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)?
@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.