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TR.TotalReturn1YrCrossAsset timeseries PYTHON

How can I get the TR.TotalReturn1YrCrossAsset timeseries for a given instrument for given dates?


For example I would like to get the 'TR.TotalReturn1YrCrossAsset' timeseries for 'IBCD.DE' starting from 15-09-2022 till 20-02-2023

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I think this can be done using the following code:


ek.get_data('IBCD.DE', 
            ['TR.TotalReturn1Yr.Date','TR.TotalReturn1Yr'], 
            parameters={"Frq": "D",'SDate':'2022-09-15', 'EDate':'2023-02-17'})


Can you confirm this solution @jason.ramchandani01 ?

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Hi @siddharth.marya ,

I confirm that ek.get_data() can provide expected data.

You can also use same function from refinitv-data lib which was release beginning 2023:

r = rd.get_data('IBCD.DE',
                ['TR.TotalReturn1Yr.Date', 'TR.TotalReturn1Yr'],
                parameters={"Frq": "D", 'SDate': '2022-09-15', 'EDate': '2023-02-17'})


Thanks. What is really not useful is that even though the data code 'TR.TotalReturn1Yr' returns the expected value, it is not to be found in the data item browser. I literally found it via trial and error.

@siddharth.marya So the Total Return Fields are all available in the Data Item Browser - see below (make sure All Items is selected:

1676917688800.png

I hope this can help.

1676917688800.png (453.8 KiB)
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