How can I retrieve historical values for FID 9940 for Q‑suffix RICs using Python?

I am trying to extract historical data for FID 9940 for several Q‑suffix RICs.
I am using the lseg-data Python library and the get_history() method, but it does not return any data for this field on historical dates.

From what I understand, FID 9940 may be a real‑time or snapshot-only field, but I need to confirm whether it is possible to retrieve it historically from Workspace. I am looking for a Python example (if supported) or guidance on how to correctly extract this field.

Any help or clarification on the correct approach would be appreciated.

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wasin.w V3

Hello @Priyam

Could you please share example RIC codes that encounter the issue?

Priyam

Hey @wasin.w V3

Below are the few sample RICs:
["CRXD1H01Q1", "CRXD1H01Q2", "CRXD1H01Q3", "CRXD1H01Q4", "CRXD1H02Q1", "CRXD1H02Q2", "CRXD1H02Q3", "CRXD1H02Q4", "CRXD1H03Q1", "CRXD1H03Q2", "CRXD1H03Q3", "CRXD1H03Q4"]

wasin.w V3

Hello @Priyam

I have tested the given RICs with the get_history method. It seems the supported historical data fields are the TRDPRC_1 and VOL_DEC fields only.

I strongly suggest you contact the Workspace support team if the field ACVOL_DEC is available for accessing via the historical data API.

Priyam

@wasin.w V3

I can use the VOL_DEC field. However, I can currently see only 2026 data, and I also need 2025 data. Would it be possible to fetch 2025 as well?

wasin.w V3

Hello @Priyam

You can specify the start and end parameters to the ld.get_history method as follows:

Note: Please see the get_history method API limit on the https://developers.lseg.com/en/api-catalog/lseg-data-platform/lseg-data-library-for-python/documentation#reference-guide page.

example:

ld.get_history(universe=["CRXD1H01Q1", "CRXD1H03Q3"], fields=["VOL_DEC","TRDPRC_1"],

               start = "2025-01-01", end = "2026-02-28")

example 2:

ld.get_history(universe="CRXD1H01Q1", fields=["VOL_DEC","TRDPRC_1"], interval="1D",

               start = '2025-01-01', end = '2026-02-28')

example 3:

ld.get_history(universe=["CRXD1H01Q1", "CRXD1H03Q3"], fields=["VOL_DEC","TRDPRC_1"], interval="3M",

               start = '2025-01-01', end = '2026-02-28')

Please note that you can use the Python built-in help() method to get the method parameters in detail.

Priyam

@wasin.w V3

I had one more question based on what I observed: When I run the code for first time, it returns values correctly. But when I run it again, it returns nothing. Why is this happening?

ujjawal_khandelwal

Hi @Priyam ,
That's weird!

Do you still observe this issue, or was it temporary? What platform are you using - codebook or your local environment?

Priyam

Hey @ujjawal_khandelwal

I am using a local environment, specifically VS Code, and I have attached the screenshots of the first run and the second run. I ran the exact same code just one minute apart.

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