New posts are disabled while we improve the user experience.

You can browse the site, or for urgent issues, raise a query at MyAccount.

question

Upvotes
Accepted
sylvain.freneat0 avatar image
23 ●1 ●1 ●2

How to retrieve MSCI index constituents & weights (index shares + weights) ?

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.

Sylvain

eikoneikon-data-apiworkspacerefinitiv-dataplatform-eikonworkspace-data-apiconstituents
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

4 Answers

· Write an Answer
Upvotes
Accepted
sylvain.freneat0 avatar image
23 ●1 ●1 ●2

screenshot in Codebk :


1618925302786.png (64.3 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
sylvain.freneat0 avatar image
23 ●1 ●1 ●2

example of what we have inside EIKON. I would like the same in Python



msci-europe-weights-shares.png (100.0 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvote
zoya faberov avatar image
32.2k ●41 ●11 ●20

Hello @sylvain.freneat0,

Please see both answers in this related discussion thread, does this help?

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
sylvain.freneat0 avatar image
23 ●1 ●1 ●2

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

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.