How to Find Daily Total return for US based Index.

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BlackBird
BlackBird Explorer
in Refinitiv Data Platform Libraries

Require assistance in downloading Index Data for US based Fixed Income Indexs and Index for commodity traded in US . For commodity i cannot find the appropriate RICs for Index
.For Fixed income index Ex. (.MERB0B0) need assistance in downloading the daily Total return

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  • raksina.samasiri
    raksina.samasiri admin
    Answer ✓

    Hi @BlackBird ,

    Regarding retrieving the daily total return of the .MERB0B0, the libraries below can be used

    1. Refinitiv Data Library for Python, and here's its quick start guide
      import refinitiv.data as rd
      rd.open_session()

      rd.get_data(
          universe=['.MERB0B0'],
          fields=['TR.DAILYTOTALRETURN.date', 'TR.DAILYTOTALRETURN'],
          parameters = {'SDate': '0', 'EDate': '-10', 'Frq': 'D'}
      )
      1665999412763.png
    2. Eikon Data API, and here's its quick start guide
      import refinitiv.data.eikon as ek

      ek.set_app_key('DEFAULT_CODE_BOOK_APP_KEY')

      df, err = ek.get_data(['.MERB0B0'], ['TR.DAILYTOTALRETURN.date', 'TR.DAILYTOTALRETURN'],
                            parameters = {'SDate': '0', 'EDate': '-10', 'Frq': 'D'})
      df
      1665999483674.png

    Regarding getting the appropriate RICs for commodities traded in US, as the moderators on this forum do not have deep expertise in every type of content available through Refinitiv products. Such expertise is available through Refinitiv Helpdesk, which can be reached via MyRefinitiv and you can ask them for the proper RICs to be used.

    Hope this helps and please let me know in case you have any further questions

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