-
I want historical option data for NSE/BSE related Index options
Hi I have been able to navigate a bit using a lot of your articles but reconstructing the expired rics is tricky without examples Below was my attempt which was sucessful for recent expiry dates but not historical. index_ric = '.NSEI' options_contracts = rd.discovery.search(view = rd.discovery.Views.EQUITY_QUOTES,top =…
-
GDAX options not returning TRDPRC_1 via API
I am downloading data for multiple security types (options, equities and indices) and below code provides me with the data I need except for (DAX) Index options at EUREX, e.g. GDAX236000U5.EX. So, most of the fields below will be empty for an option but I would expect at least "TRDPRC_1" to be populated as this can be…
-
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=[…
-
S&P 500 Index constituents every month
How can I get S&P500 index constituents every month since 2012-01-01? I am using excel sheet to download the data. I have tried using the function =@RDP .Data(".SPX","TR.IndexConstituentRIC","SDate=2012-01-01 CH=Fd RH=IN",B1) to get the ConstituentRIC, but it returned NULL. May I know why and how to solve this problem?…
-
Guidance on Retrieving Tick-by-Tick Data for Each DAX Futures Contract Since 2010
Dear Team ! I am trying to retrieve tick-by-tick data for each individual DAX Futures contract since 2010 using my Tick History subscription. My goal is to extract the data for each contract (e.g., March, June, September, December expirations for each year). Then I will handle the rollovers manually. I have encountered…
-
Historical Index Membership for RICs
Dear all, I am currently working on retrieving historical data for a set of RICs. While I am able to successfully obtain fundamental data, such as revenue information, I am facing challenges in retrieving historical Index membership Information. Below is the code I have implemented: df = rd.get_data(unique_ric_list,…
-
ETF Ownership of equity
Hi, I am currently looking for a way to retrieve the % of outstanding shares held by ETFs of a single equity. I know that I can do this manually by looking at the Fund Ownership of an individual equity, however, I am looking at 150 equities over the past 20 years on a monthly basis. Thus, doing it manually is not an…
-
Historical levels from inception till current date for an Index
Hi All, I am looking to get the historical levels (close price) for MOILGE index from 2008 till the current date. What should the formula be to get this data. I am currently using Eikon termina - MOILGE page - Prices & Charts - Updating the date range and then copying to excel. Regards, Grishin
-
'NoneType' object has no attribute 'get' error for API data
Hello all, I am trying to download a list of index constituents using the eikon data API, however, i am getting a 'NoneType' object has no attribute 'get' error for this code : import eikon as ek import pandas as pd from tqdm import tqdm # Import tqdm for progress tracking Your Datastream API keyapi_key = 'kEY ' Initialize…
-
Index constituents and related fields in refinitiv data api.
Hi Team, Could you provide the details of where we can get index constituents and related fields in Refinitiv data api? Thanks, Varun Kumar Mishra
-
"SDate" and "Period" parameters of get_data function
Hi everyone, Thanks to the insights from another user's thread on this forum, I was able to create a function that retrieves the historical constituents of the SP1500 at a specific point in time (specifically, at the end of each year). My ultimate goal is to get a list of firms which where constantly part of the SP1500…
-
Aggregating historical fundamental metrics by ETFs/Index through Refinitiv API
Hi guys, I would loke to know if there is a smart way to get time series for valuation/fundamental data at etfs/index level. The only way I found for now is to pull the historical weights and the fundamental/valuation data for each stock and then to aggregate manually, but this is - as you can imagine - not so clean, as…
-
Python API get_data function cannot pull data on .HEDGEINDEX
Hi, I'm using get_data function to pull index details with no problem until I need to grab the same data for a new index .HEDGEINDEX, in which case all I'm getting for this index is <NA>. Can anyone help me figure out a way to pull? Thanks. Below is my code: df_ric_ts, err_ric_ts = ek.get_data( ['.HEDGEINDEX', '.SPX'],…
-
Wrong Ric Root code in API
Hi all, I've noticed some inconsistencies in the API data, I'm wondering if I did anything wrong or if this is a data quality issue. I'm trying to retrieve the Ric Root code for indices. For this I use this function : def getRicRootFromIsin(isin): df = rd.discovery.search( view = rd.discovery.Views.SEARCH_ALL,…
-
How to get the total returns (per actual week) of former constituents of the Belgian all Shares?
Hi, I'm working on a thesis about the Belgian stock market and for this thesis I need the total returns of all the former constituents of the Belgian all share index (all the way back to 2002 or 2004). I know where the find the list of leavers and joiners but I do not know where to find a time series of actual weekly total…
