How can I get the total return series for indices?

I require the total return series for indices. For eg, I am able to fetch close price for indices like .SPTTEN and .SPTTTK using TR.ClosePrice but I need to fetch the total returns.

Find more posts tagged with

eikon

#content

Accepted answers

raksina.samasiri

Hi @BlackBird,

The data item name (field name) can be search through Data Item Browser and Eikon Data API in Python as below

However, the field returned NaN on these instruments

df, err = ek.get_data(['.SPTTEN','.SPTTTK'], ['TR.ClosePrice','TR.TotalReturn'])
df

As the moderators
on this forum are expertise on Refinitiv APIs usage. However, they do not have
deep expertise in every type of content available through Refinitiv products.
Such expertise is available through Refinitiv Helpdesk, which can be reached
via MyRefinitiv. To be of help, ticket number 12862428 was raised on your
behalf and the support team is going to contact you soon to assist with this.

Hope this helps
and please let me know in case you have any further questions

All comments

raksina.samasiri

Hi @BlackBird,

The data item name (field name) can be search through Data Item Browser and Eikon Data API in Python as below

However, the field returned NaN on these instruments

df, err = ek.get_data(['.SPTTEN','.SPTTTK'], ['TR.ClosePrice','TR.TotalReturn'])
df

Hope this helps
and please let me know in case you have any further questions

EXPLORE OUR SITES