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ronan.cox avatar image
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How can I get time series data for ETF % ownership of individual stocks.

Hi All, How can I get time series data for ETF % ownership of individual stocks. I can find this data on the fund ownership summary data but only for the latest filing date. I also want to collect this data on the SP500 so ideally I would be able to collect this information for all 503 stocks at once rather than doing so individually. For example apple is owend by 7% ETFs.

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raksina.samasiri avatar image
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hi @ronan.cox ,

In case you'd like to use the Eikon Data API with Python to retrieve this data,

Regarding the answer in this thread

Is this what you're looking for?

cols1 = ['TR.ETPConstituentRIC',
       'TR.ETPConstituentName',
       'TR.ETPConstituentShares.date',
       'TR.ETPConstituentShares',
       'TR.ETPConstituentWeightPercent']

df1, e = ek.get_data('.SPX',cols1, {'SDate':'2020-02-04'})
df1

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