Why are we getting "Empty Dataframes" from downloading prices through LSEG Data Python Library?

Christian_Ada

We are trying to download some prices from lseg through lseg.data python library, but it gives me back empty dataframes?
why is that?

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Sampled Code:

import lseg.data as ld
import pandas as pd

universe = ["GCc1", "GCc2", ]

Opens the Workspace session (must be active on the PC)

ld.open_session()

We download GC1 (Front) and GC2 (Second) with the same adjustment parameters

df = ld.get_history(
universe="GCc1",
fields=["TR.PriceClose"], #"(AdjMethod=C,RollMethod=V)"], # Parametri INLINE
start="2024-01-01",
end="2024-12-31",
#interval="daily"
#count = 5
)

print(df.tail(10))

ld.close_session()

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Error Message:

Jirapongse

@Christian_Ada

Thank you for reaching out to us.

You can try the TR.ClosePrice field instead.

df = ld.get_history(
    universe="GCc1",
    fields=["TR.ClosePrice"], #"(AdjMethod=C,RollMethod=V)"], # Parametri INLINE
    start="2024-01-01",
    end="2024-12-31",
    #interval="daily"
    #count = 5
    )
df

You can also refer to the Data Item Browser tool to search for available fields and parameters.