I am making a school Project and trying to make a correlation analysis of US companies returns and ESG individual metrics (by individual metrics I mean Enviromental Pillar Score, Social and Govermental). I need help on to select all US instruments or return them using TR. I am currently using this: =TR("SCREEN(U(IN(Equity(active;public;primary))*UNV:Public*/);IN(TR.RegCountryCode;""US"");CURN=USD)";"TR.CommonName";"curn=USD RH=In CH=Fd") The returns and Market value I collected through datastream and referenced the list of RIC returned by te formula above. My main issue is to extract the each individual pillar score using the TR function, but I can´t manage to add a period of time to it. The output is always the last available score for the instrument. Any ideas to return the pillar scores?