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Historical S&P Constituents
Hello, I am currently writing my Master thesis and I am in need of the constituents of the S&P500 on several historical dates. I am using the Workspace Formula Builder in Excel. Unfortunately it does not work. Does anybody have an idea or knows how to do it in the web version? Many thanks!!! Robin
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Help Needed: Historical OMXSPI Constituents Using Eikon Excel Add-Ons
Hi everyone! I’m a bachelor’s student from Sweden, currently writing my thesis on excess comovement by index events. This is my first time using Eikon, and I have access to the Eikon Excel add-ons. I’m trying to retrieve historical data on the constituents of the OMX Stockholm All-Share Index (.OMXSPI) for my research.…
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"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…
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Eikon box shows different fund constituents than EIKON Python API
@nick.zincone Hi, I am using EIKON API to retrieve Fund constituents using Python ("EAP" in sequel) script shown below. Upon comparing it with what I get from EIKON box (Derived Holding), I see a "slightly" different picture a. "EAP"result gives a total of weights equal to ~300% whereas EIKON box shows 100% ("ACCOUNTS…
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How can I get the ROE, ROI, WACC for the constituents of the Stoxx600?
I need the estimates of ROE, ROI, and WACC from 1970 with the highest available frequency for all constituents of the Stoxx 600. Thank you to anyone who can provide assistance with this.
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Is Free Float Market Cap available in any of the RDP APIs?
Hi, Similar to the content discussed in the following thread from 2020, I was wondering if a historical / point in time Free Float Market Cap can now be obtained from any of the Refinitiv Data Platform APIs? https://community.developers.refinitiv.com/questions/67381/how-do-i-retrieve-index-constituents-in-rdppython.html…
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How to view the historical percentage composition of an index (e.g., S&P500) over the past 40 years
Hi all, I want to know how i can export the data named in the question above into excel. I need to see the percentage composition of two indices over the past 40 years. Hope someone can help me with that. Thanks
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Get list of constituents of an issuer curve
Hi, Does anyone know how I can get a list of constituents of an issuer curve like '0#DEAAAEURAGEBMK='? In the Data Item Browser, I can only find "TR.IndexJLConstituentsName", which shows the last constituents that joined or left. Is there a way to obtain the full list of constituents? Thanks.
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Retrieve Equity Index Info via fuzzy search on RDP
Hi Team, Hi Nick nick.zincone is there any reason why the below query gives results on Advanced Search Tool of EIKON, but not in RDP? Also, how can I get the constituents (and weights thereof) of whatever Equity Index that comes out of the query below? import refinitiv.dataplatform as rdp rd.open_session() sFilter = "(…
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Operating metrics of all index const
I'm able to pull the index constituents as of a particular date, using: df = ek.get_data('.RUT', ['TR.IndexConstituentRIC', 'TR.IndexConstituentWeightPercent'], parameters={'sdate':'2022-04-30','edate':'2022-04-30'})[0] holdings_list = df['Constituent RIC'].str.cat(sep = ', ') How can I use the API to pull operating…
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Index constituents items in Data Item Browser (DIB)
Hello, I am trying to get some index constituents details of some indices using Eikon data API. I can get some basic data using "TR.IndexConstituentxxxx" items like the query below. However, I cannot find these fields using DIB in my Workspace. There is no item if I search using "TR.IndexConstituent". If I type…
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Retrieving historical constituent data using R
Hi Team, we have a client that is trying to retrieve historical data using R with the following code: get_data('0#.KLSE(2018-01-01)', list('TR.InstrumentName', 'TR.CompanyMarketCap(ShType=OUT)')) but they are not able to retrieve it. Client said they were able to retrieve this previously with the below image similar…
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Retrieve the constituents of a yield curve at a specific value date using Eikon Data API (Python)
This is a follow up to my earlier question https://community.developers.refinitiv.com/questions/48802/retrieve-the-constituents-of-a-yield-curve-using-e.html As the constituents making up a specific yield curve like `0#AEURNFI` change over time, would it be possible to retrieve the list of yield curve constituents at a…
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Index constituents Python
I'm trying to pull index constituents from Datastream. I tried following the example shown here: https://community.developers.refinitiv.com/questions/100587/python-index-constituents.html However when I run this I do not get back any constituents, the response only shows the Index I passed. Request: Response:
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How to retrieve time series of the constituents and weights of Russell Nomura Total Market Value ...
...Index via Eikon Data API? Can you please let me know the RIC and fields to retrieve historical data of the constituents and weights of Russell Nomura Total Market Value Index(.FRURNVU) via Eikon Data API?
