MSCI total return indices from Eikon into R

jiriw2

Hi,

I am interested in retrieving daily (or monthly) MSCI total return indices data (for a set of countries) via R/RStudio. I believe (please correct me if I am wrong) these data are in Eikon. From reading here on the platform I learned it is possible to use R.

I guess what I ultimately need is

1. API access to Eikon via R,
2. An idea of how to get a list of MSCI total return indices together with country information, and
3. A way to download the time series for a selected set of mnemonics.

Any help is highly appreciated. Thank you.

Best regards,

Jiri

Jirapongse

@jiriw2

Thank you for reaching out to us.

We do not provide an official R library for retrieving data from Workspace.

However, there is a third-party library available on GitHub. For guidance, please refer to the article "Setup JupyterLab or Jupyter Notebook for R".

Please note that we do not offer support for third-party libraries.

You need to use the LSEG Data Libraries for Python, .NET, or Typescript to retrieve data from Workspace.

This forum is dedicated to software developers using LSEG APIs. The moderators on this forum do not have deep expertise in every bit of content available through LSEG products, which is required to answer content questions such as this one.

The best resource for content questions is the Helpdesk support team, which can be reached by submitting queries through LSEG Support. The support team will either have the required content expertise ready available or can reach out to relevant content experts to get the answer for you.

You need to ask for the Excel formula, such as =RDP.Data, that can be used to retrieve the required data.

Then, we can help you converting that formula to Python code.

Please include the URL of this discussion in your raised question to prevent it from being redirected back to this Q&A forum.