Download the stock daily prices and total return together with date sorted

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jiayin.meng.20

9 ●1 ●1 ●3

Download the stock daily prices and total return together with date sorted

Hi all,

I am trying to download the daily prices and total return of a list of RICs. However, when I tried by using the following codes, the sorted dates of these two variables are opposite. How to modify the code to combine the date?

Many thanks

ric = df['ric'].astype(str).tolist()

df, e = ek.get_data(ric, 
                    ['TR.PriceClose(Curn=USD)','TR.TotalReturn','TR.PriceClose.calcdate','TR.TotalReturn.date'],
                     {'SDate': '2024-01-01',
                     'EDate': '2024-02-10','Frq':'D'})
df

eikon python #technology api #content

1710345601429.png (23.0 KiB)

Mar 13 at 04:01 PM

10 |1500

Attachments: Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

wasin.w Mar 21 at 07:31 AM

Hello @jiayin.meng.20

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?

If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,

AHS

Answer 1 · 2024-03-13T16:29:06Z

jonathan.legrand

5.8k ●21 ●2 ●6

Hi @jiayin.meng.20 ,

I would advise updating to the new library, have you had a look at it?

import refinitiv.data as rd
rd.open_session()

df = rd.get_data(
    universe=["LSEG.L", "VOD.L"],
    fields=['TR.PriceClose(Curn=USD)','TR.TotalReturn','TR.PriceClose.calcdate','TR.TotalReturn.date'],
    parameters={
        "SDate": '2024-01-01',
        "EDate": '2024-02-10', # "Curn": "EUR",
        'Frq':'D'})
df

I'd actually advise the get_history function instead.

1710347262956.png (41.1 KiB)

Mar 13 at 04:29 PM

10 |1500

Attachments: Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

jiayin.meng.20 Mar 13 at 04:44 PM

Hi @jonathan.legrand

Thanks for answering. However, the order of the date of total return and daily price seems also different. Could you please provide a code to make the order of these dates the same? For example both from 2024-01-01 to 2024-01-31

jonathan.legrand jiayin.meng.20 Mar 13 at 04:47 PM

Hi @jiayin.meng.20 ,

Are you asking for the dataframe rows' order to be inverted? If so, I believe the following can help:
https://stackoverflow.com/questions/35240528/reverse-dataframes-rows-order-with-pandas

jiayin.meng.20 jonathan.legrand Mar 13 at 04:57 PM

Hi @jonathan.legrand

Thanks. But I am not sure if this is what I am asking. I would like to add a `sort` function after the retrieve of the data. Take my initial picture as an example, I want to retrieve the daily price and total return of `000002.SZ` from 2024.01.01 to 2024.02.10. However, the results show the order of daily price is from 2024.01.01 to 2024.02.10, while the order of total return is from 2024.02.10 to 2024.01.01. I would like to merge the two dates into a one. I know I can download them separately and merge them accordingly. But as there are a large amount of RICs, I would like to know is there a function that I can **sort the date** when I retrieve the values?

Many thanks

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