Get constituents for equity index at historic moment in time

Question

Question by jeroen.kouwenberg01 · Jan 12 at 09:22 AM · python refinitiv-data-platform datastream-api equities datastream constituents

Hi,

How do I get the constituents for equity index at historic moment in time. For example, you can request the constituents of MNEM RLISVIT with:

ds.get_data("LRLISVIT|L", fields=["MNEM"], kind=0)

Instrument Datatype Value

0 929467 MNEM I:RN

But how can you do the same request but then at a historic time points to investigate for leavers and joiners. Below is not working:

ds.get_data("LRLISVIT0520|L", fields=["RIC"], kind=0)

Instrument Datatype Value

0 LRLISVIT0520 RIC NA

Thnx in advance.

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Answer 1 · 2022-01-13T02:14:31Z

Best Answer

Answer by Jirapongse · Jan 13 at 02:14 AM

You are correct. LRLISVIT doesn't work with the MMYY suffix. It could be a content issue.

Please contact the Refinitiv Datastream Web Service support team directly via MyRefinitiv to verify the content of that instrument in Datastream.

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