Could anyone please provide an example of how you would go about retrieving the index constituents for say the FTSE100 from 10 years ago?
Thank you kindly!
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@armandnaude I am afraid this is not quite possible, I do not believe we carry FTSE100 constituents from 10 years ago, however, as I said in this reply, your Thomson Reuters support desk should confirm this.
I was able to go to May 2016 with
=TR(".FTSE","TR.IndexConstituentRIC;TR.IndexConstituentName;TR.IndexConstituentWeightPercent(S=V)","SDate=20160501 CH=Fd RH=IN")
If that is fine, I can provide you with a code sample.
Very late, just for future reference:
eikon.get_data('.FTSE', ['TR.IndexConstituentRIC' , 'TR.IndexConstituentName'], {'SDate':'20160501'})[0]
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Otherwise, you can use TRTH (Thomson Reuters Tick History) SOAP API to retrieve a list of RIC for .FTSE from 10 years ago. However, you need to have a TRTH account.
Thomson Reuters Tick History (TRTH) is an internet hosted platform, with a request-retrieve web service API that offers unparalleled access to historical high frequency data across global asset classes since 1996.
The function call is ExpandChain which returns a list of the RICs for all instruments that were part of the given chain at any time during the given time period.
For more information, please refer to Thomson Reuters Tick History (TRTH) - SOAP API at https://developers.refinitiv.com/en/api-catalog/datascope-select/datascope-select-soap-api.
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How do you retrieve the current index constituents? the equivalent of
=TR("Index(FT100)","TR.RIC","CH=Fd RH=In") in excel
You can use Dex2 COM library with the following parameters in RData object:
RData.InstrumentIDList = "Index(FT100)";
RData.FieldList = "TR.RIC";
