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sylvain.freneat0 avatar image
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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-apirefinitiv-dataplatform-eikonworkspaceworkspace-data-apiconstituents
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wasin.w avatar image   wasin.w

Hello @sylvain.freneat0

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?


If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,


AHS

Jirapongse avatar image   Jirapongse

@sylvain.freneat0

Hi,

Please be informed that a reply has been verified as correct in answering the question, and marked as such.

Thanks,

AHS

4 Answers

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sylvain.freneat0 avatar image
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screenshot in Codebk :


1618925302786.png (64.3 KiB)
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sylvain.freneat0 avatar image
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example of what we have inside EIKON. I would like the same in Python



msci-europe-weights-shares.png (100.0 KiB)
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zoya faberov avatar image
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Hello @sylvain.freneat0,

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

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sylvain.freneat0 avatar image
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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

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