Extract historical Lipper fund performance data

koen.breemersch
koen.breemersch Newcomer
in Eikon Data APIs

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

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Best Answer

  • Gurpreet
    Gurpreet admin
    Answer ✓

    Hi @koen.breemersch Try passing in the parameters as an object:

    >>> df, err = ek.get_data('LP60022034', ['TR.FundRollingPerformance.date','TR.FundRollingPerformance'], parameters={'Interval': 'M', 'RollTimeFrame': '1Y'} )
    >>> df
        Instrument                  Date  Rolling Performance
    0   LP60022034  2019-12-06T00:00:00Z             0.989131
    1   LP60022034  2020-01-03T00:00:00Z             2.237115
    2   LP60022034  2020-02-07T00:00:00Z             5.804150
    3   LP60022034  2020-03-06T00:00:00Z            -9.107577
    4   LP60022034  2020-04-03T00:00:00Z           -12.932246
    5   LP60022034  2020-05-08T00:00:00Z             7.998068
    6   LP60022034  2020-06-05T00:00:00Z             8.700028
    7   LP60022034  2020-07-03T00:00:00Z            -2.843592
    8   LP60022034  2020-08-07T00:00:00Z            -3.635662
    9   LP60022034  2020-09-04T00:00:00Z             0.568728
    10  LP60022034  2020-10-02T00:00:00Z             3.015731
    11  LP60022034  2020-11-06T00:00:00Z            -4.347196

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