How can I get the constituent stocks of the .STOXX index?

Question

I can find it on the workspace, but it keeps returning an error when I use the API.

ujjawal_khandelwal · Answer

Hi @rice:

Another method could be to use the Chain function to expand any chain.

Note: If the input is not a chain, it would throw the following message and would keep on running. So, make sure you pass a chain RIC only.

StreamingChain :: Cannot parse chain <input RIC> because it is an invalid chain.

import lseg.data as ld
from lseg.data.discovery import Chain
ld.open_session()  #desktop session

elements= Chain('0#.STOXX')
display(elements.constituents)

ld.close_session()

The output for this is a list of sub chains which can be expanded further as needed.

The method shared by my colleague is better for the current instrument but in case you just want to expand any chains you can use the Chain function too.

Please let me know if this is useful. Thank you : )

Jirapongse · Answer

@rice

Thank you for reaching out to us.

For this RIC, it could be this code.

ld.get_data(
    universe = ['0#.STOXX'],
    fields = ['TR.RIC','TR.PriceClose'])

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