I'm looking to get a particular data value out of the Eikon Python API. The Datastream DFO code is RI and it's called Total Return Index. I cannot for the life of me find it in the Data Item Browser that comes with the proxy. Is this value even available through the API, or only DFO?
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This index is only available through DFO. If you use it to calculate total return on a stock, then you can get total return from Eikon Data API directly using the field TR.TotalReturn, e.g. this will give the total return on Thomson Reuters stock between 01-JAN-17 and 01-JAN-18:
ek.get_data(['TRI.N'],['TR.TotalReturn'],{'SDate':'2017-01-01', 'EDate':'2018-01-01'})
