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?
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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?
Hello @hiroko.yamaguchi1
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Thanks,
AHS
5k
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Hi @hiroko.yamaguchi1 ,
Thank you for your question. This would be the code to retrieve index constituents and the weights. See example for .FTSE.
df, err = ek.get_data('.FTSE',
['TR.IndexConstituentRIC' , 'TR.IndexConstituentName',
'TR.IndexConstituentWeightPercent','TR.IndexConstituentShares'])
df
However, this code produces NAs for .FRURNVU. I have checked in Workspace and there is no constituent data for that there as well. To learn more about the reasons, I would advice raising a content query via MyRefinitiv.
Hope this helps.
Best regards,
Haykaz
