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My application's user is asking me for FundRollingPerformance and TotalReturn. Both are available via the Excel app but we want to use the Eikon API to pull them into his custom application. Does anyone know where they are?
This is the excel formula:
TR(Sheet1!$B$2:$B$31,"TR.TotalReturn","Frq=D SDate=2000-01-02 EDate=0D CH=IN RH=date SORTA=date",B2)
TR(Sheet1!$B$32:$B$34,"TR.FundRollingPerformance(RollTimeFrame=SI)","CH=IN RH=date",B2)
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Thanks,
-AHS
@Seth_IoQuant,
Thank you for your participation in the forum.
Is the reply below satisfactory in resolving your query? If yes please click the 'Accept' text next to the reply. This will guide all community members who have a similar question.
Otherwise please post again offering further insight into your question.
Thanks,
AHS
Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.
Thanks,
AHS
Then to get these fields you need to use DEX2 library of Eikon COM APIs. See
https://developers.thomsonreuters.com/eikon-com/eikon-desktop-data-api/learning?content=804&type=learning_material_item
In Eikon Data APIs you can use the same field names and most of the same parameters as in =TR Excel worksheet function with the exception of parameters that control refresh and formatting of the return, e.g. "CH" and "RH". The equivalent calls to the two functions you mentioned are
ek.get_data(['IWM'],['TR.TotalReturn.date','TR.TotalReturn'],{'Frq':'D','SDate':'2000-01-02','EDate':'0D'})
ek.get_data(['IWM'],['TR.FundRollingPerformance.date','TR.FundRollingPerformance'],{'RollTimeFrame':'SI'})
You might want to check out the following tutorial, which discusses at length modeling data retrieval in Excel and implementing it using Eikon Data APIs.
https://developers.thomsonreuters.com/eikon-data-apis/learning?content=14707&type=learning_material_item
Sorry we are using the .Net client library which doesn't have a function "Get Data" as near as I can tell.
