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How to get SLI Index constituents with date of admission

What would be the easiest way to get the current constituents of the Swiss Leader Index (SWISLIX) and the date when a given constituent was added to this index?

Is there a Datatype or any kind of expression which will yield the result in one query?

Thanks in advance for any help.

datastream-apidsws-apiindex
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@renato.heeb

I verified all date fields in the Equity and couldn't find the value of 2018-9-24. I found the closest one in the DNMC (Date Of Last Name Change) field which returns 2018-9-25.

dataTry=ds.get_data(tickers='LSWISLIX', fields=['NAME','BDATE','DNMC'], kind=0)
dataTry.pivot(index='Instrument', columns='Datatype', values = 'Value')

Again, for a content question like this, please directly contact the Refinitiv Datastream Web Service support team via MyRefinitiv to verify and confirm it.


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@renato.heeb

It could be BDATE which represents:

The base date is the date from which Datastream holds information about the issue; for the UK the base date is one day before trading in the stock starts - this allows us to store the issue price. Price, dividend and earnings data are collected on a daily basis from the base date of the stock.
Where the nature of a company's business has changed materially, due to a merger or the splitting off of one or more divisions, Datastream rebases the stock. Company accounts year-end data may not be available for all years since this equity base date.

However, it is better to directly contact the Refinitiv Datastream Web Service support team via MyRefinitiv to confirm it.

The code in the Python DatastreamDSWS library looks like the following:

dataTry=ds.get_data(tickers='LSWISLIX', fields=['NAME','BDATE'], kind=0)
dataTry.pivot(index='Instrument', columns='Datatype', values = 'Value')


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Hi jirapongse,

Thank you very much for your answer.

Unfortunately the BDATE Datatype is not the date when a given instrument was added to the SLI.

I wonder wheter this information is obtainable at all.

For example AMS (the last instrument in your list) was added to the SLI on 2018-9-24

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According to the service support team additions/removals cannot be queried directly.

"Per investigation,to check about addition/ deletion of securities, data need to be downloaded on daily basis to check the same ."

Hope the product will be improved.

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