Getting Constituents of MSCI, Bloomberg, ICE Bofa Indices in Datastream API

Question

Hello, What is the syntax I have to use to get the constituents PIT (Point In Time, we have a license for this) for the following indices using Datastream API ? I am not able to find a working solution. While this works for Dax index for example it does not with MSCI Indices:

ds.get_data(tickers='LMSUSAMD0121|L', fields=['MNEM','PI','WTIDX','NAME'], kind=0) Also, how to get constituents for these bond indices in Datastream API ?

Bloomberg U.S. Corporate High Yield USD

LHYIELD

ICE BofA US High Yield Index

MLHMACL

Jirapongse · Answer

@Aleniles

Please contact the Datastream Web Service support team directly via LSEG Support to verify the instruments and content.

Aleniles · Answer

@Jirapongse That I know, it doesn't work. And there are no constituents tickers for bond indices. What about those one ?

Jirapongse · Answer

@Aleniles

Thank you for reaching out to us.

I verified that LMSUSAMD works correctly; however, it does not work when MMYY is added to the end of the name.

Both LHYIELD and MLHMACL are not listed as Constituent Lists in the Datastream Navigator.

For content related questions, please contact the Datastream Web Service support team directly via LSEG Support.

You may inquire about the instruments that can be used to obtain the required data.

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