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There is local currency denominated total returns 'TR.TotalReturn' on Python API, but this item seems to be not able to select currency.
How can I get total returns on any currency?
ex) AAPL.O's total return denominated on JPY = (1+r_local)*(1+r_FX),
where r_local = AAPL.O's local return denominated on USD, r_FX = USD/JPY rate return.
Hi @zeusu.sato
You can check what parameter is supported on the field you are looking for.
In this case, the TR.TotalReturn does not support the user-selected currency.
To work out your formula, you can retrieve the data and do the calculation on Python.
This is just to show you some idea (but keep in mind that I am not a content expert so the data I am using may be wrong)
Hello @zeusu.sato
You may see How to get close price in USD eikon data api ? question. In the third API call, it converts data point to specific currency.
Hi Pimchaya,
Thank you for your answer, but I'd like to get total return (including dividend), but not price return.
Hello @chavalit, I came up with the same idea. It will be very useful if there is a function which can directly calculate user defined currency based return in the future... Thank you
