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Alex A. avatar image
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Downloading the constituents for the Russell 3000

Hi all, I hope you can help me with this. I am trying to download the constituents of the Russel3000 for a given date. The exact same query works for, say, stoxx600, but not for the russel 3000.

I have seen other topics on this but I haven't been able ot replicate the solutions e..g here:

https://community.developers.refinitiv.com/questions/51945/cant-get-constituents-of-russell-index-1.html

The query that I use is:

ek.get_data("0#.RUT","TR.RIC")

and

ek.get_data("0#.RUT(2020-06-30)","TR.RIC")

both return no data and throw a code 413 error ('unable to resolve some identifiers)

Thanks for the help

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veerapath.rungruengrayubkul avatar image   veerapath.rungruengrayubkul

@Alex A.

Hi,

Thank you for your participation in the forum.

Is the reply below satisfactory in answering your question?

If yes please click the 'Accept' text next to the most appropriate reply. This will guide all community members who have a similar question.

Otherwise please post again offering further insight into your question.

Thanks,

AHS

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jason.ramchandani01 avatar image
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Hi @Alex A. thanks for your question - first off 0#.RUT is the Russell2000 - not Russell3000 - so make sure you are looking for the right index.

In terms of your queries - the first one is working ok for me:


Your second query does return the same error as you are experiencing:


This maybe because we do not carry historical constituents for all indices - you would need to raise a content query to check that.

In this thread it was suggested that you can try a screener query - this does indeed return a list of stocks - but the number is 1999 not 2000:

df3, err = ek.get_data('SCREEN(U(IN(indices(4387873/*Russell 2000 */))/*UNV:Public*/))',['TR.CommonName']) df3

Another workaround from this thread suggests this approach to the historical constituent list - which also returns a list of stocks - though this numbers 2006 not 2000.

df4, err = ek.get_data('.RUT', ['TR.IndexConstituentRIC' , 'TR.IndexConstituentName'], {'SDate':'20200630'}) df4

Probably best to check with the helpdesk to see if you have the correct permissions for Russell 2000 as some indices are fee-liable and you may need to add separate access to those - perhaps this is why the first query is not returning anything for you. Please include this thread in your communications with them.

I hope this can help.


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