Hi @Rilecs ,
Is this what you're looking for?
import lseg.data as ld ld.open_session() ld.get_history(universe=['LCOc1','LCOM6'], fields=['TRDPRC_1'], start='2018-01-01', end='2025-01-01', interval='1D')
more detail including overview, quickstart guide, documentation can be found at LSEG Data Library for Python | Devportal and example code at https://github.com/LSEG-API-Samples/Example.DataLibrary.Python/blob/lseg-data-examples/Examples/1-Access/EX-1.01.02-GetHistory.ipynb
Hi @raksina.samasiri, thank you for your response, however we are looking for the price at 09:00 London time specifically.
@Rilecs
The library supports hourly intraday historical data. For example:
df = ld.get_history( universe = ['LCOc1','LCOM6'], interval = '1h', start = '2025-10-01T09:00:00', end = '2025-10-01T10:00:00') df
It will return hourly historical data between the start and end period. However. it doesn't support to retrieve only the price at 09:00 between the start and end period.
To do that, you need to use Tick History REST API instead.
@Jirapongse thank you for the update.
