How to get user-selected currency denominated total return on Python API

zeusu.sato
zeusu.sato Newcomer
in Eikon Data APIs

There is local currency denominated total returns 'TR.TotalReturn' on Python API, but this item seems to be not able to select currency.

How can I get total returns on any currency?

ex) AAPL.O's total return denominated on JPY = (1+r_local)*(1+r_FX),

where r_local = AAPL.O's local return denominated on USD, r_FX = USD/JPY rate return.

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Best Answer

  • chavalit-jintamalit
    chavalit-jintamalit admin
    Answer ✓

    Hi @zeusu.sato

    You can check what parameter is supported on the field you are looking for.

    In this case, the TR.TotalReturn does not support the user-selected currency.

    image


    To work out your formula, you can retrieve the data and do the calculation on Python.

    This is just to show you some idea (but keep in mind that I am not a content expert so the data I am using may be wrong)

    image


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