
                             fields=["TR.FdInvestorFilingDate(SDate=0,EDate=-5,Frq=FY)",
                                     "TR.FdInvestorFilingDate(SDate=0,EDate=-5,Frq=FY).calcdate",
                                     "TR.FdInvestorFilingDate(SDate=0,EDate=-5,Frq=FY).date",
                                     "TR.FdInvestorFilingDate(SDate=0,EDate=-5,Frq=FY).effectiveTo",
                                     "TR.FdInvestorFilingDate(SDate=0,EDate=-5,Frq=FY).instrument",
                                     "TR.FdInvestorFilingDate(SDate=0,EDate=-5,Frq=FY).instrumentid",
                                     "TR.FdInvestorFilingDate(SDate=0,EDate=-5,Frq=FY).SecurityOwnedRIC"])


    Does this answer your question?

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