question

Upvotes
Accepted
1 0 0 1

Get constituents for equity index at historic moment in time

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.

pythonrefinitiv-data-platformdatastream-apiequitiesdatastreamconstituents
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

1 Answer

Upvotes
Accepted
50k 125 44 62

@jeroen.kouwenberg01

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.


icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.