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Retrieve historical fund holdings data via RDP API
Hello, I'm trying to retrieve historical Lipper fund holdings data via RDP API (which has been activated under my account) using Python. My python codes are as follows: import refinitiv.data as rd import pandas as pd rd.open_session() fund_ric = "LP60014953" fields = [ "TR.FundHoldingRIC", "TR.FundHoldingName",…
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Downloading historical ETF holdings
I want to download the historical stock holdings of an ETF (VONE.O). I tried the following: holdings = rd.get_data(universe = ['VONE.O'], fields = ['TR.FundHoldingRIC', 'TR.FundHoldingName', 'TR.FundHoldingsDate', 'TR.HoldingsDate', 'TR.FundNumberOfShares', 'TR.FundPercentageOfFundAssets'], parameters =…
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Unable to Retrieve Quarterly Equity Shareholder Data for ROG.S from 2014Q1 to 2024Q2 Using Standard
I am looking to get the portfolio investment equity shareholder info for ROG.S at a quarterly frequency from 2014Q1 to 2024Q2. Ideally, it would be a CSV file with Firm,InvestorName,InvestorCountry,YearQuarter,InvestorShare. Firm would show ROG.S, InvestorName and InvestorCountry would be strings and YearQuarter would be…
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Pull historical Lipper derived holdings data using RDP API
Hi! I would like to pull historical derived holdings data for +1000 funds on LSEG Workspace (specifically Lipper) using the Python API. I saw a few posts that I might want to use the RDP API for such tasks. I have accessed RDP but can't figure out which functions I should use. Could you provide some instructions? Below is…
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Own2InvHldgTO OwnTurnover Calculation
In the QA Direct module Ownership V2, there is the table Own2InvHldgsTO: Ownership Investor Holdings Percent ("This table contains information on the volume of shares traded as a percentage of total shares held in an investor's portfolio"). How exactly is this calculated? Is is the sum of the absolute values of the change…
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Loop mutual funds holdings
Hi everyone, I am trying to download mutual fund holdings data using the following code in codebook: import refinitiv.data as rd from refinitiv.data.errors import RDError import pandas as pd import time LP=[ 'LP40215045', 'LP40212543', 'LP40235060', 'LP40209239', 'LP40209247', 'LP40215141', 'LP40212555', 'LP40209256',…
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How can I use API to authomatically download funds' holdings informations?
Hi everyone, I am a researcher at the Catholic University of Milan, currently working on a project that involves historical holdings data for U.S. actively managed mutual funds. Specifically, I require the full holdings information (not just the top 3 holdings) for all such mutual funds, on a quarterly basis over the past…
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Annual fundamentals data and institutional holdings data
Hello I am trying to download fundamentals data for a number of years (2000-2024) and RICs. The code I use is like this: data_items = [ "TR.CIKNumber", "TR.NAICSIndustryGroupCode", "TR.TotalAssets.date", "TR.NumberOfAnalysts", "TR.TotalCurrentAssets" ] parameters = { "SDate": start_date, "EDate": end_date, "Frq": "Y",…
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holdings data on the ultimate parent level
I'm interested in extracting holdings data of securities (say "AAPL.O" as an example) via the get_data() function of the LSEG Data Library. Using fields such as "TR.HoldingsDate, TR.InvestorFullName, TR.SharesHeld, TR.SharesHeldValue, TR.FilingType" gives me the holdings on the consolidated level. This means I get separate…
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Bondholders of a corporate bond?
Similar to the ownership requests for equities, I would like to know if it's possible to have similar information for bonds. Given the case of Evergrande, I would like to retrieve bondholding information, with the respective, bondholder name, country, par amount, net change, and par outstanding (%). Their respectives…
