Extract historical Lipper fund performance data
I'm trying to extract monthly performance data for a list of Belgian Lipper funds. However, the result I obtain only shows the most recent year-to-date performance. My API request (in R, so forgive me for the slight difference in syntax with the Python syntax) for a single specific Lipper fund (LP60022034) is the following:
lipper_data<-get_data(list(LP60022034),list('TR.FundRollingPerformance.date','TR.FundRollingPerformance'), list("SDate"="-1Y","EDate"="0D"))
However, when I run the API through the excel-instrument builder, I successfully obtain what I am searching for:
=TR("LP60022034";"TR.FundRollingPerformance(Interval=M RollTimeFrame=1Y);TR.FundRollingPerformance(RollTimeFrame=1Y Interval=M).date";"CH=Fd RH=IN";B2)
Could you help me point out my error in my formula? An answer in Python syntax will do just fine, I can then translate to R.
FYI: I have no problem obtaining historical net asset value data through the very same type of R-code chunk listed above.
Many thanks in advance
Best Answer
-
Hi @koen.breemersch, Try passing in the parameters as an object:
>>> df, err = ek.get_data('LP60022034', ['TR.FundRollingPerformance.date','TR.FundRollingPerformance'], parameters={'Interval': 'M', 'RollTimeFrame': '1Y'} )
>>> df
Instrument Date Rolling Performance
0 LP60022034 2019-12-06T00:00:00Z 0.989131
1 LP60022034 2020-01-03T00:00:00Z 2.237115
2 LP60022034 2020-02-07T00:00:00Z 5.804150
3 LP60022034 2020-03-06T00:00:00Z -9.107577
4 LP60022034 2020-04-03T00:00:00Z -12.932246
5 LP60022034 2020-05-08T00:00:00Z 7.998068
6 LP60022034 2020-06-05T00:00:00Z 8.700028
7 LP60022034 2020-07-03T00:00:00Z -2.843592
8 LP60022034 2020-08-07T00:00:00Z -3.635662
9 LP60022034 2020-09-04T00:00:00Z 0.568728
10 LP60022034 2020-10-02T00:00:00Z 3.015731
11 LP60022034 2020-11-06T00:00:00Z -4.3471960
Categories
- All Categories
- 6 AHS
- 37 Alpha
- 161 App Studio
- 4 Block Chain
- 4 Bot Platform
- 16 Connected Risk APIs
- 47 Data Fusion
- 30 Data Model Discovery
- 608 Datastream
- 1.3K DSS
- 577 Eikon COM
- 4.9K Eikon Data APIs
- 7 Electronic Trading
- Generic FIX
- 7 Local Bank Node API
- Trading API
- 2.7K Elektron
- 1.3K EMA
- 236 ETA
- 519 WebSocket API
- 33 FX Venues
- 10 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 20 Messenger Bot
- 2 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 59 Open Calais
- 264 Open PermID
- 39 Entity Search
- 2 Org ID
- PAM
- PAM - Logging
- 8.4K Private Comments
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 20 RDMS
- 1.4K Refinitiv Data Platform
- 367 Refinitiv Data Platform Libraries
- 3 Refinitiv Due Diligence
- LSEG Due Diligence Portal API
- 3 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.1K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 10 World-Check Customer Risk Screener
- 990 World-Check One
- 44 World-Check One Zero Footprint
- 45 Side by Side Integration API
- Test Space
- 3 Thomson One Smart
- 1.2K TR Internal
- Global Hackathon 2015
- 2 Specialists Who Code
- 10 TR Knowledge Graph
- 150 Transactions
- 142 REDI API
- 1.7K TREP APIs
- 4 CAT
- 21 DACS Station
- 117 Open DACS
- 1.1K RFA
- 103 UPA
- 172 TREP Infrastructure
- 224 TRKD
- 886 TRTH
- 5 Velocity Analytics
- 5 Wealth Management Web Services
- 59 Workspace SDK
- 9 Element Framework
- 5 Grid
- 13 World-Check Data File
- Yield Book Analytics
- 46 中文论坛