Corrupted data retrieved from TR.TotalReturn

ucm
ucm Newcomer
edited June 25 in Refinitiv Data Platform Libraries

Hi,

I have retrieved total return data with this script, and there are some rics that has wrong daili returns.

For example BLNK.O almost the whole 2020 is wrong, theres a lot of consecutive days that the return is more than 6k, and other several consecutive days as -98 or 500.

Could you check this please?

Thanks for your help!

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Answers

  • Gurpreet
    Gurpreet admin

    Hello @ucm

    Which script are you using?

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @ucm

    Thank you for reaching out to us.

    I tested it with the following code.

    df = ld.get_data(
    universe = ['BLNK.O'],
    fields = ['TR.TotalReturn.Date','TR.TotalReturn'],
    parameters = {
        'SDate':'2020-01-01',
        'EDate':'2025-06-25',
        'Frq':'D'
    })
df

    The data looks okay.

    image.png

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