Different Benchmark Data for the Same Benchmark RIC

raptorsun
raptorsun Newcomer
in Eikon Data APIs

When downloading fund benchmark data using Eikon Data API, I got difference data for the same Fund Instrument RIC. Normally for the same benchmark RIC the benchmark data should be the same.


Here is a small piece of code to reproduce the problem:

import eikon as ek
import pandas as pd

ek.set_app_key('APP KEY HERE')

isin_codes = [
    'US38145C2329',
    'US4614185357',
    'US46625H3654',
    'US56064B5306',
    'US9026416464',
    'US90267B6829',
]

request_fields = [
    ek.TR_Field('TR.FundBenchmarkInstrumentRIC'),
    ek.TR_Field('TR.FundBenchmarkName'),
    ek.TR_Field('TR.PricePctChg1Y'),
    ek.TR_Field('TR.PricePctChg3Y'),
    ek.TR_Field('TR.PricePctChg5Y'),
]
request_params = {
    'Curn': 'USD',
    'RH': 'In',
    'CH': 'Fd',
}

ranking_data_slice, err = ek.get_data(
    list(isin_codes), request_fields, request_params)

ranking_data_slice.to_csv('test_result.csv')


These funds all have the same RIC but their benchmark data is different as highlighted in the picture.

image

Does someone know why the same RIC returns different data?

If this is not expected behavior, how to resolve the problem?

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Best Answer

  • Alex Putkov.1
    Alex Putkov.1 ✭✭✭✭✭
    Answer ✓

    @raptorsun

    I think you got confused over what fields TR.PricePctChg1Y, TR.PricePctChg3Y and TR.PricePctChg5Y return. They return the price change of the instrument passed in the instruments list input of get_data method. If the instrument in the input list is a stock the fields return the price change of the stock. In your example these fields return the price change of each fund in the input list not of the benchmark.

Answers

  • chavalit-jintamalit
    chavalit-jintamalit admin

    Hi @raptorsun

    I think you are not looking at the same fund.

    image


    I added "TR.FundName" to your requested fields.

    And you can see that they are different funds so they have different performance.


    If this does not answer your question, I would suggest contacting the Refinitiv Content helpdesk at https://my.refinitiv.com/ to clarify what the TR.FundBenchmarkInstrumentRIC is for.

    The description is the Data Item Browser is very brief.

    image

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