Extract index constituents and weights through COM API
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
Best Answer
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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.
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Answers
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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.
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You can use field names from the Portfolio category in the Formula Builder, e.g. TR.PortfolioConstituentName, TR.PortfolioShares, TR.PortfolioWeight.
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