TR.TotalReturn1YrCrossAsset timeseries PYTHON

How can I get the TR.TotalReturn1YrCrossAsset timeseries for a given instrument for given dates?
For example I would like to get the 'TR.TotalReturn1YrCrossAsset' timeseries for 'IBCD.DE' starting from 15-09-2022 till 20-02-2023
Best Answer
-
I think this can be done using the following code:
ek.get_data('IBCD.DE',
['TR.TotalReturn1Yr.Date','TR.TotalReturn1Yr'],
parameters={"Frq": "D",'SDate':'2022-09-15', 'EDate':'2023-02-17'})Can you confirm this solution @jason.ramchandani01 ?
0
Answers
-
Hi @siddharth.marya ,
I confirm that ek.get_data() can provide expected data.
You can also use same function from refinitv-data lib which was release beginning 2023:
r = rd.get_data('IBCD.DE',
['TR.TotalReturn1Yr.Date', 'TR.TotalReturn1Yr'],
parameters={"Frq": "D", 'SDate': '2022-09-15', 'EDate': '2023-02-17'})0 -
Thanks. What is really not useful is that even though the data code 'TR.TotalReturn1Yr' returns the expected value, it is not to be found in the data item browser. I literally found it via trial and error.
0 -
@siddharth.marya So the Total Return Fields are all available in the Data Item Browser - see below (make sure All Items is selected:
I hope this can help.
0 -
In your screenshot I do not see the field 'TotalReturn1Yr' and with the field 'TR.TotalReturn1YrCrossAsset' which is visible in your screenshot, the above code does not work and returns a single value for 2023-02-17.
0 -
0
Categories
- All Categories
- 3 Polls
- 6 AHS
- 36 Alpha
- 166 App Studio
- 6 Block Chain
- 4 Bot Platform
- 18 Connected Risk APIs
- 47 Data Fusion
- 34 Data Model Discovery
- 685 Datastream
- 1.4K DSS
- 615 Eikon COM
- 5.2K Eikon Data APIs
- 10 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- 3 Trading API
- 2.9K Elektron
- 1.4K EMA
- 252 ETA
- 556 WebSocket API
- 38 FX Venues
- 14 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 23 Messenger Bot
- 3 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 60 Open Calais
- 275 Open PermID
- 44 Entity Search
- 2 Org ID
- 1 PAM
- PAM - Logging
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 22 RDMS
- 1.9K Refinitiv Data Platform
- 652 Refinitiv Data Platform Libraries
- 4 LSEG Due Diligence
- LSEG Due Diligence Portal API
- 4 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.2K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 12 World-Check Customer Risk Screener
- 1K World-Check One
- 46 World-Check One Zero Footprint
- 45 Side by Side Integration API
- 2 Test Space
- 3 Thomson One Smart
- 10 TR Knowledge Graph
- 151 Transactions
- 143 REDI API
- 1.8K TREP APIs
- 4 CAT
- 27 DACS Station
- 121 Open DACS
- 1.1K RFA
- 104 UPA
- 193 TREP Infrastructure
- 228 TRKD
- 917 TRTH
- 5 Velocity Analytics
- 9 Wealth Management Web Services
- 90 Workspace SDK
- 11 Element Framework
- 5 Grid
- 18 World-Check Data File
- 1 Yield Book Analytics
- 46 中文论坛