Hi, how do I get the Stoxx 600 constituents list of any given date from Thomson Reuters for excel...
Best Answer
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The formula is
=TR(".STOXX";"TR.IndexConstituentRIC;TR.IndexConstituentName;TR.IndexConstituentWeightPercent";"SDate=2016-06-01")
The python code:
import eikon as tr
tr.set_app_id('blah')
df, e = tr.get_data(['.STOXX'],
['TR.IndexConstituentRIC', 'TR.IndexConstituentName','TR.IndexConstituentWeightPercent'],
{'SDate':'20160601'})
0
Answers
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Thank you, I put the formula in the excel sheet, however it returns me one single list of constituents. How can I retrieve the constituents for every month (or quarter) from a certain date? @Zhenya Kovalyov
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What is more, somethimes the result is "NULL", am I making any mistake?
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You either need to create a separate function for each date for which you'd like to retrieve the list of constituents. Or you can retrieve the list of joiners and leavers between two dates, e.g.
=TR(".STOXX","TR.IndexJLConstituentChangeDate;TR.IndexJLConstituentRIC.change;TR.IndexJLConstituentRIC;TR.IndexJLConstituentComName","SDate=2017-03-08 EDate=2018-03-08 IC=B CH=Fd RH=IN")0 -
Do you have an example you can share?
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Hello,
Do you have an example with Eikon .NET Api?
Also where can you find the documentation of the parameters field in the python get_data function?
Many thanks,
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All API documentation including tutorials and code samples can be found right here on this portal.
Here's the link to the page listing the APIs available with Eikon.
https://developers.thomsonreuters.com/eikon-apis-0/apis-in-this-family
If you're interested in streaming market data or timeseries of price history, click on the link to .NET APIs for use in custom applications. If you also need fundamental and reference data follow the link to COM APIs for use in custom applications (.NET APIs do not provide access to fundamental and reference data).0 -
And here's the link to the documentation page for Eikon Data APIs where you can find Eikon Data APIs for Python Reference Guide detailing the methods available through this API and their signatures including the parameters for get_data method.
https://developers.thomsonreuters.com/eikon-data-apis/docs0 -
Can you share the example code as mentioned by @Alex Putkov to offer further insight into your question?
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