Shifted date for minute-level data when using ld.get_history() v. ek.get_timeseries()

MGM

Dear LSEG developers,

I am currently migrating the old codes based on the eikon package to the new lseg.data package. Specifically, I am retrieving intraday minute-level data. I am comparing the data retrieved with ek.get_timeseries() with the data retrieved through ld.get_history(). I noticed that there are a significant number of observations where the same values associated to one minute in ek.get_history() are linked to the minute - 1 in ld.get_history().

Please see my code below for a specific bank for 2026-03-16.

===============================================================================

import lseg.data as ld
import eikon as ek

ld.open_session()
ek.set_app_key(ek_api_key) # my personal api key

START_DATE = '2026-03-16'
END_DATE = '2026-03-17'

data_lseg = ld.get_history(universe=['BAMI.MI'],
fields=['HIGH_1', 'LOW_1', 'OPEN_PRC', 'TRDPRC_1', 'NUM_MOVES', 'ACVOL_UNS'],
start=START_DATE,
end=END_DATE,
interval='minute').reset_index() # 470 observations

data_lseg = data_lseg.rename(columns={'OPEN_PRC': 'OPEN_lseg',
'TRDPRC_1': 'CLOSE_lseg',
'HIGH_1': 'HIGH_lseg',
'LOW_1': 'LOW_lseg',
'ACVOL_UNS': 'VOLUME_lseg',
'NUM_MOVES': 'COUNT_lseg',
'Timestamp': 'Date'})

data_eikon = ek.get_timeseries(rics=['BAMI.MI'],
fields=['HIGH', 'LOW', 'OPEN', 'CLOSE', 'COUNT', 'VOLUME'],
start_date=START_DATE,
end_date=END_DATE,
interval='minute').reset_index() # 470 observations

data_merged = data_lseg.merge(data_eikon, on='Date', how='left')

=============================================================================

From the screenshot below you can better grasp what I mean.

Is there something wrong with my codes? If not, why is this happening? I would expect the 2 packages to give the same values for the same exact minute.

Thank you for your support!

Jirapongse

@MGM

Thank you for reaching out to us.

I may relate to the summaryTimestampLabel parameter in the Historical Pricing API used by the LSEG Data Library for Python.

Please check the following discussions.

• MID_PRICE discrepancy between Excel & Python API
• Difference in Intraday Timestamp between rd.get_history vs ek.get_timeseries

To set this parameter, you need to use the historical_pricing module in the content layer.

For example:

response = historical_pricing.summaries.Definition(

    universe = "EURNOK=", 

    interval = Intervals.ONE_MINUTE,     

    count = 10,

    fields=["MID_PRICE"],

    end ="2022-10-17T16:05:00Z",
    extended_params={"summaryTimestampLabel":"endPeriod"}

).get_data()

response.data.df