gs_quant.markets.indices_utils.get_flagships_performance

get_flagships_performance(fields=[], basket_type=['Custom Basket', 'Research Basket'], asset_class=[Equity], region=None, styles=None, start=None, end=None, **kwargs)[source]

Retrieve performance data for flagship baskets

Parameters:

  • fields (List[str]) – Fields to retrieve in addition to bbid, mqid, name, region, basket type, styles, live date, and asset class

  • basket_type (List[BasketType]) – Basket type(s)

  • asset_class (List[AssetClass]) – Asset class (defaults to Equity)

  • region (Optional[List[Region]]) – Basket region(s)

  • styles (Optional[List[Union[CustomBasketStyles, ResearchBasketStyles]]]) – Basket style(s)

  • start (Optional[date]) – Date for which to retrieve pricing (defaults to previous business day)

  • end (Optional[date]) – Date for which to retrieve pricing (defaults to previous business day)

Return type:

DataFrame

Returns:

pricing data for flagship baskets

Usage

Retrieve performance data for flagship baskets

Examples

Retrieve performance data for flagship Asia custom baskets

>>> from gs_quant.markets.indices_utils import *
>>>
>>> get_flagships_performance(basket_type=[BasketType.CUSTOM_BASKET], region=[Region.ASIA])

See also

get_flagships_with_assets() get_flagship_baskets() get_flagships_constituents()