Efficient retrieval of a series of returns data around a date

chen.lin

Hi, my question is about what is an efficiency way of doing this:

Let's say I have a particular date of interest for a RIC, and I want to get 1) the daily total returns for -1 to 1 days around this date and 2) the total return from this date to 30 days after this date.

For now I am retrieving every return data separately by

#for the daily return from -1 to 0
=eikon.get_data([RIC,['TR.TotalReturn'], {'SDate':datetime.strftime(Date - timedelta(1), '%Y-%m-%d'), 'EDate':datetime.strftime(Date - timedelta(0), '%Y-%m-%d')})

This appears very inefficient when I have many of such dates of interest from many RICs, not to mention the Error 400 warnings. Just wonder if anyone have a clever way?

chavalit-jintamalit

Hi @chen.lin

First, I would like to mention that get_data can take in multiple RICs as input. This may reduce your API call if you only pass in a single RIC.

Second, It really depends on the dates of your interest. So you can consider retrieving a range of data and filter them out on your dataframe.

Just make sure that it does not exceed the limitation which explained here.