Extract index constituents and weights through COM API

justin.boudreau · June 2018

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

Jirapongse · June 2018

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.

justin.boudreau · June 2018

Jirapongse

Jun 5, 2018

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.

Alex Putkov.1 · June 2018

justin.boudreau

Jun 5, 2018

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.

Extract index constituents and weights through COM API

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