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How do I pull the constituent stocks of an index, such as the S&P 500, via the Python API?
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Constituents of an equity index?
Can anyone tell me why it returns an error? Are there indices that are compatible with 0# notation and those are not? Is there something wrong in my code? How can I see the list of all the constituents of an index? import lseg.data as ld ld.open_session() This one works.str_test = "0#.TSPM" l_field_test = ['TR.RIC']…
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for .DXY/.SPX/.BCOMCOT/XAUUSD=AU, how to get daily trade volume?
I tried ld.get_data(['.DXY','.SPX'], fields=['TR.Close.date','TR.Volume'],parameters={ 'SDate': '2025-12-01', 'EDate': '2025-12-31', 'Frq':'D' }) but didn't return any data
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Why does data item TR.HIGHPRICE not work for Nikkei 225 RIC .N225 when combined with other RICs?
Query: API Code is working but not with .N225 index Client's code: import lseg.data as ld # pip install lseg.data # pip install DatastreamPy from lseg.data.content import fundamental_and_reference ld.open_session() # import refinitiv.data as rd # pip install refinitiv-data import pandas as pd from tqdm import tqdm import…
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STOXX Europe 600 Constituents of 2015-2023
Hello everyone, I need lists of the firms that are part of the STOXX Europe 600 index on the last trading day of each year from 2015 to 2023. So, I need one list will all constituents of the index on 31-12-2015 and another list with the constituents on 30-12-2016, etc. Could anyone explain how to do this? I thought that I…
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Whats the issue with 0#.SSHI RIC
There seems to be an issue with 0#.SSHI in codebook ... it is not pulling the values correctly ... take for Example <0#.SPX> which has 500 stock RIC under .SPX. I get like One row But I replace the RIC from 0#.SPX >> to 0#.SSHI . The value looks corrupt . I have re-worked on the code, still it is pulling incorrect…
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MSCI total return indices from Eikon into R
Hi, I am interested in retrieving daily (or monthly) MSCI total return indices data (for a set of countries) via R/RStudio. I believe (please correct me if I am wrong) these data are in Eikon. From reading here on the platform I learned it is possible to use R. I guess what I ultimately need is API access to Eikon via R,…
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Where and how within the LSEG to get the MSCI total return country indices in R/RStudio
Where and how within the LSEG to get the MSCI total return country indices in R/RStudio, do you have any training documentation or training video which we can refer.
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Code Error
I tried import lseg.data as ld import pandas as pd import copy import plotly.express as px ld.open_session() ric = '.AXJO' start = '2014-01-01' end = '2025-08-26' df = ld.get_data(universe=[ric],fields =['TR.IndexJLConstituentRIC','TR.IndexJLConstituentChangeDate','TR.IndexJLConstituentituentChange'],…
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GDAX options not returning TRDPRC_1 via API
I am downloading data for multiple security types (options, equities and indices) and below code provides me with the data I need except for (DAX) Index options at EUREX, e.g. GDAX236000U5.EX. So, most of the fields below will be empty for an option but I would expect at least "TRDPRC_1" to be populated as this can be…
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Missing values for TR.IndexJLConstituentRIC.change when querying leavers and joiners of indices
See the following code (that works in general) and output. Until a few weeks ago, the code worked without the missing values. How can I get the (non missing) values for the variable TR.IndexJLConstituentRIC.change? ld.open_session() SP100_constitutents_Leavers_Joiners_df = ld.get_data( universe=[ '.OEXA' ], fields=[…
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Were there recent changes to "TR.IndexJLConstituentRIC.date" and "TR.IndexJLConstituentRIC.change"?
I used to get index changes in the SPX using the following code: index_changes = rd.get_data(universe = index_ric,fields = ["TR.IndexJLConstituentRIC.date", "TR.IndexJLConstituentRIC","TR.IndexJLConstituentName", "TR.IndexJLConstituentRIC.change"],parameters={"SDATE": init_date,"EDATE": end_date, 'IC':'B'}) As of…
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Client is facing the issue in running the Report client has access for the RIC .FTAS
from datetime import datetime as dt import pandas as pd import eikon as ek app_key='c5468339768f4efd92d04b15e44ae3b62dab8f22' ek.set_app_key(app_key) index_code='.FTAS' initial_date = pd.Timestamp(2025,7,18) fields = ['TR.IndexJLConstituentChangeDate', 'TR.IndexJLConstituentRIC.change', 'TR.IndexJLConstituentRIC']…
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How to use CUSIP to get the RIC for equity indices?
I'm using python API. I'm trying to extract RIC for Equity Indices by cusip. As an example, I have Cusip 648815108 for S&P 500 Index and Cusip 12497K100 for CBOE Market Volatility Index. However, when I search with the below query I have an empty dataframe returned. df3 = rd.discovery.search(…
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Historical series of Market Capitalization of market indices
Hello. Could I get a historical series of Market Capitalization of market indices (example: IBOVESPA ".BVSP"; NASDAQ 100 INDEX ".NDX") in the codebook?
