How can I find out the historical data range for an instrument?

rice

I want to retrieve the data range available for an instrument via the API. Sometimes the returned data is empty, and I cannot tell whether there is no historical data or the API is missing data (this has actually happened — when I shortened the time range, the data came back normally).

Jirapongse

@rice

Thank you for reaching out to us.

For historical real-time fields, the code could be like this:

response1 = historical_pricing.summaries.Definition(
    [".SP100"], 
    interval=Intervals.DAILY,
    fields = ['TRDPRC_1'],
    start = '1980-01-01',
    count = 10,
    extended_params={"pinStart":True}
).get_data()
response1.data.df

I am using the historical_pricing module in the Content layer. You need to contact the content team via LSEG Support to verify this historical data.

For the historical TR fields, you need to ask for the Excel formula, such as =RDP.Data, that can be used to retrieve the required data. Then, we can help you converting that formula to Python code or you can refer to this How to Convert the =@RDP.Data Excel Function into Code Using the LSEG Data Library for Python article.