Hello LSEG Community,
I am currently collecting data on many ESG ETFs through Refinitiv workspace using rd.get_history in Python. However, I would like to know if their is a function I can use to filter ETFs that I have downloaded from Refinitiv Workspace based on their specific Morningstar Ratings. This is so I can only use ETFs that have a 5 or 4 star Morningstar Rating. This is the function I am using now:
etfs = ["QQQ.O", "ACWI.O", "TLT.O", ...] df = rd.get_history( universe=[etf], fields=["TR.PriceClose(Curn=USD)"], start="1980-12-31", end="2023-12-31")
If this is not possible, is their another way I could filter these ETFs based on the Morningstar Rating using Python?
Regards,
Xavier