How can I get historical data for the constituents of an index on Python?
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How can I get historical data for the constituents of an index on Python?
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Here is an example how you can make it. The best approach to find the fields and necessary parameters is using Eikon Excel Build Formula tool.
df_tmp,err= ek.get_data("0#.STOXX50","TR.RIC")
instruments = df_tmp['RIC'].tolist()
df,err = ek.get_data(instruments,["TR.WasteTotal.date","TR.WasteTotal"],{"Period":"FY0", "Frq":"FY", "SDate":"0", "EDate":"-10"})
df
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If you are looking for a historical constituents of an index you can also try with:
ek.get_data("0#.FTSE(2010-08-09)","TR.CommonName")
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It is not for historical constituents, but for historical data pertaining to say Total Waste, for the past ten years of each constituent of Stoxx50, say. I am only getting familiar with the syntax for retrieving data using get_data :)
