Hello,
I have a list of some say 8 stocks in a dataframe from a sample universe of 4000 stocks. The stocks are listed by their RIC. I want to calculate the daily return & derive that output in a different column. the data frame sample will look like below: RICS on left side & prices on right side. How can Eikon API have a time series function code to get that output.? Can someone help & guide how to calculate the returns in pandas. Help is much appreciated. Tks R
Hi @rupa ,
get_timeseries method can only return price history in the currency in which the instrument is traded. If your instruments are stocks or indices you can use get_data method with TR.PriceClose field, which can return price history in the currency of your choice:
df, err = ek.get_data('AAPL.O',['TR.PriceClose.date','TR.PriceClose'], {'SDate':'2024-05-01', 'EDate':'2024-07-01', 'CURN':'EUR'})
display(df)
@rupa Thanks for your question so you should create another column and calculate the difference between the two columns - something like:
closePriceDF1['Daily Change'] = closePriceDF1['2024-08-22'] - closePriceDF1['2024-08-21']
that should calculate the difference. You can also calculate a % change by altering the formula slightly. I. hope this can help.
hello, thanks Jason.
i was able to change formula to get %.
i have a query on that .....As the stocks are in different currencies, what code can be used in a function:
thanks in advance
RS
