I would like to extract the list of index constituents and weights through the COM API. Is this possible, and can you provide a sample?eikon-index-constituents.png
I would like to extract the list of index constituents and weights through the COM API. Is this possible, and can you provide a sample?eikon-index-constituents.png
Hello @justin.boudreau
Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?
If so please can you click the 'Accept' text next to the appropriate reply. This will guide all community members who have a similar question.
Thanks,
AHS
Hello again!
Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?
If yes please click the 'Accept' text next to the reply. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.
Thanks,
AHS
@justin.boudreau, please be informed that a reply has been verified as correct in answering the question, and has been marked as such. Thanks, AHS
If you uses COM APIs for use in custom applications, you can use DEX2 to retrieve this information. The example is in Fundamental and Reference Data example.
Asset Class : .STOXX50
Fields List: TR.IndexConstituentName;TR.IndexConstituentWeightPercent
The result is:
If you use a different API, please provide me a link to that API.
Thank you, this is helpful.
Is it possible to extract similar data for a custom index/portfolio that I have created in the PORT tool?
The formula builder found my index, but the TR.IndexConstituent fields return null.
You can use field names from the Portfolio category in the Formula Builder, e.g. TR.PortfolioConstituentName, TR.PortfolioShares, TR.PortfolioWeight.