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ETF constituent changes

How can I get ETF constituent changes? (USMV.K, QQQ.OQ, SPY.P,etc)

The following posting/code works for index but not ETFs.

https://community.developers.refinitiv.com/questions/43409/index-constituents-every-month.html?childToView=55035#answer-55035


eikoneikon-data-apipythonworkspacerefinitiv-dataplatform-eikonworkspace-data-apiindexconstituentsetf
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1 Answer

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Hi @newuser

I could not find any fields carrying constituent changes for ETF.

However, you can use this sample code to retrieve the holding on "that day" and compare it in your Python code to find out what has been changed.

cols1 = ['TR.ETPConstituentRIC(SDate=2020-02-04)',
       'TR.ETPConstituentName(SDate=2020-02-04)',
       'TR.ETPConstituentShares(SDate=2020-02-04)',
       'TR.ETPConstituentWeightPercent(SDate=2020-02-04)']

df1, e = ek.get_data('USMV.K',cols1)
df1


cols2 = ['TR.ETPConstituentRIC(SDate=2020-01-01)',
       'TR.ETPConstituentName(SDate=2020-01-01)',
       'TR.ETPConstituentShares(SDate=2020-01-01)',
       'TR.ETPConstituentWeightPercent(SDate=2020-01-01)']

df2, e = ek.get_data('USMV.K',cols2)
df2

Then find the differences between df1 and df2 in your Python code.

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