Hi how can I get the minutes level data of HSIc1 OF THE BID/ASK/BIDSIZE/ASKSIZE/SPREAD/OPENINTEREST.

UDAY_1

This is additional question:

I found out that the issue is from my language setting, and the turnover column is blank(which may not have data for HSIc1), however, it will show Request Validation Error when I use the TR.OPENINTEREST which can show number in formula builder. Otherwise, since I cannot find BID_NUMMOV in formula builder or CODECR, please specify the meaning of it, and tell me if it's the bid size that I wanted.

Jirapongse

@UDAY_1

Thank you for reaching out to us.

You can use the ld.get_history method in the LSEG Data Library for Python to retrieve intraday (1min) historical data. For example:

df = ld.get_history(
    universe=["HSIc1"],
    start="2026-01-05T00:00",
    end="2026-01-05T10:00", 
    interval="1min"
)

df.columns

The data will contain the following fields.

['HIGH_1', 'LOW_1', 'OPEN_PRC', 'TRDPRC_1', 'NUM_MOVES', 'ACVOL_UNS',

       'VWAP', 'BID_HIGH_1', 'BID_LOW_1', 'OPEN_BID', 'BID', 'BID_NUMMOV',

       'ASK_HIGH_1', 'ASK_LOW_1', 'OPEN_ASK', 'ASK', 'ASK_NUMMOV']

Otherwise, the client can use the fields parameter to retrieve historical data of the specified fields. For example:

df = ld.get_history(
    universe=["HSIc1"],
    start="2026-01-05T00:00",
    end="2026-01-05T10:00", 
    interval="1min",
    fields = ['BID_NUMMOV']
)

df