Historical Holdings of an ETF
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.
Best 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)
If you check the Data Item Browser, you can see that TR.FundHoldingRIC does not support start and end date parameters.
