Historical data for yearly average bid/ask spread for stocks

Emilymevo · 2025-01-13T22:04:26+00:00

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Hello,

I would like to retrieve yearly average bid/ask spread for a list of stocks historically. How could I use Python to extract?

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Accepted answers

[Deleted User]

Hi @Emilymevo

Please look into the LDL tutorials; I'd advise also using CodeBook, the DIB and CodeCreator (shown in the first screenshot below). Doing so myself I cam up with the below. Does this return the data you are after?

import lseg.data as ld

ld.open_session()

df = ld.get_data(

    universe = [

        'LSEG.L',

        'VOD.L'],

    fields=['TR.ASKPRICE(SDate=0,EDate=-3,Frq=FY,CALCMETHOD=AVG)'])

display(df)

ld.close_session()

All comments

[Deleted User]

Hi @Emilymevo

import lseg.data as ld

ld.open_session()

df = ld.get_data(

    universe = [

        'LSEG.L',

        'VOD.L'],

    fields=['TR.ASKPRICE(SDate=0,EDate=-3,Frq=FY,CALCMETHOD=AVG)'])

display(df)

ld.close_session()

[Deleted User]

Hi @Emilymevo

Thank you for your participation in the forum.

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If yes please click 'Yes' next to the text ‘Did this answer the question?’, and then close the question. This will guide all community members who have a similar question.

Otherwise please post again offering further insight into your question.

Thanks,

AHS

jonathan.legrand0

Hi @Emilymevo
Please note that the answer above was marked as accepted. Please let us know if that's incorrect.

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