Upgrade from Eikon -> Workspace. Learn about programming differences.

For a deeper look into our Eikon Data API, look into:

Overview |  Quickstart |  Documentation |  Downloads |  Tutorials |  Articles

question

Upvotes
Accepted
Rupert.Geyang avatar image
1 ●2 ●0 ●0

Download total return series via Eikon API

Hi,

What is the best way of downloading total return time series data for an ETF using Eikon API, for example 'AGG'.

Thanks

Rupert

eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-apidata
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

chavalit-jintamalit avatar image   chavalit-jintamalit

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

veerapath.rungruengrayubkul avatar image   veerapath.rungruengrayubkul

@Rupert.Geyang

Hi,

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,

AHS

1 Answer

· Write an Answer
Upvotes
Accepted
jason.ramchandani01 avatar image
10.2k ●18 ●6 ●9

@Rupert.Geyang Thanks for your question. You can try using the total return field - please see the code below:

df, err =ek.get_data(['AGG'],fields=['TR.TotalReturn(SDate=2020-08-27,EDate=2018-12-01,Frq=D).date','TR.TotalReturn(SDate=1D,EDate=2018-12-01,Frq=D)'])

df

I hope this can help.


1598613951178.png (137.4 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.