For a deeper look into our Eikon Data API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
dbishnoi avatar image
36 ●0 ●0 ●1

Download portfolio and benchmark data in Eikon using python

I have some portfolios and their benchmarks loaded into Eikon. I'd like to use python to pull yesterday's portfolio constituents, weights, along with the benchmark weights. is this possible?


Also I would like to pull the portfolio Forecasted Risk using Python.

eikoneikon-data-apiworkspaceworkspace-data-apirefinitiv-dataplatform-eikonpythonrisk
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

2 Answers

Upvotes
Accepted
dbishnoi avatar image
36 ●0 ●0 ●1

Thank you, but is it possible to access the weight of the assigned benchmark as well? And also is it possible to access the contribution to active risk?

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Agnes Terada avatar image Agnes Terada

Hi @dbishnoi ,

You can retrieve the benchmark weights using the same data items. For example:

df1, err1 = ek.get_data(['Portfolio(SAMPLE_ASSET_ALLOCATION_US_AGGRESSIVE)'],['TR.PortfolioConstituentName', 'TR.PortfolioWeight'])

df2, err2 = ek.get_data(['Portfolio(SPY-A)'],['TR.PortfolioConstituentName', 'TR.PortfolioWeight'])

The ex-ante risk items are currently unavailable via Eikon API, so you will need to continue using Portfolios & Lists application in Eikon.

Upvotes
zoya faberov avatar image
23k ●22 ●9 ●14

Hello @dbishnoi,

Please see if the following Previously Answered Question is helpful?

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Click below to post an Idea Post Idea