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Issue while requesting Stock Returns (TR.TotalReturn1D)

Hello guys,

I've been requesting stock returns for different companies using Eikon API through Python and also in Excel. I've encountered an issue about stock returns that get repeated daily, like the one attached in the image below:

This issue extends to several dates ahead, weird enough to raise eyebrows (how come a company would have consistently the same return each day?). Is there a setting we can use for TR.TotalReturn fields in which we can report as 0 when there's no return reported, instead of using the last one reported (which I think is the case here)?

Thanks for your valuable time!

eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-apiexcelequities
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Alex Putkov.1 avatar image
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@22ca8780-99e4-42fa-9ca2-b27abad3c0c4
All the stocks in your sample are delisted. I'm not sure how you got the date values for the column headers in the image you included, but they do not correspond to the values for the field TR.TotalReturn1D. If you include TR.TotalReturn1D.date field in your call you'll see that for say US00503U1051 the date corresponding to the value in your image is 14-Oct-2003. The issue as I see it is that when you include SDate and EDate parameters and request the range of dates outside of the date range available for the instrument, the last available value is returned and repeated as many times as there are days in the date range requested instead of null. I would appreciate if you could raise the issue to Thomson Reuters Helpdesk by either calling the Helpdesk number in your country or by using Contact Us capability in your Eikon application. I would have happily done it on your behalf, but the email address you used to register on this portal does not allow to identify you, and I cannot raise a service case for an anonimos client.
As an immediate workaround I suggest you either include TR.TotalReturn1D.date in the list of fields or you exclude delisted stocks from the list of instruments in the request by checking the value of TR.InstrumentIsActive field.

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