How do I fetch the weights of each constituent of an index e.g. S&P500.
I can get the list of constituents as seen in this thread, but I cannot find a field corresponding to weight:
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Extract weights of index constituents using DataStream API/DSWS Wrapper on Python
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You can use the WTIDX data type that represents "% Weight Of Each Constituent Within The List". You can access Datastream Navigator to search for instruments and data types.
The code looks like this:
df = ds.get_data("LFTSE100|L",['MNEM','WTIDX'], kind=0)
df.pivot(index='Instrument', columns='Datatype')['Value']
The output is:
