I found a lot of questions asking about index returns and index constituents, however, i'm looking for just daily closing values for certain Total Return indices. (FTSE/MSCI/BBBarclays) - these are not the market indices like S&P500 or DAX...but indices that ETFs are tracking. Edit: Seems like the question needs to be more specific. I didnt think the answer was dependent on the actual Index itself - but maybe it does, so here are the indexes (i also have the bloomberg tickers for each):
- MSCI Eastern Europe ex Russia
- FTSE Emerging Index
- FTSE Developed Asia Pacific ex Japan
- Bloomberg Barclays EM USD Sovereign + Quasi-Sov Index
- Bloomberg Barclays Global Aggregate Corporate
- Markit iBoxx USD Treasuries 10+ Mid Price TCA TRI
- BBerg Barclays World Govt Inflation-Linked Bond Index USD hedged
I can get end of month data from FTSE Russell website like this table below, but I needed daily values for the Total Return.
I will try out the
GP command and the
BDH functions in Excel API when I get access to the terminal again and try to export the data. Any other suggestions welcome.