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cleesikyee avatar image
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Not same fields available from .Net vs Python for get_history

Hello,

It seems that we cannot query the same fields for historical prices from Python and .Net.

We would like to query TR.TotalReturn in the .Net C# API as such :

var response = Summaries.Definition(new List<string>() {"0001.HK"})
                        .Fields(new List<string>() {"TR.TotalReturn"})            
                        .Interval(Summaries.Interval.P1D)             
                        .GetData();

But it seems this is not in the available fields

From Python we are able to do it using the get_history

Can you please help to check how we can get the TR.TotalReturn history via C# .Net API?

Thanks.

eikon-data-apirefinitiv-dataplatform-eikon#product
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Jirapongse avatar image
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@cleesikyee

Thank you for reaching out to us.

To get the TR fields, you can use the FundamentalAndReference. Please check these examples.

The code looks like this:

var sdate= "2024-06-01";
var edate = "2024-06-30";
response = FundamentalAndReference.Definition().Universe("0001.HK")
                                               .Fields("TR.TotalReturn.Date","TR.TotalReturn")
                                               .Parameters(new Newtonsoft.Json.Linq.JObject()
                                               {
                                                   ["SDATE"] = sdate,
                                                   ["EDATE"] = edate,
                                                   ["FRQ"] = "D"
                                               }).GetData();

You can use the Data Item Browser tool to search for fields and parameters.

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cleesikyee avatar image cleesikyee

Hello Jirapongse,

Thanks for your reply.

I tried the above and it does give values but it seems that sometimes some duplicated values.

var sdate = "2023-08-30";
var edate = "2023-09-10";
response = FundamentalAndReference.Definition().Universe("0001.HK")
                                               .Fields("TR.PriceClose.Date","TR.PriceClose")
                                               .Parameters(new Newtonsoft.Json.Linq.JObject()
                                               {
                                                   ["SDATE"] = sdate,
                                                   ["EDATE"] = edate,
                                                   ["FRQ"] = "D"
                                               }).GetData();

This is what we observe for example.

data.png

Can you check if you see the same?

From the Python API, the data is not duplicated.

Thanks.



data.png (25.0 KiB)
Jirapongse avatar image Jirapongse cleesikyee

I checked in the Workspace Excel with the following formula.

=@RDP.Data("0001.HK","TR.PriceCloseDate;TR.PriceClose","Frq=D SDate=2023-08-30 EDate=2023-10-09 CH=Fd RH=IN",E2)

It also returns the duplicated entries.

1722851633357.png

Please contact the helpdesk directly via MyAccount to verify the retrieved data.

1722851633357.png (29.4 KiB)

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