Download the stock daily prices and total return together with date sorted

jiayin.meng.20
jiayin.meng.20 Newcomer
in Eikon Data APIs

Hi all,

I am trying to download the daily prices and total return of a list of RICs. However, when I tried by using the following codes, the sorted dates of these two variables are opposite. How to modify the code to combine the date?

Many thanks

ric = df['ric'].astype(str).tolist()

df, e = ek.get_data(ric, 
                    ['TR.PriceClose(Curn=USD)','TR.TotalReturn','TR.PriceClose.calcdate','TR.TotalReturn.date'],
                     {'SDate': '2024-01-01',
                     'EDate': '2024-02-10','Frq':'D'})
df1710345601429.png
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Best Answer

  • [Deleted User]
    [Deleted User] Newcomer
    Answer ✓

    Hi @jiayin.meng.20 ,


    I would advise updating to the new library, have you had a look at it?

    import refinitiv.data as rd
    rd.open_session()

    df = rd.get_data(
        universe=["LSEG.L", "VOD.L"],
        fields=['TR.PriceClose(Curn=USD)','TR.TotalReturn','TR.PriceClose.calcdate','TR.TotalReturn.date'],
        parameters={
            "SDate": '2024-01-01',
            "EDate": '2024-02-10', # "Curn": "EUR",
            'Frq':'D'})
    df

    1710347262956.png



    I'd actually advise the get_history function instead.

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