Hi team. Im posting this on behalf of a UBS client. Can you help me confirm if this is possible using the lseg-data library in python?
I'm looking for a way to do the following:- Obtain a fairly recent list of 1000 earnings (results) news headlines/items for EMEA from before market close, each for a different ISIN- For each such news item, obtain the respective close price move from the day before the respective news item to the day of the news item- For each of the news items, also obtain the respective ISIN's main index's close price move from previous day to day of news. Ideally, I would like to do this in Excel via the Workspace Add-In. Alternatively, a version using the lseg-data library in python would also work for me.