Hi

I am getting daily total return data and I have a problem when no price data exists, e.g. the stock has been delisted:

If you look at the below data returned

Instrument TR.TOTALRETURN TR.TOTALRETURN.DATE TR.TOTALRETURN.CalcDate 0 0FUN.L^D15 0.127319929 2014-08-18T00:00:00Z 2021-03-26 1 0FUN.L^D15 0.127319929 2014-08-18T00:00:00Z 2021-03-25 2 0FUN.L^D15 0.127319929 2014-08-18T00:00:00Z 2021-03-24 3 0FUN.L^D15 0.127319929 2014-08-18T00:00:00Z 2021-03-23 4 0FUN.L^D15 0.127319929 2014-08-18T00:00:00Z 2021-03-22 ... ... ... ... ... 3325 0FUN.L^D15 NaN 2008-01-31 3326 0FUN.L^D15 NaN 2008-01-30 3327 0FUN.L^D15 NaN 2008-01-29 3328 0FUN.L^D15 NaN 2008-01-28 3329 0FUN.L^D15 NaN 2008-01-25

Total return should be zero on a daily basis after 2014-08-18 but the API returns the last daily value ad infinitium which makes no sense, so how can I get zero returned for dates after 2014-08-18?

I am trying to create a total return price index so I need to calculate the product of these values. Alternatively is there a field for since issue total return (price + dividend return)

call:

params = {'SDate': '2008-01-25', 'EDate': '2021-03-26', 'Frq': 'D'} df, err = ek.get_data( '0FUN.L^D15', ['TR.TotalReturn', 'TR.TotalReturn.Date', 'TR.TotalReturn.CalcDate'], field_name=True, parameters=params)

thanks