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mfu.fi avatar image
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Retrieve historical fraction of shares traded by ownership turnover

I am interested in getting a time-series (via Eikon API for python) on the fraction of traded shares by investors turnover.


Specifically, I am interested in a breakdown by turnover of a stock´s investor ownership, see screenshot below for an example of Apple (AAPL.O). In other words, I would like to reproduce those 53.08% for Low turnover in EIKON API for python and get a time-series of historic values of the same coming from former filings. Would you please help me in this regard? Best, Maximilian


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2 Answers

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raksina.samasiri avatar image
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Hello @mfu.fi ,

Could you please share the Excel formula that replicates the 53.08% you mentioned?

I tried with the formula below, and the summation of the output I got is 58.7982. However, let me share the formula I used.

=@TR("AAPL.O","TR.PctOfSharesOutHeld","CH=Fd RH=IN",B2)

here's the Python code for the formula

df, err = ek.get_data("AAPL.O","TR.PctOfSharesOutHeld")
df

an output os-01.png

To get the data of a specific date, you may put the parameter 'SDate' into the formula

=@TR("AAPL.O","TR.PctOfSharesOutHeld","SDate=2021-07-06 CH=Fd RH=IN",F2)

python code

df, err = ek.get_data("AAPL.O","TR.PctOfSharesOutHeld",{"SDate":"2021-07-06"})
df

an output os-02.png


Plus, to know which parameters can be used on a specific field, you can click 'Parameters & Quick Functions' in Formula Builder, here you will see that the 'As of' can be used to indicate the date



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raksina.samasiri avatar image raksina.samasiri

Formula Builder

os-02-dib.png

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mfu.fi avatar image
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quick update: I managed to replicate those 53.08% using TR.PctOfSharesOutHeld in excel. However, I could not find any option to retrieve historical data for different file dates. Also, I would be interested in equivalent queries for the Eikon Python API I am using. Any hints are appreciated!

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