Historical Holdings of an ETF

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fidel.esteves
fidel.esteves Newcomer
in Eikon Data APIs

Is it possible to retrieve the historical holdings of an ETF?


I know that I can retrieve the current holdings by the following call:


data, err = ek.get_data(['IWF'],
                        ['TR.FundHoldingRIC'],
                        {'StartNum': 0,
                         'EndNum': 1000})


However, this TR.FundHoldingRIC seems to not recognize the parameters SDate and EDate.


Another option that would help is to retrieve the "leavers and joiners" assets for the ETF. These values for the index are not an option, I would like to work with the ETF.

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Best Answer

  • Gurpreet
    Gurpreet admin
    Answer ✓

    How about this:

    >>> ek.get_data('IWF','TR.ETPConstituentRIC', {'SDate': '2018-01-01'})

    (    Instrument Constituent RIC
     0          IWF          CSX.OQ
     1          IWF         NLOK.OQ
     2          IWF         MCHP.OQ
     3          IWF            CL.N
     4          IWF           RJF.N
     ..         ...             ...
     548        IWF         LECO.OQ
     549        IWF          FBHS.N
     550        IWF           HEI.N
     551        IWF           APH.N
     552        IWF         DXCM.OQ
     
     [553 rows x 2 columns],
     None)

Answers

  • Gurpreet
    Gurpreet admin

    If you check the Data Item Browser, you can see that TR.FundHoldingRIC does not support start and end date parameters.

    image

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