How can I get the total return series for indices?

BlackBird
BlackBird
in Eikon Data APIs

I require the total return series for indices. For eg, I am able to fetch close price for indices like .SPTTEN and .SPTTTK using TR.ClosePrice but I need to fetch the total returns.

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Best Answer

  • raksina.samasiri
    raksina.samasiri admin
    Answer ✓

    Hi @BlackBird,

    The data item name (field name) can be search through Data Item Browser and Eikon Data API in Python as below

    1693556328239.png

    However, the field returned NaN on these instruments

    df, err = ek.get_data(['.SPTTEN','.SPTTTK'], ['TR.ClosePrice','TR.TotalReturn'])
    df

    1693556360473.png

    As the moderators
    on this forum are expertise on Refinitiv APIs usage. However, they 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. To be of help, ticket number 12862428 was raised on your
    behalf and the support team is going to contact you soon to assist with this.

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

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