Ho to get daily total returns

michael.mauchle

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

Jirapongse

@michael.mauchle

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.

michael.mauchle

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%.

michael.mauchle

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?

Jirapongse

@michael.mauchle

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)