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historical ETF holdings weights not right

Hi


I'm running this code as of two dates. In the output retrieved, the tickers change but the 'Percentage of Fund Assets' does not. Can you advise why not and/or tell me how to get the correct weights as of each date? Thanks


hldgs, err = ek.get_data(instruments='IWV',
fields = ['TR.FdSecurityOwnedRIC;TR.FdInvestorFilingDate;TR.FundPercentageOfFundAssets(EndNum=5000)'],
parameters={'SDate': '2019-12-31',
'EDate': '2019-12-31'})


hldgs2, err = ek.get_data(instruments='IWV',
fields = ['TR.FdSecurityOwnedRIC;TR.FdInvestorFilingDate;TR.FundPercentageOfFundAssets(EndNum=5000)'],
parameters={'SDate': '2018-12-31',
'EDate': '2018-12-31'})

eikoneikon-data-apiworkspaceworkspace-data-apirefinitiv-dataplatform-eikonfundsetf
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1 Answer

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Hi @ajalden

You can use "CODECR" or "DIB" apps on Eikon Desktop to check supported parameters for each field.

In this case, TR.FundPercentageOfFundAssets field does not support historical data.

ahs1.png

You can use this field, TR.ETPConstituentWeightPercent


df, err = ek.get_data(
    instruments = ['IVW'],
    fields = [
        'TR.ETPConstituentWeightPercent.date',
        'TR.ETPConstituentWeightPercent.constituentric',
        'TR.ETPConstituentWeightPercent.instrument',
        'TR.ETPConstituentWeightPercent.opencloseflag',
        'TR.ETPConstituentWeightPercent.source',
        'TR.ETPConstituentWeightPercent'
    ],
    parameters = {'SDate': '2020-01-03'}
)
df

However, I could go back to 2020-01-03, and I do not get any data point before this date.

If you want to retrieve the historical data before 2020-01-03, you may want to verify this with Refinitiv Helpdesk by asking if there's a way to do this using =TR function in Eikon Excel.
If there's a way to do this using a formula in Excel, then this formula can be replicated using Eikon Data APIs.
The Refinitiv Content Helpdesk can be reached using Contact Us capability in your Eikon application.
Or by calling the Helpdesk number in your country.
Or at https://my.refinitiv.com/


ahs1.png (65.9 KiB)
ahs2.png (33.7 KiB)
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