my code is
ek.set_app_id('xxx')
df = ek.get_data(['.STOXX'], ['TR.IndexConstituentRIC', 'TR.IndexConstituentName','TR.IndexConstituentWeightPercent'], {'SDate':'20160601'})
or
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HI @echen1
Most probably you are not getting this as it is leading to ICW (Index, Constituent and Weightings) data and this is a fee liable service.
If that is the case, then e.g. for <.STOXX> you are missing service called STOXX INDEX CONSTITUENTS AND WEIGHTS_STS.
I recommend to reach out to your local Client Success Manager who will share more details how to order and include that into your Eikon subscription.
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@echen1
In addition to the answer by @marcin.bunkowski, if you're experiencing the requests randomly returning "Backend error. 400 Bad Request", make sure you're using the latest version 1.0.1 of Eikon Data APIs library for Python.
The issue with the Web service returning empty response or "Backend error. 400 Bad Request" has been addressed with the release of Eikon Data APIs library for Python v1.0.1 available on PyPI.
