For example for MSCI Europe .dMIEU00000PUS the weight in the index for LVMH (one of the constituents) is 1.94% and it represents 277,616,536 shares.
I can get the constituents in Python, but i don't know how to get the number of shares in the index and the weight in the index.
Thanks for your guidance.
Hi @zoya.farberov yes actually I found the correct fields to use in combination of an index.
We need to use those fields :
TR.IndexConstituentWeightPercent -> for the Weights of the constituents
TR.IndexConstituentShares -> for the number of shares of the constituents