Constituent list and weight for .SPX using Python API
romerson.gadil
LSEG
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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Best Answer
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@romerson.gadil please see the code below:
For current constituents/weightings:
df, err = ek.get_data('0#.SPX', ['TR.IndexConstituentWeightPercent.date','TR.IndexConstituentWeightPercent'])
dfFor 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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Answers
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Thank you Jayson. My apologies. I missed to add. The client only has delayed access for this RIC. Would it matter?
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@romerson.gadil 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.
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