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Eikon Data API - Error requesting TR.IndexConstituentWeightPercent
I'd like to request the constituents of an index via:
df, err = ek.get_data('.SPX', ['TR.IndexConstituentRIC', 'TR.IndexConstituentWeightPercent'])
However the weight fileds don't contain any value:
>>> df Instrument Constituent RIC Weight percent 0 .SPX POOL.OQ <NA> 1 .SPX CHRW.OQ <NA> 2 .SPX AJG.N <NA> 3 .SPX CNP.N <NA> 4 .SPX AMCR.N <NA> .. ... ... ... 500 .SPX DXC.N <NA> 501 .SPX SNPS.OQ <NA> 502 .SPX J.N <NA> 503 .SPX SIVB.OQ <NA> 504 .SPX AVY.N <NA> [505 rows x 3 columns]
Furthermore I get this error for every single row in the result:
>>> len(err)
505
>>> err[0]
{'code': 415, 'col': 2, 'message': 'Unable to collect data for some field(s).', 'row': 0}
My overall goal is to request the TRBC sector weights of an index, so if there is another way to directly request the sector weights (rather than manually computing them via constituents) that would solve my problem as well.
I've noticed that another person in 2018 had quite a similar problem (see https://community.developers.refinitiv.com/questions/23018/eikon-data-api-trindexconstituentweightpercent-thr.html), hoewever it is not clear what solved the issue back then.
This may be related to your Eikon account entitlements. For S&P indices access to the list of constituents is included with base Eikon subscription, while access to weights is fee liable and requires additional entitlements. See if you can view constituent weights for .SPX in Eikon application's Constituents Analysis app. Try the Summary or Index Sector report in Constituents Analysis app. If you see "NP" in the Weights column, this indicates that your Eikon account is not entitled for this data.
I just use the base subscription and can confirm that the concrete constituents weights are not shown when looking at the index overview in Eikon Desktop App - so this must indeed be the reason I cannot retrieve them.
However, since I'm actually looking for the current consolidated sector weights of the .SPX, which are actually shown in the index constituents analysis window in the Eikon Desktop App, is there any way to retrieve them via Eikon Data API?
I'm afraid not. You can download them as an Excel spreadsheet from Constituents Analysis app, but they're not available through Eikon Data APIs.