Upgrade from Eikon -> Workspace. Learn about programming differences.

For a deeper look into our Eikon Data API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
12 4 3 3

How to retrieve old constituents from a index (TRXFLDUSP)?

  • Hi, I am trying to retrieve the constituents of the index TRXFLDUSP via API calls. It works, but the data is returned for dates after 2009-08-03.


I thought that maybe the index did not exist before 2009-08-03, however, in Reuters terminal it is possible to see historical data for the index since 2000-10-27.


Does any one know how to retrieve the index constituents for this older period (from 2000-oct through now)?

eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-apiricssymbologyindex
1603708294346.png (36.5 KiB)
1603708440043.png (27.4 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

1 Answer

· Write an Answer
Upvotes
Accepted
10.2k 18 6 9

@fidel.esteves thanks for your question - I can indeed replicate the behaviour. Usually you can get historical constituents for a specific date using the following:

df, err = ek.get_data('0#.TRXFLDUSP(20150310)',['TR.RIC'])
df

However if i try the same with a date before your last date I get a nan return:

This indicates that we may not carry this data. As this is a content question I suggest you open a content ticket in Eikon (helios menu --> contact us) referencing this thread and they can confirm that - if so, you can also make a request for this content to be added.

I hope this can help.


icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.