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Question by armandnaude · Sep 28, 2016 at 08:03 AM · eikon apieikon comeikonsdk

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!

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Answer by Zhenya Kovalyov · Sep 29, 2016 at 05:34 AM

@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.

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armandnaude · Oct 12, 2016 at 06:30 PM 0
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Greetings Zhenya

could you please provide a code sample? Very much appreciate it!

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Joris.Hoendervangers armandnaude · Oct 10, 2017 at 03:50 AM 1
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Very late, just for future reference:

eikon.get_data('.FTSE', ['TR.IndexConstituentRIC' , 'TR.IndexConstituentName'], {'SDate':'20160501'})[0]
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Answer by jirapongse.phuriphanvichai · Sep 29, 2016 at 06:30 AM

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.

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Answer by BEN.HUMAN · Apr 21, 2017 at 12:06 PM

How do you retrieve the current index constituents? the equivalent of

=TR("Index(FT100)","TR.RIC","CH=Fd RH=In") in excel

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Alex Putkov. ♦♦ · Apr 21, 2017 at 01:05 PM 0
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You can use Dex2 COM library with the following parameters in RData object:

RData.InstrumentIDList = "Index(FT100)";
RData.FieldList = "TR.RIC";

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