Hello, I'm trying to get historical index data. Below request of returns data works fine but as soon as I try TR.IndexConstituentWeightPercent it does not give me the historical data longer back than ~2018. I'm ok on the permissioning side and have tried datatypes for index shares as well but I don't get the historical data. Do you know of any limit of getting out historical index weights? is there any other way I should write the function? Many thanks, Johan instr = “0#.OMXSBCAPGI(2003-01-23)” fields = ['TR.CompanyName', 'TR.PriceClose(2003-01-23)', 'TR.TotalReturn(2003-01-23)', 'TR.TotalReturn1Wk(2003-01-23)', 'TR.TotalReturn1Mo(2003-01-23)', 'TR.TotalReturn3Mo(2003-01-23)', 'TR.TotalReturn6Mo(2003-01-23)', 'TR.TotalReturn52Wk(2003-01-23)'] data = ek.get_data(instr, fields)
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Historical index weight data
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I could retrieve TR.IndexConstituentWeightPercent back to 2019-06-12.
The API call is correct but you have to contact Refinitiv Content Helpdesk at https://my.refinitiv.com to get an authoritative answer as to why the data is not available on 2019-06-11 or before.
