I'm trying to extract monthly performance data for a list of Belgian Lipper funds. However, the result I obtain only shows the most recent year-to-date performance. My API request (in R, so forgive me for the slight difference in syntax with the Python syntax) for a single specific Lipper fund (LP60022034) is the following:
lipper_data<-get_data(list(LP60022034),list('TR.FundRollingPerformance.date','TR.FundRollingPerformance'), list("SDate"="-1Y","EDate"="0D"))
However, when I run the API through the excel-instrument builder, I successfully obtain what I am searching for:
=TR("LP60022034";"TR.FundRollingPerformance(Interval=M RollTimeFrame=1Y);TR.FundRollingPerformance(RollTimeFrame=1Y Interval=M).date";"CH=Fd RH=IN";B2)Could you help me point out my error in my formula? An answer in Python syntax will do just fine, I can then translate to R.
FYI: I have no problem obtaining historical net asset value data through the very same type of R-code chunk listed above.
Many thanks in advance
