TR.TotalReturn1YrCrossAsset timeseries PYTHON

siddharth.marya

How can I get the TR.TotalReturn1YrCrossAsset timeseries for a given instrument for given dates?

For example I would like to get the 'TR.TotalReturn1YrCrossAsset' timeseries for 'IBCD.DE' starting from 15-09-2022 till 20-02-2023

siddharth.marya

I think this can be done using the following code:

ek.get_data('IBCD.DE', 
            ['TR.TotalReturn1Yr.Date','TR.TotalReturn1Yr'], 
            parameters={"Frq": "D",'SDate':'2022-09-15', 'EDate':'2023-02-17'})

Can you confirm this solution @jason.ramchandani01 ?

pf

Hi @siddharth.marya ,

I confirm that ek.get_data() can provide expected data.

You can also use same function from refinitv-data lib which was release beginning 2023:

r = rd.get_data('IBCD.DE',
                ['TR.TotalReturn1Yr.Date', 'TR.TotalReturn1Yr'],
                parameters={"Frq": "D", 'SDate': '2022-09-15', 'EDate': '2023-02-17'})

siddharth.marya

Thanks. What is really not useful is that even though the data code 'TR.TotalReturn1Yr' returns the expected value, it is not to be found in the data item browser. I literally found it via trial and error.

jason.ramchandani01

@siddharth.marya So the Total Return Fields are all available in the Data Item Browser - see below (make sure All Items is selected:

I hope this can help.

siddharth.marya

Hi @jason.ramchandani01,

In your screenshot I do not see the field 'TotalReturn1Yr' and with the field 'TR.TotalReturn1YrCrossAsset' which is visible in your screenshot, the above code does not work and returns a single value for 2023-02-17.

Jirapongse

@siddharth.marya

I tested the code and it returns the following.