Is there a way to retrieve OHLC data for the synthetic instrument I created named S)eu2ss via API or WebSocket?i made it using formula"/EURAB6E2Y=,VIEW.BID" - EU2YT=RR,VIEW.BID_YIELDPlease let me know if this is supported
Hi,
If you are using Workspace and CodeBook environment, you should be able to find LD_Content__Custom_Instruments.ipynb template, which illustrates main methods. If you are looking for real time OHLC retrieval, you can have go with something like this:
import lseg.data as ld from lseg.data.content import custom_instruments as ci stream = ci.Definition("S)eu2ss").get_stream() stream.open() stream.get_snapshot()
Using this method you will get all 28 fields we currently support for Synthetic Instruments. If you would like to narrow down your fields selection, please use dedicated method
stream = ci.Definition("S)eu2ss", fields=['CF_DATE', 'CF_OPEN', 'HIGH_1', 'LOW_1', 'CF_LAST']).get_stream() stream.open() stream.get_snapshot()
Time Series data can be retrieved this way:
summaries_response = ci.summaries.Definition(universe="S)eu2ss", interval=ci.Intervals.DAILY, start="2026-01-01", end="2026-02-16" ).get_data() summaries_response.data.df