Upgrade from Eikon -> Workspace. Learn about programming differences.

For a deeper look into our Eikon Data API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
3 0 0 2

What are correct parameters to fetch historical data for provided fields in Ownership Summary data?

location=rd.get_data(
    universe=["GE"],
    fields=['TR.InstrStatLocationId.date', 'TR.InstrStatLocationId', 'TR.InstrStatLocation', 
            'TR.CategoryInvestorCount', 'TR.CategoryOwnershipPct', 'TR.InstrStatCatSharesHeld',
            'TR.InstrStatCatShrsHldVal(Scale=6)'],
    parameters={'StatType': 3, 'SDate': "2024-05-01", 'EDate': "2024-07-01"}
) 
location

I received this code in my previous query which is working fine to fetch the historical data for Ownership summary.

And this works well in Location, Rotation, Style, and Investor Type which has StatType parameter.


I want the same for Top Investors, Holdings Concentration, and Turnover.


I am sharing how I am fetching these three at one point in time (as found in Refinitiv)

Holding Concentration:

hc =['SetLabel(Sum(TR.PctOfSharesOutHeld(EndNum=10)),"top10")','SetLabel(Sum(TR.PctOfSharesOutHeld(EndNum=20)),"top20")',
    'SetLabel(Sum(TR.PctOfSharesOutHeld(EndNum=50)),"top50")','SetLabel(Sum(TR.PctOfSharesOutHeld(EndNum=100)),"top100")',
    'SetLabel(Sum(TR.PctOfSharesOutHeld),All)',
    'SetLabel(Sum(TR.SharesHeld(EndNum=10)),"posn10")', 'SetLabel(Sum(TR.SharesHeld(EndNum=20)),"posn20")',
    'SetLabel(Sum(TR.SharesHeld(EndNum=50)),"posn50")', 'SetLabel(Sum(TR.SharesHeld(EndNum=100)),"posn100")',
    'SetLabel(Sum(TR.SharesHeld),"posnAll")',
    'SetLabel(Sum(TR.SharesHeldValue(EndNum=10)),"Val10")', 'SetLabel(Sum(TR.SharesHeldValue(EndNum=20)),"Val20")',
    'SetLabel(Sum(TR.SharesHeldValue(EndNum=50)),"Val50")', 'SetLabel(Sum(TR.SharesHeldValue(EndNum=100)),"Val100")',
    'SetLabel(Sum(TR.SharesHeldValue),sharesHeldValueAll)',
    'SetLabel(Count(TR.SharesHeld),investorsTotal),Curn=USD'
    ]
conc = fetch_refinitv_data(ric, hc)
conc

Turnover:

turnover = ['SetLabel(TR.OwnTrnverRating,turnoverRating)','SetLabel(TR.PctOfSharesOutHeld,os)','SetLabel(TR.SharesHeld,position)',
'SetLabel(TR.SharesHeldValue,heldValue)', 'Curn=USD']
turnover_ = fetch_refinitv_data(ric,turnover)
turnover_pivot = pd.pivot_table(turnover_, values= ['OS', 'POSITION', 'HELDVALUE'], index = ['Instrument', 'TURNOVERRATING'], aggfunc = 'sum')
turnover_pivot

Top Investors:


rd.open_session()
top_inv=rd.get_data(universe = ric, fields = ['TR.InvestorFullName,TR.PctOfSharesOutHeld, TR.SharesHeld, TR.SharesHeldValue, TR.InvestorType', 'TR.PctOfSharesOutHeld.date']
               #parameters = {'SDate':'-6M'}
)
top_inv.head(20)


Thanks in Advance,

refinitiv-dataplatform-eikon#content
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

1 Answer

· Write an Answer
Upvotes
6k 18 2 8

Hi @atul.arya ,


Is my last answer to your last question from this post cover the question here, or there is something else that I you interested here?


Best regards,

Hayakz

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.