Prices Data Quality Issue

Question

Hello,

We have identified what appears to be incorrect historical price data for several RICs.

For example, we are retrieving historical data using the following code:

current_rics = ['AAL.L']

start_period = datetime(2000, 5, 20)

end_period = datetime(2026, 7, 30)

with ld.open_session(config_name=LSEG_CONFIG_PATH):

df = ld.get_history(

        universe=current_rics,

        fields=['OPEN_PRC', 'HIGH_1', 'LOW_1', 'TRDPRC_1', 'ACVOL_UNS', 'CF_CLOSE'],

        start=str(start_period.date()),

        end=str(end_period.date()),

        interval='1d',

        adjustments='unadjusted',

    )

For AAL.L on 2026-04-17, the returned TRDPRC_1 (Close) value is higher than HIGH_1, which should not be possible for OHLC data.

Additionally, we observed that the values returned in the TRDPRC_1 column do not match:

* the values displayed in the LSEG Workspace terminal for the same RIC and date;
* data from other market data providers (for example, Yahoo Finance).

Could you please verify whether there is an issue with the historical data returned by the Data Library API or whether we are using incorrect fields or parameters?

We have observed similar issues for the following RICs:

* [RIO.L, KAPq.L]

Thank you in advance for your assistance.

Jirapongse · Answer

@alan.mzhdoyan

I checked the data from Workspace Excel and fount that the Workspace Excel uses the MKT_HIGH, MKT_LOW and MKT_OPEN fields instead.

Please contact the content support team directly through LSEG Support to verify the meaning of these fields and determine which fields are applicable to the specified RICs.

wasin.w V3 · Answer

Hello @alan.mzhdoyan

I can replicate the same data set using the given code. I enable the Data Library log by setting the lseg-data.config.json file as follows:

{

    "logs": {

        "level": "debug",

        "transports": {

            "console": {

                "enabled": false

            },

            "file": {

                "enabled": true,

                "name": "lseg-data-lib.log"

            }

        }

    },

}

The log shows that the Workspace Historical Pricing backend sent data of 2026-04-17 like this:

"headers":[{"name":"DATE","type":"string"},{"name":"OPEN_PRC","type":"number","decimalChar":"."},{"name":"HIGH_1","type":"number","decimalChar":"."},{"name":"LOW_1","type":"number","decimalChar":"."},{"name":"TRDPRC_1","type":"number","decimalChar":"."},{"name":"ACVOL_UNS","type":"number","decimalChar":"."}]

["2026-04-17",3592,3711,3483.5,3714.71,5034966]

Then, the library just passed this data to an application "as is".

I strongly suggest you contact the Workspace server team to verify the return data.

EXPLORE OUR SITES