The most recent content from our members.
I couldn't get exporting portfolio list through API with received following guide on this. Can you please help me with that or instruct me? ,, The only option now to get daily returns for a portfolio since inception would be using the PAM API in a multi-step process. First, run a request for each portfolio using the API…
... DASH and Portfolio and Lists available in Eikon. I am using Eikon Data API and would like to retrieve data from personal portfolios and lists which I created in Eikon. Optimally I want to retrieve and modify holdings. In general I would like to access data accessible in PORTF, DASH and Portfolio and Lists in Python or…
... API) Hello, We have a problem with the Python refinitiv.data API and custom instruments inside portfolios. We believe this is an unintended behaviour of the API that must be fixed. We know that with the following rd.get_data() call rd.get_data(["PORTFOLIO('"+ portfolio_code +"')"], ['TR.PortfolioShares']) We can…
Hello! I'm using the Eikon APIs, I'm looking to get holdings on the fund/portfolio level. On the full firm level, I can do: data, err = ek.get_data([cusip], ['TR.H.REPORTDATE', 'TR.H.HoldingCompanyName', 'TR.H.PARHELD',] However, if a firm has multiple funds invested in that CUSIP, this will return it on a firm aggregated…
Is it possible to update a custom portfolio's weights using Python? For example, is there a function where I could upload an array/dataframe containing new trades or updated portfolio weights and have it updated the portfolio in Eikon?
Client wants to export portfolio data/file from Eikon to Python
I need to create a multi asset class portfolio so that I can compare Bitcoin to the portfolio. I need to know whether adding bitcoin to a multi asset class portfolio will being any diversification benefits. How do i create a portfolio like this?
Is it possible to call up the Attribution Analysis (Brinson Style Attribution in Portfolio Analysis) via Python?
... Quants Tutorial 6 - Portfolio Theory" When testing the code in video tutorial "Eikon Data API - Python Quants Tutorial 6 - Portfolio Theory", I found it's hard to have minimized volatility by the sample code demonstrated in the video. The average weight as initial guess will always be the optimization result. If a…
I'm trying to pull the holdings and shares of a portfolio I've uploaded into Eikon, in Python. My code is : ek.get_data(instruments=['Portfolio(xxxx)'],fields=['TR.PortfolioStatementDate','TR.PortfolioName','TR.PortfolioConstituentName', 'TR.PortfolioShares'],parameters={'SDate':'20200115','EDate':'20200115'}) I still only…
It looks like you're new here. Sign in or register to get started.
