Looking for FundRollingPerformance and TotalReturn

Seth_IoQuant
Seth_IoQuant
in Eikon Data APIs

My application's user is asking me for FundRollingPerformance and TotalReturn. Both are available via the Excel app but we want to use the Eikon API to pull them into his custom application. Does anyone know where they are?

This is the excel formula:

TR(Sheet1!$B$2:$B$31,"TR.TotalReturn","Frq=D SDate=2000-01-02 EDate=0D CH=IN RH=date SORTA=date",B2)

TR(Sheet1!$B$32:$B$34,"TR.FundRollingPerformance(RollTimeFrame=SI)","CH=IN RH=date",B2)

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  • Alex Putkov.1
    Alex Putkov.1

    In Eikon Data APIs you can use the same field names and most of the same parameters as in =TR Excel worksheet function with the exception of parameters that control refresh and formatting of the return, e.g. "CH" and "RH". The equivalent calls to the two functions you mentioned are

    ek.get_data(['IWM'],['TR.TotalReturn.date','TR.TotalReturn'],{'Frq':'D','SDate':'2000-01-02','EDate':'0D'})

    ek.get_data(['IWM'],['TR.FundRollingPerformance.date','TR.FundRollingPerformance'],{'RollTimeFrame':'SI'})

    You might want to check out the following tutorial, which discusses at length modeling data retrieval in Excel and implementing it using Eikon Data APIs.
    https://developers.thomsonreuters.com/eikon-data-apis/learning?content=14707&type=learning_material_item

  • Seth_IoQuant
    Seth_IoQuant

    Sorry we are using the .Net client library which doesn't have a function "Get Data" as near as I can tell.

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