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How to Find Daily Total return for US based Index.

Require assistance in downloading Index Data for US based Fixed Income Indexs and Index for commodity traded in US . For commodity i cannot find the appropriate RICs for Index
.For Fixed income index Ex. (.MERB0B0) need assistance in downloading the daily Total return

dataindex
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@BlackBird

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@BlackBird

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AHS

1 Answer

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Hi @BlackBird ,

Regarding retrieving the daily total return of the .MERB0B0, the libraries below can be used

  1. Refinitiv Data Library for Python, and here's its quick start guide
    import refinitiv.data as rd
    rd.open_session()
    
    rd.get_data(
        universe=['.MERB0B0'],
        fields=['TR.DAILYTOTALRETURN.date', 'TR.DAILYTOTALRETURN'],
        parameters = {'SDate': '0', 'EDate': '-10', 'Frq': 'D'}
    )
    1665999412763.png
  2. Eikon Data API, and here's its quick start guide
    import refinitiv.data.eikon as ek
    
    ek.set_app_key('DEFAULT_CODE_BOOK_APP_KEY')
    
    df, err = ek.get_data(['.MERB0B0'], ['TR.DAILYTOTALRETURN.date', 'TR.DAILYTOTALRETURN'],
                          parameters = {'SDate': '0', 'EDate': '-10', 'Frq': 'D'})
    df
    1665999483674.png

Regarding getting the appropriate RICs for commodities traded in US, as the moderators on this forum do not have deep expertise in every type of content available through Refinitiv products. Such expertise is available through Refinitiv Helpdesk, which can be reached via MyRefinitiv and you can ask them for the proper RICs to be used.

Hope this helps and please let me know in case you have any further questions


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