Issue retreiving RICs for the SPI index
I am trying to retrieve the RICs for the SPI index using the following code:
index_id = '0#.SPIX(2020-06-30)' data, err = ek.get_data(index_id,['TR.RIC'])
This returns me nan. When I try without the date in the request as follow, it works:
index_id = '0#.SPIX' data, err = ek.get_data(index_id,['TR.RIC'])
Is that because it is not possible to get historical constituents or is this because of another reason?
How then could I get historical constituents for this index? Knowing that this works for others such as .SPX, .STOXX etc...
Best Answer
Hi @Tulkkas - thanks for your question. You are right that we do not carry historical constituents for that index but we do carry it for the SPI (0#.SSHI) which appears to have the same underlying constituents.
index_id = '0#.SSHI(2020-06-30)'
data, err = ek.get_data(index_id,['TR.RIC'])
data.sort_values('RIC')
index_id = '0#.SPIX'
data, err = ek.get_data(index_id,['TR.RIC'])
data.sort_values('RIC')
I hope this can help you.