Time Series example: Index + Constituents

import eikon
import datetime

'''
Example code to retrieve an index + constituents time series. 
Please define the following three variables
'''

application_id = 'XXXXXXXXXXXXXXXXXXXX'     # From the "Application ID Generator" in Eikon
index = 'OBX'                               # Name of the index
number_of_days = 10                         # Number of days of history you would like to receive

#################################################################################################
# Define the index RIC and the index chain codes
index_RIC = '.' + index
index_chain = '0#.' + index

# Set your App ID
eikon.set_app_id(application_id)

end = datetime.datetime.now()
start = end - datetime.timedelta(days=number_of_days)

# Read the index into empty dataframe
df_index = eikon.get_timeseries([index_RIC],
                                start_date=start,
                                end_date=end,
                                fields='CLOSE')

# Rename "CLOSE" column to the index name to prevent clash
df_index = df_index.rename(columns={'CLOSE': index_RIC})

# Read in more stocks
symbols = eikon.get_data(index_chain, 'TR.RIC')[0]['RIC']

for symbol in symbols:
    df_temp = eikon.get_timeseries([symbol],
                                   start_date=start,
                                   end_date=end,
                                   fields='CLOSE')
    # Rename to prevent clash
    df_temp = df_temp.rename(columns={'CLOSE': symbol})

    # Join the two dataframes
    df_index = df_index.join(df_temp[symbol])

# Show the output
print(df_index)