I want to retrieve the same informations like in this post in Datastream.
Here is the formula I'm using to retrieve this information.
I tried with the following list constituents (LFRCAC40, LDJSTOXX and LMSWRLDD) but the results are not correct.
The returned data are at the company level and not at the index level
Expected values returned by Refinitiv Data Library:
import refinitiv.data as rd rd.open_session() INDEX_CONSTITUENT_SHARES_FLD = "TR.IndexConstituentShares" INDEX_CONSTITUENT_RIC = "TR.IndexConstituentRIC" INDEX_WEIGHT = "TR.IndexConstituentWeightPercent" df = rd.get_data(".FCHI", [INDEX_CONSTITUENT_RIC, INDEX_WEIGHT, INDEX_CONSTITUENT_SHARES_FLD]) df
can someone have a look, please ?