How do I get the list of the S&P500 constituents on any given date?
I can get the current list of the S&P constituents using this: ek.get_data('0#.SPX',['TR.CommonName', 'TR.InstrumentIsActive', 'TR.CompanyMarketCap', 'TR.PriceClose']).
But I would like to be able to get the list on any given date that I would pass on to the code. Is there any way to do this? Thank you.
Best Answer
-
There is, but the depth of historical data depends on the index provider. Try this for the snapshot of the constituents for January 1st, 2016:
tr.get_data(instruments=".SPX", fields=["TR.IndexConstituentRIC","TR.IndexConstituentName"], parameters={'SDate':'2016-01-01'})0
Answers
-
This works for me, thank you very much.
0 -
I tired this, but It seams that it does not return data before 2014. Is this data not avaalible?
0 -
The available data depend on the index that provides it
0 -
I would suggest calling Thomson Reuters Support Desk with this, they would be able to provide you more asset specific information.
0 -
Here's another method that I find to produce much better results:
tr.get_data("0#.SPX(2012-01-01)", ["TR.CompanyName"])0 -
Thanks. And yes, that's an easier method. Also if you want to get the close price (I am sure it works for other fields but i have not tried) for that specific date you can do:
tr.get_data("0#.SPX(2017-07-01)", ["TR.CompanyName","TR.PriceClose(2017-07-01)"])
0 -
Why does this does not return any RIC if supplied with 'TR.IndexConstituentRIC' ?
0 -
Two reasons.
- Incorrect syntax.
To retrieve index constituents using TR.IndexConstituentRIC field you need to use index RIC not the chain RIC, i.e. ".SPX" instead of "0#.SPX", and the date needs to be passed in the parameters of get_data method rather than in the instrument. - Index constituent history available through TR.IndexConstituentRIC field only goes back to 2016.
See the discussion on this thread for more details and alternative ways to retrieve historical index constitutes.
0 - Incorrect syntax.
-
Hi there, where could I find the depth information about apis or fields such your said "TR.IndexConstituentRIC field only goes back to 2016"? Thanks
0
Categories
- All Categories
- 3 Polls
- 6 AHS
- 36 Alpha
- 166 App Studio
- 6 Block Chain
- 4 Bot Platform
- 18 Connected Risk APIs
- 47 Data Fusion
- 34 Data Model Discovery
- 690 Datastream
- 1.5K DSS
- 629 Eikon COM
- 5.2K Eikon Data APIs
- 11 Electronic Trading
- 1 Generic FIX
- 7 Local Bank Node API
- 3 Trading API
- 2.9K Elektron
- 1.4K EMA
- 255 ETA
- 560 WebSocket API
- 39 FX Venues
- 15 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 25 Messenger Bot
- 3 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 60 Open Calais
- 280 Open PermID
- 45 Entity Search
- 2 Org ID
- 1 PAM
- PAM - Logging
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 23 RDMS
- 2K Refinitiv Data Platform
- 721 Refinitiv Data Platform Libraries
- 4 LSEG Due Diligence
- LSEG Due Diligence Portal API
- 4 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.2K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 12 World-Check Customer Risk Screener
- 1K World-Check One
- 46 World-Check One Zero Footprint
- 45 Side by Side Integration API
- 2 Test Space
- 3 Thomson One Smart
- 10 TR Knowledge Graph
- 151 Transactions
- 143 REDI API
- 1.8K TREP APIs
- 4 CAT
- 27 DACS Station
- 121 Open DACS
- 1.1K RFA
- 106 UPA
- 194 TREP Infrastructure
- 229 TRKD
- 918 TRTH
- 5 Velocity Analytics
- 9 Wealth Management Web Services
- 95 Workspace SDK
- 11 Element Framework
- 5 Grid
- 19 World-Check Data File
- 1 Yield Book Analytics
- 48 中文论坛
