Issue retreiving RICs for the SPI index

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Question by Tulkkas · Jul 02 at 06:49 AM · eikon api historical data index constituents

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...

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Answer 1 · 2020-07-02T07:18:17Z

REFINITIV

Best Answer

Answer by jason.ramchandani · Jul 02 at 07:18 AM

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.

1593674162347.png (61.4 KiB)

1593674270478.png (59.4 KiB)

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Issue retreiving RICs for the SPI index

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