Hello everyone
I am trying to get the daily total return for a stock. The code I am using is:
import refinitiv.data as rd
rd.open_session()
df = rd.get_data(
universe = ['NESN.S'],
fields = ['TR.DAILYTOTALRETURN'],
parameters = {
'SDate': '2023-12-31',
'EDate': '-1D',
'Frq': 'D',
'Curn': 'CHF'
}
)
display(df)
This should be correct in my opinion, but I don't get any data.
Outpout:
What am I doing wrong.
Thank you very much
Thank you for reaching out to us.
It should be TR.TotalReturn, as shown below.
import refinitiv.data as rd
rd.open_session()
df = rd.get_data(
universe = ['NESN.S'],
fields = ['TR.TOTALRETURN'],
parameters = {
'SDate': '2023-12-31',
'EDate': '-1D',
'Frq': 'D',
'Curn': 'CHF'
}
)
display(df)
You can use the Data Item Browser tool to list all avaialble fields and parameters.
Many thanks for the super quick reply :)
Will I then receive the daily returns?
How can I add the date?
What I find strange is that if I take the data from the beginning of the year, I get a cumulative performance of -4.2559%. But if I look at the total return in Workspace itself, I get -4.38%.
I have recognized the problem. I had -1 at End Date, as I thought this would take until yesterday. But I have to take End Date = 0
But how can you add the date?
You can add the TR.TOTALRETURN.Date field.
import refinitiv.data as rd
rd.open_session()
df = rd.get_data(
universe = ['NESN.S'],
fields = ['TR.TOTALRETURN','TR.TOTALRETURN.Date'],
parameters = {
'SDate': '2023-12-31',
'EDate': '-1D',
'Frq': 'D',
'Curn': 'CHF'
}
)
display(df)
