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

Find more posts tagged with

python

eikon

index

constituents

etf

workspace

eikon-data-api

refinitiv-dataplatform-eikon

workspace-data-api

Accepted answers

chavalit-jintamalit

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.

All comments

chavalit-jintamalit

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.

EXPLORE OUR SITES