How to get FUND NAV using time series ?

booze007
booze007 Newcomer
in Eikon Data APIs

Hallo everyone

i am trying to reterive fund nav prices using timeseries . its showing me error or NAN values . please help me out .

for example

AT0000675665
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Best Answer

  • Alex Putkov.1
    Alex Putkov.1 ✭✭✭✭✭
    Answer ✓

    The only symbology that can be used with get_timeseries method is Thomson Reuters RIC. For this fund you can use RIC LP60077908, e.g.
    ek.get_timeseries('LP60077908',end_date='2017/11/15',start_date='2017/11/01')
    To get the RIC given an ISIN you can use
    ek.get_data('AT0000675665',['TR.RIC'])
    Alternatively you can retrieve fund NAV history using an ISIN and get_data method:
    ek.get_data('AT0000675665',['TR.NETASSETVAL.Date','TR.NETASSETVAL'],{'SDate':'2017/11/15', 'EDate':'2017/11/01'})

Answers

  • booze007
    booze007 Newcomer

    @alex putkov thanks alot for the answer .. but somehow i am able to retrieve only 1000 funds nav and then it BAD REQUEST ERROR. please help

  • Alex Putkov.1
    Alex Putkov.1 ✭✭✭✭✭
    https://community.developers.refinitiv.com/discussion/comment/21221#Comment_21221

    Can you elaborate? Which method are you using (get_data or get_timeseries). Do you submit a single request for more than 1K funds? Or do you send 1K+ requests (one for each fund) in a loop? At what point do you receive Bad Request error? And example of the request that returns Bad Request would be most helpful.

  • FrankMars
    FrankMars Newcomer

    ... surprisingly, if you try to get the NAV of an xetra listed ETF (e.g. SPDR Msci World) you get two different NAV timeseries:
    - ek.get_data('IE00BFY0GT14',['TR.NAVPSActValue.Date','TR.NETASSETVAL'],{'SDate':'2023/07/01', 'EDate':'2023/07/07'})

    --> this results in an euro denominated NAV

    - ek.get_data('LP68537195',['TR.NAVPSActValue.Date','TR.NETASSETVAL'],{'SDate':'2023/07/01', 'EDate':'2023/07/07'})

    --> here you get the issures published NAV in the funds base currency

    Is there a possibility to ..

    1. retrieve the field "Currency" of the NAV Timeseries?
    2. retrieve always the base currencys NAV without Lipper?

    BR, Frank

    nav-hist.jpg

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