derivitec.core.client.DerivitecClient.get_index_component_data

DerivitecClient.get_index_component_data(identifiers, market_date, fallback_on_derivitec_data, market_data_environment_name=None, include_constituent_spot=False)[source]

Get index compenent data.

Parameters:

  • identifiers (List of InstrumentIdentifier) – The identifiers.

  • market_date (datetime.datetime) – The market date.

  • fallback_on_derivitec_data (bool) – The fallback on derivitec data.

  • market_data_environment_name (str) – The market data environment name (optional with default Organisation Level Environment)

Return type:

Code

Get index component data for SPX.

>>> identifier = [ric(".SPX")]
>>> market_data_environment_name = "Example Market Data Environment"
>>> client.get_index_component_data(identifiers, datetime(2024, 8, 1), True, market_data_environment_name)