Gross vs Net Price Data

aw70315

I am using the following formula to pull historical prices for a large number of ISINs:

df_int, err = ek.get_data(instruments = isins ,fields = ['TR.CLOSEPRICE','TR.CLOSEPRICE.date'],

                             parameters = {'Frq' : 'D,','SDate': '2012-01-01', 'EDate' : '2023-12-31','CH' : 'Fd','RH' : 'IN'})    

This successfully pulls a price each day for most of my ISINs. However, I am unclear about what price this actually is. Is the TR.CLOSEPRICE field the gross price (before fees paid to the fund for positive performance or general fees) or net price (after any fees)?

Thank you,

Anthony

wasin.w

Hello @aw70315

I did a quick research with the Data Item Browser app (DIB) on the Workspace.

The TR.CLOSEPRISE definition is "Last trade price or value."

However, I admit that I am not a data expert, so I highly recommend you contact the Workspace Content support team to help you with this question. You can contact the team via https://myaccount.lseg.com/en/helpandsupport website.