Is it possible to download the total return index of various equity indices that I am able to get...

... from the datastream excel plugin using EIkon Python API

Is it possible to download the total return index of various equity indices that I am able to get from the datastream excel plugin using EIkon Python API?

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Accepted answers

jason.ramchandani01

@paul aguirre So yes you can get some Total Return Indices - so for the S&P500 and FTSE100 you could try:

df = ek.get_timeseries(['.SPXTR','.TRIUKX'],['CLOSE'],start_date='2018-01-01',end_date='2021-05-05',interval='daily')
df

All comments

jason.ramchandani01

@paul aguirre So yes you can get some Total Return Indices - so for the S&P500 and FTSE100 you could try:

df = ek.get_timeseries(['.SPXTR','.TRIUKX'],['CLOSE'],start_date='2018-01-01',end_date='2021-05-05',interval='daily')
df

paul aguirre

Thanks for this Jayson. Does it give you data for .FTAWDP following the same formula?

raksina.samasiri

Hi @paul aguirre ,

Yes, it does.

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