How can I get ETF constituent changes? (USMV.K, QQQ.OQ, SPY.P,etc)
The following posting/code works for index but not ETFs.
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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.
