How can I get the index constituents with float shares and Total Shares via API COM at any given date ?

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Question by h.k · Nov 05, 2019 at 01:51 PM · eikon eikon-data-api python workspace workspace-data-api refinitiv-dataplatform-eikon index

How can I get the index constituents with float shares and Total Shares via API COM at any given date ?

I tried to retrieve data using DEX2 TimeSeries with :

Item list : 0#.FCHI

Fields : TR.IndexConstituentRIC;TR.FreeFloat

Request Parameters : '"Sdate":"2019-10-31"

The IndexConstituent is right but the free float is wrong for all the securities.

Thank you for your help.

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Answer 1 · 2019-11-06T10:51:04Z

REFINITIV

Best Answer

Answer by chavalit · Nov 06, 2019 at 10:51 AM

Hi @h.k

I can confirm that the DEX2 API retrieves the data correctly in technical point of view.

(But I cannot confirm if the data is correct or not)

To clarify on the content, please contact Refinitiv Content Helpdesk at https://my.refinitiv.com/

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Answer 2 · 2019-11-06T03:06:23Z

REFINITIV

Answer by chavalit · Nov 06, 2019 at 03:06 AM

Hi @h.k

I tried to retrieve TR.FreeFloat on a few instruments using Data Item Browser and using DEX2 API.

I received the same data.

Can you share your result please?

Thanks.

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Answer 3 · 2019-11-06T09:48:09Z

Answer by h.k · Nov 06, 2019 at 09:48 AM

Hello,

Thank you for your reply.

I expected to get the float shares of CAC40/01 Quote which are real time values (see attached CaptureCAC01). For example, the float shares of ACCP.PA is TotalShares * Float = =270045923*0,7 = 189032146,1.

However, when I retrieve data using DEX2 TimeSeries TR.SharesFreeFloat and SDate=20191106, I get a different value (see attached CaptureDEX2).

Thank you for your help.

capturecac01.png (38.2 KiB)

capturedex2.png (17.7 KiB)

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How can I get the index constituents with float shares and Total Shares via API COM at any given date ?

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