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jack.simpson0 avatar image
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Companies missing from historical ASX 100 data retrieved with Python API

I've been trying to retrieve a list of companies that are in the ASX 100 at various points in time. I tried this to get a list of companies 10 years ago: 

ek.get_data(['.ATOIA'], ['TR.IndexConstituentRIC','TR.IndexConstituentName'], {'SDate': '-10CY'})

And I also tried this below based on the recommendation of Eikon support. 

ek.get_data("Index(SPASX100,20080601)",["TR.PortfolioConstituentName","TR.PortfolioShares"])

Neither of these returns a complete list of 100 companies - there are more than a dozen companies missing in the returned dataset. Does anyone know a way to retrieve a complete list?

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1 Answer

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Zhenya Kovalyov avatar image
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From the API usage perspective everything you do is correct. What I suggest is to ask your local Thomson Reuters support desk for a Eikon Excel spreadsheet, that is going to do what you expect. If there any peculiarities in the dataset, they will be visible in the spreadsheet model.

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