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ricardo.henriquez avatar image
38 ●4 ●9 ●17

Historical % Institutional ownership (Thomson Reuters 13F) Python API

Hi all,

I want to replicate Institutional Ownership studies, like Chen, Hong and Stein (2002) and Lehavy and Sloan (2008). To do so, I need 13fillings data, or historical % institutional ownership.

Based on @Alex Putkov. answer https://community.developers.refinitiv.com/questions/45438/how-do-i-get-historical-ownership-summary-of-a-com.html.

I would like to loop the command over several quarters (2010Q1-to 2020Q4) using '0#.SPX' as the RICs chain. So far, without luck...

Similar threads @charles.malafosse https://community.developers.refinitiv.com/questions/39056/how-to-get-all-investors-for-a-list-of-stocks-hist.html and @swapna.dr https://community.developers.refinitiv.com/questions/44105/instituitional-ownership-over-time.html

Any ideas?

If this API is not the best way to do it, do you have any recommendation or alternatives?

eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-api
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Alex Putkov.1 avatar image
39.4k ●77 ●11 ●27

@ricardo.henriquez

If all you need is the % of shares held by institutions, you can get it from Ownership Statistics. In CodeCreator app the path to the fields category is Ownership - Ownership Statistics (Investors). E.g. to get percentage ownership stats by investor category for a single stock as of a given date you can use

ek.get_data('AAPL.O',['TR.CategoryOwnershipPct','TR.InstrStatTypeValue'],
            {'StatType':7, 'SDate':'20201231'})

To retrieve these stats for a set of dates and for multiple stocks you can use the above request and loop through the list of dates and/or stocks. Or you can retrieve monthly series of stats between SDate and EDate for a list of stocks in a single request.

ek.get_data(['AAPL.O','IBM.N','CSCO.O'],
            ['TR.CategoryOwnershipPct.date',
             'TR.CategoryOwnershipPct',
             'TR.InstrStatTypeValue'],
            {'StatType':7, 'SDate':'20201231', 'EDate':'20210301'})
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zoya faberov avatar image
32.2k ●40 ●11 ●20

Hello @ricardo.henriquez,

In terms of evaluating the requirement, I would suggest to look into Refinitiv Data Platform - Ownership service. Please see Ownership API User Guide. Please note, this service is a separate product, RDP, not part of Eikon/Refinitiv Workspace product, so if you are interested in incorporating this content, would suggest to contact your Refinitiv Account manager to discuss.

In terms of the programmatic access, including Python, the interface is HTTP REST, and if permissioned to access, you will be able to get started on RDP integration with Quickstart guide for Refinitiv Data Platform and up to speed on Ownership requests with starter Postman requests for Authentication, and Ownership, that are part of the downloadable Starter Postman Collection for RDP

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