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netr avatar image
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No longer able to retrieve a specific list of historical constituents

A few months back, I was able to get the historical data from the following index, "KLSE" using the following API:

get_data('0#.KLSE(2018-01-01)', list('TR.InstrumentName', 'TR.CompanyMarketCap(ShType=OUT)'))

But recently, nothing is returned unless I removed the date parameter. Using its other name, "KLCI" also did not return anything. However, the historical data are accessible on Eikon's UI.

Other indexes historical data such as "KLFI" are accessible e.g.

get_data('0#.KLFI(2018-01-01)', list('TR.InstrumentName', 'TR.CompanyMarketCap(ShType=OUT)'))

I've contacted customer support regarding the matter and they have asked me to post the question here.

Anything changed?

#contenthistoricalindexconstituents
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raksina.samasiri avatar image   raksina.samasiri

Hi @netr ,

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?
If so please can you click the 'Accept' text on the left side of the appropriate reply? This will guide all community members who have a similar question.

Thanks,
AHS

Jirapongse avatar image   Jirapongse

@netr

Hi,

Please be informed that a reply has been verified as correct in answering the question, and marked as such.

Thanks,

AHS

netr avatar image   netr Jirapongse
Hi, sorry but the response didn't answer the question but I have contacted support.

3 Answers

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Jirapongse avatar image
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@netr

Thanks for reaching out to us.

According to the Eikon Data API - Cheat Sheet article, you can use the following formula to get Index/Exchange Constituents as of a certain date.

IndexData,err = ek.get_data('0#.IXIC(20190102)',['TR.RIC'])
IndexData

However, it doesn't work with 0#.KLSE. You can contact the Eikon Excel support team directly via MyRefinitiv to verify what the problem is.


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raksina.samasiri avatar image
14.2k ●30 ●5 ●10

Hi @netr ,

I'm sorry for this inconvenient, could you please try the code below instead?

df, err = ek.get_data('0#.KLSE', ['TR.InstrumentName', 'TR.CompanyMarketCap(ShType=OUT)'], {'SDate':'2018-01-01'})
display(df)

1671421602466.png

I've checked with the output from Eikon Excel formula and the outputs are match.

1671421649515.png

Hope this helps and please let me know in case you have any further questions.


1671421602466.png (28.1 KiB)
1671421649515.png (39.0 KiB)
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netr avatar image
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I tried the same on Excel:

=TR("0#.KLSE","TR.InstrumentName;TR.CompanyMarketCap(ShType=OUT)","SDate=2020-12-31 CH=Fd RH=IN",G11)

but this seems to only get the market cap value, not getting the constituents for the specific year? Changing the year seems to retain the same constituents?

I compared the results from Bursa Malaysia's official list and it doesn't seem to match - notice the ones in red are not in the list:
1671441094190.png




1671441094190.png (180.3 KiB)
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