Getting .xu030 index constituents and weights daily for a time interval, Python

kerem.baykal
kerem.baykal Newcomer
in Eikon Data APIs

Hi,

I am trying to get the index constituents and their weights for .xu030 (BIST30 Index)


I already have the following code to get the index constituents and their weight for a single date:

df_constituents, err = ek.get_data(#0.xu030, "TR.IndexConstituentWeightPercent",{'Sdate':'2019-10-01})

This works fine for 2019-10-01.

However, I am trying to get all index constituents and weights for,

start date: 2019-10-01, end date: 2019-11-04

Ideally, I'd like to get all index constituents and their weights in 1 pandas dataframe, if I can.

Thank you in advance.

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Best Answer

  • Alex Putkov.1
    Alex Putkov.1 ✭✭✭✭✭
    Answer ✓

    Index constituents weights can only be retrieved one date at a time, so the only option is to retrieve the constituents and weights for each day in your date range and combine the results.

Answers

  • kerem.baykal
    kerem.baykal Newcomer

    Hi Alex,

    Thank you. Taking index constituents and weights day by day takes such a long time... It's a bummer that Refinitiv isn't providing this in one go. I was hoping that maybe this existed as a time series.

    Thanks

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