How do I download monthly returns (including dividends) for a specific set of firms?

researhcer42
researhcer42 Newcomer
in Refinitiv Data Platform

Hi,

I would like to download monthly returns (including dividends) for a specific set of firms. I just don't want to use month-end prices because I would like returns that include dividends. How do I get that?

I used the Eikon API in Python

Thank you

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Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @researhcer42

    Thank you for reaching out to us.

    You can use the Data Item Browser tool to search for fields that can provide the requried data.

    I found the TR.TotalReturn field that has the following descriptions.

    1700110862661.png

    You can check the Parameters tab that lists all available parameters for this field.

    Otherwise, you can contact the helpdesk team directly via MyRefinitiv and ask for the fields or formula that can provide the required data.


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