How do I pull the constituent stocks of an index, such as the S&P 500, via the Python API?

rice

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rice

Additionally, how can I find the corresponding RIC based on a PermID, if I only have the PermID?

Jirapongse

@rice

Thank you for reaching out to us.

You can try this code:

index_ric = ".SP500"

fields = [
    "TR.IndexConstituentRIC",
    "TR.IndexConstituentName"
]

constituent_df = ld.get_data(
    universe=[index_ric],
    fields=fields
    )
constituent_df

For the PermID, you can use this one. 55838323096 is the Quote PermID for IBM.N

ld.get_data(
    universe = ['55838323096'],
    fields = ['TR.RIC'])

wasin.w V3

Hello @rice

While my colleague has given a clear answer to you. Please note that you can use the Symbology feature of the library to search the RIC codes from the PermIDs too. See EX-2.05.01-Symbology.ipynb example for more detail.

rice

TR.OrganizationID is not the PermID, correct? Which field should I use for the PermID?

rice

I pulled the S&P 500 using the code you provided and got 503 stocks. Are some of them previous constituents? Is there information on when constituents were added or removed?

Jirapongse

The number of RICs is similar to the Workspace. You need to contact the helpdesk team via LSEG Support to verify this.

For joiners and leavers, please refer to this Building historical index constituent article.

Regarding the organization ID, please refer to this discussion.

rice

I cannot find the corresponding field for "55838323096".

Jirapongse

4295904307 is the organization PermID for IBM.

55838323096 is the quote PermID for IBM.N.

You can verify this from the OpenPermID Website.

rice

What I mean is that I can’t find the field corresponding to the quote PermID, such as TR.OrganizationID?

Jirapongse

@rice

What Perm IDs are you using, and what data would you like to retrieve? Please provide a few examples.

For a content related question, you need to contact the helpdesk support team directly via LSEG Support to get a prompt response. You need to ask for the Excel formula, such as =RDP.Data, that can be used to retrieve the required data. Then, we can help you converting that formula to Python code.

rice

I just pulled the constituents of .SP500 via the API, and it returned 504 assets. Compared to what Workspace shows, VGNT.N has been newly added. This should be the entity that was just spun off today. However, it also lacks InstrumentID information, which seems incorrect?

Jirapongse

Do you mean the TR.InstrumentID field?

index_ric = ".SP500"

fields = [
    "TR.IndexConstituentRIC",
    "TR.IndexConstituentName"
]

constituent_df = ld.get_data(
    universe=[index_ric],
    fields=fields
    )

ld.get_data(
    universe = constituent_df['Constituent RIC'].to_list(),
    fields = ['TR.InstrumentID'])

rice

Yes, Why is there an extra ticker, VGNT.N?

Jirapongse

@rice

I also found this RIC in Workspace.

Please contact the helpdesk support team directly via LSEG Support to verify this. This appears to be a recently added RIC.

rice

I just found it in Workspace as well. Thank you!

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