How to get historical AUM, performance fee, bloomberg ticker, UCITS and countries of sale of any fun

BlackBird
BlackBird
in Eikon Data APIs

I'm not be able to find the "TR." formula to get historical AUM, performance fee, bloomberg ticker, UCITS status and countries of sale of a fund.

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Best Answer

  • bob.lee
    bob.lee
    Answer ✓

    @BlackBird ,

    For Eikon data API, there are relatively limited contents for funds. For AUM, you can use the TR.FundTotalNetAssets and you can specify the start date and end date to get historical data. For countries registered for sale, you can use the TR.FundRegisteredCountry to check, but this function seems require user to input the countries code that user want to check and it returns a the country code that the fund is registered for sale in that country.

    For Performance fees, UCITS flag, they are available in RDP Funds API. RDP Funds API also got the AUM, registered for sale countries and most cross-reference codes like ISIN, CUSIP, etc. However, I do not think Lipper carries Blomberg codes.

Answers

  • BlackBird
    BlackBird

    1. Not able to retreive historical FundTotalNetAssets with dates. Shows NA in the output with the below code.

    column_fields = ["TR.FundTotalNetAssets"]
    refinitiv_data, err = ek.get_data(["SPY"],
        fields=column_fields,
        parameters={
            "SDate": "2000-01-01",
            "EDate": "2023-04-31",
        },
    )

    2. TR.FundRegisteredCountry works fine

    3. I couldn't fund performance fee, UCITS flag in RDP Funds API. Can you please give an example using RDP Funds API?

  • m.bunkowski
    m.bunkowski

    Hi @BlackBird,
    for UCITS flag:

    request_definition = rd.delivery.endpoint_request.Definition(
                    method=rd.delivery.endpoint_request.RequestMethod.POST,
                    url='https://api.refinitiv.com/data/funds/v1/assets',
                    body_parameters={
                        "properties": [
                            {"name": 'Attributes',
                            "filter" : 'FGUCITS'}],
                        "universe": {
                            "symbols": ['HSXJ.L']}})
    response = request_definition.get_data()
    response.data.raw

    performance fee:

    request_definition = rd.delivery.endpoint_request.Definition(
                    method=rd.delivery.endpoint_request.RequestMethod.POST,
                    url='https://api.refinitiv.com/data/funds/v1/assets',
                    body_parameters={
                        "properties": [
                            {"name": 'Fees',
                            "filter" : 'PERFORMANCEFEE%'}],
                        "universe": {
                            "symbols": ['LP65097408']}})
    response = request_definition.get_data()
    response.data.raw

  • bob.lee
    bob.lee
    @BlackBird , Can you try change your end date to '2023-04-30'? For RDP Funds API, thanks to @marcin.bunkowski01 , now I think you got all the answers.

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