Example of historical Index constituent retrieval
Could anyone please provide an example of how you would go about retrieving the index constituents for say the FTSE100 from 10 years ago?
Thank you kindly!
Best Answer
-
@armandnaude I am afraid this is not quite possible, I do not believe we carry FTSE100 constituents from 10 years ago, however, as I said in this reply, your Thomson Reuters support desk should confirm this.
I was able to go to May 2016 with
=TR(".FTSE","TR.IndexConstituentRIC;TR.IndexConstituentName;TR.IndexConstituentWeightPercent(S=V)","SDate=20160501 CH=Fd RH=IN")
If that is fine, I can provide you with a code sample.
0
Answers
-
Otherwise, you can use TRTH (Thomson Reuters Tick History) SOAP API to retrieve a list of RIC for .FTSE from 10 years ago. However, you need to have a TRTH account.
Thomson Reuters Tick History (TRTH) is an internet hosted platform, with a request-retrieve web service API that offers unparalleled access to historical high frequency data across global asset classes since 1996.
The function call is ExpandChain which returns a list of the RICs for all instruments that were part of the given chain at any time during the given
time period.For more information, please refer to Thomson Reuters Tick History (TRTH) - SOAP API at https://developers.thomsonreuters.com/thomson-reuters-tick-history-trth/thomson-reuters-tick-history-trth-soap-api.
0 -
Greetings Zhenya
could you please provide a code sample? Very much appreciate it!0 -
How do you retrieve the current index constituents? the equivalent of
=TR("Index(FT100)","TR.RIC","CH=Fd RH=In") in excel
0 -
You can use Dex2 COM library with the following parameters in RData object:
RData.InstrumentIDList = "Index(FT100)";
RData.FieldList = "TR.RIC";0 -
Very late, just for future reference:
eikon.get_data('.FTSE', ['TR.IndexConstituentRIC' , 'TR.IndexConstituentName'], {'SDate':'20160501'})[0]0 -
What about the STOXX Europe 600? I also need the constituents from 10 years ago. Is that possible?
Thank you!
0
Categories
- All Categories
- 3 Polls
- 6 AHS
- 36 Alpha
- 166 App Studio
- 6 Block Chain
- 4 Bot Platform
- 18 Connected Risk APIs
- 47 Data Fusion
- 34 Data Model Discovery
- 690 Datastream
- 1.4K DSS
- 629 Eikon COM
- 5.2K Eikon Data APIs
- 11 Electronic Trading
- 1 Generic FIX
- 7 Local Bank Node API
- 3 Trading API
- 2.9K Elektron
- 1.4K EMA
- 255 ETA
- 559 WebSocket API
- 39 FX Venues
- 15 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 24 Messenger Bot
- 3 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 60 Open Calais
- 279 Open PermID
- 45 Entity Search
- 2 Org ID
- 1 PAM
- PAM - Logging
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 23 RDMS
- 2K Refinitiv Data Platform
- 713 Refinitiv Data Platform Libraries
- 4 LSEG Due Diligence
- LSEG Due Diligence Portal API
- 4 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.2K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 12 World-Check Customer Risk Screener
- 1K World-Check One
- 46 World-Check One Zero Footprint
- 45 Side by Side Integration API
- 2 Test Space
- 3 Thomson One Smart
- 10 TR Knowledge Graph
- 151 Transactions
- 143 REDI API
- 1.8K TREP APIs
- 4 CAT
- 27 DACS Station
- 121 Open DACS
- 1.1K RFA
- 106 UPA
- 194 TREP Infrastructure
- 229 TRKD
- 918 TRTH
- 5 Velocity Analytics
- 9 Wealth Management Web Services
- 95 Workspace SDK
- 11 Element Framework
- 5 Grid
- 19 World-Check Data File
- 1 Yield Book Analytics
- 48 中文论坛
