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romerson.gadil avatar image
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Constituent list and weight for .SPX using Python API

Raising this query in behalf of the external client Giang Le (User ID giang.le@tgm-au.com) from Tactical Global Management Ltd. He is seeking assistance on how to retrieve constituent list and weight for .SPX using Python API

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jason.ramchandani01 avatar image
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@romerson.gadil21 please see the code below:

For current constituents/weightings:

df, err = ek.get_data('0#.SPX', ['TR.IndexConstituentWeightPercent.date','TR.IndexConstituentWeightPercent'])
df

For historical constituents/weightings you need to add a Sdate parameter:

df, err = ek.get_data('0#.SPX', ['TR.IndexConstituentWeightPercent.date','TR.IndexConstituentWeightPercent'],{'Sdate':'2020-03-12'})   
df

I hope this can help. NB Historical constituents are not available for all indices.


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romerson.gadil avatar image romerson.gadil

Thank you Jayson. My apologies. I missed to add. The client only has delayed access for this RIC. Would it matter?

jason.ramchandani01 avatar image jason.ramchandani01

@romerson.gadil21 I'm not sure - I don't think it should matter as the information is coming from a non-realtime source. Ask the client to try it and see.