Accessing historical lipper data from R

tylerh
tylerh Newcomer
in Eikon Data APIs

Hello, I have been using the get_timeseries function and the get_data function in r but have not seemed to be able to pull Lipper historical data. Any ideas?

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  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @tylerh

    I can get the daily close values of Lipper RICs by using the following code.

    data_frame3 = get_timeseries(list("LP68060257"),list("*"),"2021-10-01T00:00:00","2021-10-29T00:00:00","daily")

    The output is:

    1635477012837.png

    For other fields, you can use the Data Item Browser tool to list all available fields. Then, you can verify if those fields support historical data by using the Parameters tab.

    1635477239316.png

    The above picture shows that the CF_CLOSE field doesn't support historical data.

    Moreover, you can contact the Eikon support team via MyRefinitiv and ask for =TR Eikon Excel formulas that can be used to retrieve the required data. If the formulas are available, we can apply them to the Eikon Data API.

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