Fund ESG scores - which API?
1. Which API is suitable to fetch Fund ESG Scores including all Fund ESG sub-category scores?
2. Are Fund ESG Scores available historically?
3. Is there a list of available Fund ESG data items?
@p.schickedanz@refinitiv , An alternative answer: If you want to focus on funds' data, The RDP Funds API provides fund level ESG data, and it also supports historical historical data. RDP Funds API is an REST API. e.g. If you send the query to get a fund's latest ESG Scores like this:
https://api.refinitiv.com/data/funds/v1/assets?symbols=60000012&properties=ESG
You should get back a JSON looks like:
{
"assets": [
{
"id": "60000012",
"esg": [
{
"date": "2021-09-30",
"items": [
{
"type": {
"id": "56300",
"code": "ESGSC",
"name": "ESG Score"
},
"value": 67.40902732
},
{
"type": {
"id": "56301",
"code": "SGCvrgcnt",
"name": "ESG Coverage count"
},
"value": 99.0
},
{
"type": {
"id": "56303",
"code": "NEVIRPS",
"name": "Environment Pillar Score"
},
"value": 58.75041536
},
{
"type": {
"id": "56304",
"code": "RsrcsScr",
"name": "Resource Use Score"
},
"value": 72.380066
},
{
"type": {
"id": "56305",
"code": "mssnsScr",
"name": "Emissions Score"
},
"value": 71.59596692
},
{
"type": {
"id": "56306",
"code": "nvrnmntlnnvt",
"name": "Environmental Innovation Score"
},
"value": 39.59542526
},
{
"type": {
"id": "56307",
"code": "SclPllrScr",
"name": "Social Pillar Score"
},
"value": 71.50510399
},
{
"type": {
"id": "56308",
"code": "WrkfrcScr",
"name": "Workforce Score"
},
"value": 80.22544167
},
{
"type": {
"id": "56309",
"code": "HmnRghtsScr",
"name": "Human Rights Score"
},
"value": 58.86628888
},
{
"type": {
"id": "56310",
"code": "CmmntyScr",
"name": "Community Score"
},
"value": 74.32150591
},
{
"type": {
"id": "56311",
"code": "PrdctRspnsbl",
"name": "Product Responsibility Score"
},
"value": 66.14554738
},
{
"type": {
"id": "56312",
"code": "GvrnncPllrSc",
"name": "Governance Pillar Score"
},
"value": 65.8922942
},
{
"type": {
"id": "56313",
"code": "MngmntScr",
"name": "Management Score"
},
"value": 70.47540782
},
{
"type": {
"id": "56314",
"code": "ShrhldrsScr",
"name": "Shareholders Score"
},
"value": 54.07836019
},
{
"type": {
"id": "56315",
"code": "CSRStrtgyScr",
"name": "CSR Strategy Score"
},
"value": 60.69762714
},
{
"type": {
"id": "56316",
"code": "SGCmbndScr",
"name": "ESG Combined Score"
},
"value": 58.74422268
},
{
"type": {
"id": "56317",
"code": "SGCntrvrssSc",
"name": "ESG Controversies Score"
},
"value": 72.94119538
},
{
"type": {
"id": "56302",
"code": "SGCvrgVl",
"name": "ESG Coverage % Value"
},
"value": 97.57252916
}
]
}
]
}
],
"totalRecords": 1,
"fromIndex": 0,
"toIndex": 0,
"pageNumber": 0
}
You can add the start and end dates to query historical data.
ESG scores are available primarily through Eikon and Refinitiv Data Platform. The ESG universe is still expanding and so far we don't have coverage for every instrument or funds.
You can use the following approach with either of these APIs to get the subset ESG score and aggregate it yourself:
The scores are available historically, and you get check the coverage universe from RDP using the endpoint - https://api.refinitiv.com/data/environmental-social-governance/v2/universe