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Hi
I want to get the index constituents of the .TRXFLDINP index from the start of every years since 2012, along with the Market Cap and Average Value Traded (so Volume x Price) at the start of every year.
I have gone through some of the questions posted but do not find the solution I am looking for.
Thanks
Hi @vbala ,
I would try to divide the task:
Try this, and you may wish to tune the approach on your side to your requirements:
import datetime
for year in range(2012, 2022):
sdate_for_year = str(year)+'-01-01'
print("sdate ", year, " = ", sdate_for_year)
df, err = ek.get_data(
instruments = ['.TRXFLDINP'],
fields = ['TR.IndexConstituentRIC',
'TR.IndexConstituentName'],
parameters = {
'SDate':sdate_for_year
}
)
print('Constituents:')
print(df)
df2, err = ek.get_data(
instruments = df['Constituent RIC'].tolist(),
fields = ['TR.CompanyMarketCap',
'TR.AvgMonthlyValTraded1Year'],
parameters = {
'SDate': sdate_for_year
}
)
print(df2)
This results in the output:
Hope that this suggestion is of help
