For equities it is pretty straight forward when you use the DataGrid API. Here is the sample JSON request:

{  
   "instruments":[  
      "IBM"
   ],
   "fields":[  
      {  
         "name":"TR.TotalReturn(SDate=20160501,EDate=0D)"
      }
   ]
}

If the funds are exchange traded, you can use the same routine.

For funds, you can request TR.FundRollingPerformance setting a desired interval and a timeframe with a request like this:

{
     "instruments":[
        "LP40056089"
   ],
   "fields":[
        {
           "name":"TR.FundRollingPerformance"
      }
   ],
   "parameters":
{
        "RollTimeFrame":"5Y",
      "Interval":"Auto"
   }
}

For bonds you can build a price return (without coupon reinvestment) pretty easily either using the Time series API or a combination of Data Grid API calls (price on date 1 - price on date 2).

There are reference data fields that present some kind of analytics, like TR.EOMTotalReturn, however, this will only give you the return since the end of the prior month, with TR.FiPrevTotalReturn giving you the previous value.

Hi Zhenya,

Thank you for your quick reply. Yes, I was looking for the TR, sorry for not being explicit enough.

the first calculation seems to be working for equity.

For funds, if I use the first calculation, i will not get results for some of the ISINs. This means probably that they are not exchange traded ? In this case, I have to use the second calculation, as an alternative, if I understood right?

with the second caculation, if I use TR.FundRollingPerformance, is it still possible to have two dates as the time frame , like a start date and an end date? I am not interested in the performance since inception, or over 5 years, I would like to be able to specify the start and end date. Is this something possible?

Let me know please if you need more clarification.

Thank you again for your help.

Raluca

Hi Zhenya,

Not sure if you got my last answer regading the ISINs that returned null ?

Yes, sure. The following returned null, when i used

"TR.TotalReturn";"SDate=20160317 EDate=20160930"

LP65110521 NULL LP68135511 NULL LP68092475 NULL LP68059224 NULL LP68340327 NULL LP65022200 NULL LP68035243 NULL LP60023017 NULL LP68209264 NULL LP65010724 NULL LP60006144 NULL LP65037543 NULL

Thank you,

Raluca