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Refinitiv API - full ETFs holdings list and weight
Hi team, I am trying to get the full holdings list for a series of etf using the refinitv API. I have a code to do it for lists / indices, but the same doesn't work for etfs, for which I can only seem to get the top 10. The first code below gives you the top 10 holding of the etf. The second gives you the full list (for a…
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Dividend Yield of All ETFs
Is there a way to get dividend yield data for all US stocks and ETFs in bulk using a Python API?
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ETF data for Issuer, AUM, NAV and other fields
I am currently trying to retrieve two types of data: Static Data and Historical Data. Below is a sample code that I've been working with, but I am having trouble identifying the correct fields to use. I would appreciate your help in correctly adjusting the Select or Fields sections. * For Static Data, I need the following…
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Data retrival using RIC vs CUSIP
I am using a list of RICs to retrieve data: fields = ["TR.CUSIP","TR.OPENPRICE", "TR.CLOSEPRICE", "TR.BIDPRICE", "BID", "TR.ASKPRICE", "ASK", "NAVALUE", "TR.NETASSETVAL", "TR.Volume", "TR.NUMBEROFTRADES", "TR.CompanySharesOutstanding", "TR.SharesOutstanding", "TR.Name"] month = rd.get_history(universe="TZA", fields=fields,…
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we were looking for some ETF about HST_Close avec Adjust_CLS on excel an Python
Hello we were looking for some ETF about HST_Close avec Adjust_CLS on excel an Python, For each ETF we found a difference between Adjust_close and HST_CLOSE despite there are no corporate actions. By the way, GF and CAGG ETF symbol are converted to FCc1 and CACG.B within our script provided from refinitiv and returns no…
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Data retrival for delisted ETFs
Hi Team, trying to get benchmark name and ric for several ETFs (using their respective rics). The following code works perfectly for listed/ active ETFs: fields = ["TR.FundBenchmarkName", "TR.FundBenchmarkType", "TR.FundBenchmarkInstrumentRIC"] ric = "SPY" benchs = rd.get_data(ric, fields=fields) However, for all delisted/…
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Aggregating historical fundamental metrics by ETFs/Index through Refinitiv API
Hi guys, I would loke to know if there is a smart way to get time series for valuation/fundamental data at etfs/index level. The only way I found for now is to pull the historical weights and the fundamental/valuation data for each stock and then to aggregate manually, but this is - as you can imagine - not so clean, as…
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Historical daily market caps for constituents of ETF
Using Refinitiv Data API with Python: Exploring if it is possible, especially without looping any requests, to get the daily historical market cap for any given ETF? By that I do not mean the market cap for the ETF but the sum of market caps for the constituents. Is this data that is available?
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EOD close price for ETFs
using the funds API, I want to get the EOD close adjusted price for ETFs. I am using this (it has 2 ETFs and one mutual fund). https://api.refinitiv.com/data/funds/v1/assets?properties=prices[start:2023-01-09%3Bend:2023-01-10]&symbols=SPY.N,QQQ.N,FCNTX for the ETFs (SPY.N and QQQ.N) I get MID and NAV and for the mutual…
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NAV of ETC (e.g. 4GLD.DE) missing
Hi Team, I'm interested in getting historical NAVs of ETPs at all. Therefore i use the ek.get_data to get NAVs vom ETFs (which works fine for SPY5 e.g. ). If i want to receive NAVs from ETCs (g.e. 4GLD.DE "Xetra Gold") with the same code, i don't get sufficient data. Here's my code: NAVs =…
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Had a query where we receive the price updates outside exchange hours for LQD.P. What could be tr...
...igger for price change if exchange is yet to open? We have US ETF and before market opened we see prices are fluctuating Had a query where we receive the price updates outside exchange hours for LQD.P. What could be trigger for price change if exchange is yet to open?
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Identify ETF from snapshot data
We are fetching snapshots of several thousands RIC's using ETA and RSSL_DMT_MARKET_PRICE. In the data retrieved is it possible to determine whether an instument is an ETF or not. For example, this would appear to be an ETF based on DSPLY_NMLL, and there is an IOPV. Does CONTEXT_ID:2633 mean that it is an ETF?…
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Downloading a subset of the MSCI ACWI using iShares ETF
I want to replicate the following Jupiter Notebook from Refinitiv's Github. https://github.com/Refinitiv-API-Samples/Article.EikonAPI.Python.SustainablePortfolioSelection/blob/main/SustainablePortfolioSelection.ipynb But I am stuck at the beginning since I cannot download the MSCI ACWI index constituents. Line 2 of the the…
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Extract Underlying Index RIC for an ETF
Hi, I would like to extract the underlying index for an ETF. As an example, for the ETF AOK.N, the underlying index is .SPTGCUT - Do you know if there is way to catch the underlying indices for a list of ETF? Many thanks!
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Date calculation vs actual date in the data extracted
Hi, I noticed that some measures for ETF (and potentially other instruments) are computed the next day. For example below (or TR.SharesOutstanding). When we pull data via API, do these figure appear against 'calc date' or the 'actual date' for which data point belong to? I have a feeling that they appear incorrectly…
