I'm trying to get ESG indicator data for S&P 500 for 2019. I have tried to get the data from Python. It gives me around 350 values and the rest, 155, are missing values. When I download the same data from Screener app I get much more data, almost 505 observations are covered. I was wondering what could be the reason and whether I can get help to solve this problem.
I used the following code to obtain the data for 2019 in Python:
First I obtain the list of S&P 500 firms at the beginning of 2019:
sp2019, err = ek.get_data('0#.SPX(20190101)', 'TR.IndexConstituentRIC',)
Then I get the PermID for these firms:
sp2019.columns = ['inst','ric']
Then I construct a list including the PermIDs for these firms:
And using this list I obtain ESG indicator data for 2019 (I download all the 186 indicators and ESG category scores, here I pasted the first few indicators to be brief):
Thank you in advance for the help.
Following your code, the result on data2019 does container only 369 non-null rows.
I selected one of the RIC(null value) and tried to retrieve the data on a different period.
And it seems that the data does not available in 2019 period but available in 2017/2018 period.
So if you would like to clarify the data availability,
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