I have a client that would like to search for an index and find all the ETFs that replicate that index. ie. for the S&P500 find all the ETFs that one can invest in.
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I have a client that would like to search for an index and find all the ETFs that replicate that index. ie. for the S&P500 find all the ETFs that one can invest in.
A brute-force method is to just loop all the candidates (ETFs) and find these ETFs when their TR.FundBenchmarkType == “AssetManager” and TR.FundBenchmarkName matches your selected index name. Notes, you need to study the benchmark names first to make sure you define your name matching criteria matches your expected results as there can be many variants of the same benchmark such a CR/TR or in different currencies. You may also need to check other fund attributes if possible as some ETFs can track the index but invest in the opposite direction or not a full replication of the index.
RDP Funds API provides better fund screening capabilities, you can use some fund screening function to screen for funds having the fund manager benchmark name similar to your target index name. An example is:
https://api.refinitiv.com/data/funds/v1/assets?screen={"criteriaItems":[{"selectedItem":"n11015","compareValue":"S&P 500 CR","operation":"Contains"}]} #To try it in API Playground, you need to use the URL encoded version: https://api.refinitiv.com/data/funds/v1/assets?screen=%7B%22criteriaItems%22:[%7B%22selectedItem%22:%22n11015%22,%22compareValue%22:%22S%26P%20500%20CR%22,%22operation%22:%22Contains%22%7D]%7D
This shall give you all funds (not just ETFs) that have the fund manager benchmark contains “S&P 500 CR” in the name. You can further narrow down the screening by limit the scope to ETFs. Lastly, you also need to take care the different index tracking method or other attributes for the same concerns mentioned for Eikon API above. E.g. RDP Funds API provides the data field: “Index Replication Method”, you can also use that field to add to your screening operation rather than check afterwards.
I'm afraid I couldn't find a way to do this using Eikon APIs. You can do this kind of search in Fund Screener app in Eikon, but the Funds Screener is not exposed through any Eikon APIs. I also checked whether you could use RDP Search for this purpose, and I couldn't find criteria linking an ETF to a benchmark index.