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koen.breemersch avatar image
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Extract historical Lipper fund performance data

I'm trying to extract monthly performance data for a list of Belgian Lipper funds. However, the result I obtain only shows the most recent year-to-date performance. My API request (in R, so forgive me for the slight difference in syntax with the Python syntax) for a single specific Lipper fund (LP60022034) is the following:

lipper_data<-get_data(list(LP60022034),list('TR.FundRollingPerformance.date','TR.FundRollingPerformance'), list("SDate"="-1Y","EDate"="0D"))


However, when I run the API through the excel-instrument builder, I successfully obtain what I am searching for:

=TR("LP60022034";"TR.FundRollingPerformance(Interval=M RollTimeFrame=1Y);TR.FundRollingPerformance(RollTimeFrame=1Y Interval=M).date";"CH=Fd RH=IN";B2)

Could you help me point out my error in my formula? An answer in Python syntax will do just fine, I can then translate to R.

FYI: I have no problem obtaining historical net asset value data through the very same type of R-code chunk listed above.


Many thanks in advance

eikoneikon-data-apipythonrefinitiv-dataplatform-eikonworkspaceworkspace-data-apiapilipper
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Alex Putkov.1 avatar image   Alex Putkov.1

@koen.breemersch

Thank you for your participation in the forum. Are any of the replies below satisfactory in resolving your query? If yes please click the 'Accept' text next to the reply that best answers your question. This will guide all community members who have a similar question. Otherwise please post again offering further insight into your question.

Thanks,

-AHS

pimchaya.wongrukun01 avatar image   pimchaya.wongrukun01

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

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Gurpreet avatar image
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Hi @koen.breemersch, Try passing in the parameters as an object:

>>> df, err = ek.get_data('LP60022034', ['TR.FundRollingPerformance.date','TR.FundRollingPerformance'], parameters={'Interval': 'M', 'RollTimeFrame': '1Y'} )
>>> df
    Instrument                  Date  Rolling Performance
0   LP60022034  2019-12-06T00:00:00Z             0.989131
1   LP60022034  2020-01-03T00:00:00Z             2.237115
2   LP60022034  2020-02-07T00:00:00Z             5.804150
3   LP60022034  2020-03-06T00:00:00Z            -9.107577
4   LP60022034  2020-04-03T00:00:00Z           -12.932246
5   LP60022034  2020-05-08T00:00:00Z             7.998068
6   LP60022034  2020-06-05T00:00:00Z             8.700028
7   LP60022034  2020-07-03T00:00:00Z            -2.843592
8   LP60022034  2020-08-07T00:00:00Z            -3.635662
9   LP60022034  2020-09-04T00:00:00Z             0.568728
10  LP60022034  2020-10-02T00:00:00Z             3.015731
11  LP60022034  2020-11-06T00:00:00Z            -4.347196
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