Questions about Bloomberg "history" command with the field of "TOT_RETURN_INDEX_GROSS_DVDS"
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I use blp.history command to retrieve monthly security prices. It works fine if the field is "PX_LAST", for example:
MonthlyData = history(blp,'SPY Equity',"PX_LAST",'1/31/2005','12/31/2012','MONTHLY');
This will retrieve all the monthly last trading prices.
However, if I want to retrieve the last price with "dividend" information, I changed the field to "TOT_RETURN_INDEX_GROSS_DVDS". For example:
MonthlyData = history(blp,'SPY Equity',"TOT_RETURN_INDEX_GROSS_DVDS",'2/28/2005','12/31/2012','MONTHLY');
The output is a bit strange, it always retrieve the total prices on the 28th day of every months between '2/28/2005' and '12/31/2012'.
Is there any way to retrieve the total return on the last trading day of each month by using the field of ,"TOT_RETURN_INDEX_GROSS_DVDS"?
Thanks, Jason
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