How to use Python to fetch daily price data for LCOc1 and LCOM6 09:00 London 01Jan2018 to 01Jan2025

Rilecs

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raksina.samasiri

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

Rilecs

Hi @raksina.samasiri, thank you for your response, however we are looking for the price at 09:00 London time specifically.

Jirapongse

@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.

Rilecs

@Jirapongse thank you for the update.

Lu_Yang

Hi Jirapongse, could you please show me how to use the Tick History REST API to fetch the 9:00 daily data for the past ten years? Using the current method, it seems we can only retrieve about one year of hourly data, and I don’t see a way to access a longer historical range.

Jirapongse

@Lu_Yang

Yes, the Intraday time series database of the historical pricing API only stores up to 1 year of history.

You can use the TickHistoryIntradaySummariesExtractionRequest report template in the Tick History REST API to extract hourly data with the Window time range mode.

The request message looks like this:

{

    "ExtractionRequest": {

        "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.TickHistoryIntradaySummariesExtractionRequest",

        "ContentFieldNames": [

            "Close Ask",

            "Close Bid",

            "High",

            "High Ask",

            "High Bid",

            "Last",

            "Low",

            "Low Ask",

            "Low Bid",

            "No. Asks",

            "No. Bids",

            "No. Trades",

            "Open",

            "Open Ask",

            "Open Bid",

            "Volume"

        ],

        "IdentifierList": {

            "@odata.type": "#DataScope.Select.Api.Extractions.ExtractionRequests.InstrumentIdentifierList",

            "InstrumentIdentifiers": [

                {

                    "Identifier": "LCOc1",

                    "IdentifierType": "Ric"

                },

                {

                    "Identifier": "LCOM6",

                    "IdentifierType": "Ric"

                }

            ],

            "ValidationOptions": null,

            "UseUserPreferencesForValidationOptions": false

        },

        "Condition": {

            "MessageTimeStampIn": "GmtUtc",

            "ReportDateRangeType": "Range",

            "QueryStartDate": "2026-01-01T09:00:00.000Z",

            "QueryEndDate": "2026-01-20T10:00:00.000Z",

            "SummaryInterval": "OneHour",

            "TimebarPersistence": true,

            "DisplaySourceRIC": true,

            "TimeRangeMode": "Window"

        }

    }

}

The response looks like this:

You can refer to the REST API Tutorial 6: On Demand intraday bars extraction tutorial for more information.

Lu_Yang

Hi Jirapongse, thanks for this. Is there any other API or service (apart from the REST API) that provides more than one year of hourly intraday data?

Jirapongse

@Lu_Yang

You can check other Tick History products.

For more information, please contact your LSEG account or sales team directly.

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