Upgrade from Eikon -> Workspace. Learn about programming differences.
For a deeper look into our Eikon Data API, look into:
Overview | Quickstart | Documentation | Downloads | Tutorials | Articles
Hello,
Is there a way to download historical daily prices for all constituents of a stock index (e.g. S&P 500, NYSE, NASDAQ etc) for as many days possible back in the past? Either way would work i.e. through Excel or Eikon Web/GUI or Python etc..
Thanks in advance!
Hi,
Thank you for your participation in the forum.
Are any of the replies below satisfactory in resolving your query?
If yes please click the 'Accept' text next to the most appropriate reply.
Otherwise, you may share an answer and then accept it. This will guide all community members who have a similar question.
Thanks,
AHS
Hi,
Thank you for your participation in the forum.
Are any of the replies below satisfactory in resolving your query?
If yes please click the 'Accept' text next to the most appropriate reply.
Otherwise, you may share an answer and then accept it. This will guide all community members who have a similar question.
Thanks,
AHS
Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.
Thanks,
AHS
For an index with a small number of constituents you may be able to retrieve price history in a single request. E.g. the following Excel worksheet function retrieves daily price history for the last 30 years for current constituents of Dow Jones Industrial Average Index.
=TR("0#.DJI","TR.CLOSEPRICE","EDate=-30Y SDate=0D RH:Date CH:In")For indices with larger number of constituents you'd need to split the request: first retrieve the list of constituents, then slice the list and retrieve price history for a few stocks at a time (or maybe even just one stock at a time if you choose to use Eikon Data APIs).
