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

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
fidel.esteves avatar image
12 ●3 ●3 ●2

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.

eikoneikon-data-apipythonworkspacerefinitiv-dataplatform-eikonworkspace-data-apiapiconstituentsetf
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.

2 Answers

Upvote
Accepted
Gurpreet avatar image
16.7k ●42 ●12 ●19

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)
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.

Upvote
Gurpreet avatar image
16.7k ●42 ●12 ●19

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


1605290680549.png (24.0 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.