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User23 avatar image
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Historical ETF Holding Weights

Dear Refinitiv Team,

I know this question was discussed already a couple of times - but I am not succeeding: I am trying to get the ETF holdings weights (overtime) for the RPV - "Invesco S&P 500 Pure Value Index" which tracks the ".SP500PV". I am also fine with the holding weights of the underlying index the "SP500PV".


I tried several things to get either the weights of the ETF or of the SP500PV itself:

The "best" I could do was (where date_for_query is a variable).

ek.get_data('Index('RPV',' + date_for_query + ')',['TR.IndexConstituentWeightPercent','TR.RIC'])[0]

Unfortunately, this request results in the same table for any date. Hence I don't get the weights over time.


I also tried to access the holding weights via the following but no weights are reported:

ek.get_data('RPV',['TR.ETPConstituentRIC','TR.ETPConstituentWeightPercent'],{'SDate': '2012-01-01'})


I also tried to access the weights with the Index and the "0#" method.


Is there a way to obtain the "tracking basket" of the ETF over time? Another alternative would be to get the DERIVED HOLDINGS (it's only monthly though).


Many thanks

Lorenzo






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chavalit-jintamalit avatar image   chavalit-jintamalit

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This is a test msg.

wasin.w avatar image   wasin.w

<AHS>

Hello @jason.ramchandani, could you please help the client for the follow-up question?

wasin.w avatar image   wasin.w

Hello @User23

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

@User23

Hi,

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

Thanks,

AHS

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jason.ramchandani01 avatar image
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@User23 Unfortunately we don't carry historical constituents for all indices. I was able to get the constituents for a particular date (I checked these do change overtime) for the RPV ETF but sadly not the weights - the vendor does not supply us the weights.

df, err = ek.get_data('RPV',['TR.ETPConstituentRIC','TR.ETPConstituentWeightPercent'],{'SDate': '2017-01-03'})

df

If you would like to request the data please submit a content enhancement request via Contact Us. I hope this can help.


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User23 avatar image
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Thanks a lot for the update.

Is there a way to get the constituents of the Underlying Index (SP500PV) or is there a way to obtain the "tracking basket" of the ETF over time?

Best Lorenzo


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Jirapongse avatar image Jirapongse
@User23

You can directly contact the Eikon support team via MyRefinitv for a way to retrieve the required information with the =TR function in Eikon Excel.

If we have a formula in Eikon Excel to retrieve the data, we can apply the formula to the get_data method in Eikon Data API.

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