Total Return for an Index

jason.miller
jason.miller
in Eikon Data APIs

Hi,

I would think this would be an easy question, but I can't seem to get a total return for S&P 500 (or other example indices, for that matter), but the formula works fine for stocks. Can someone please advise? My call is below:


ek.get_data(['.SP500'],['TR.TotalReturn'],{'SDate':'2017-01-01', 'EDate':'2018-01-01'})

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Best Answer

  • chavalit-jintamalit
    chavalit-jintamalit admin
    Answer ✓

    Hi @jason.miller

    I am not sure by the meaning of TotalReturn on the index.

    You may want to verify this with Refinitiv Helpdesk by asking if there's any fields carrying the information you are interested in by using =TR function in Eikon Excel.
    If there's a way to do this using a formula in Excel, then this formula can be replicated using Eikon Data APIs.
    The Refinitiv Content Helpdesk can be reached using Contact Us capability in your Eikon application.
    Or by calling the Helpdesk number in your country.
    Or at https://my.refinitiv.com/

Answers

  • jason.miller
    jason.miller

    Right, I meant the total return over a period for an index. I've tried using the above formula for individual equities and it works fine, but it doesn't work when I use an index instead of an individual stock ticker. Can you help me figure out why that is? Thanks.

  • chavalit-jintamalit
    chavalit-jintamalit admin

    Hi @jason.miller

    Please submit a ticket to Refinitiv Content Helpdesk as suggested.


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