I would like to retrieve all the constituent bonds in a EUR Corporate bond index such as .IBBEU003D using Eikon Python API (preferred) or the Datastream Python API.
My Eikon API code attempt is as follows:
df, err = ek.get_data( instruments = ['.IBBEU003D'], fields = ['TR.PortfolioConstituentsName', 'TR.IndexConstituentName'], parameters = { 'SDate':'2006-01-02' } ) df
Certain Data items have a TR.PortfolioConstituentsName field, that comes up empty when I try to access it.