Getting Price data using lseg.data

Huong

Using the below code for fetching fixed-income prices using lseg.data.get_data.

Is this the right approach to fetch price for a certain date, price for a date range and the daily prices?

Where can we find documentation on different parameters field option? When parameters field contains 'SDate' or 'EDate' against which security field is the filter applied ?

Jirapongse

@Huong

Thank you for reaching out to us.

You can use the Data Item Browser to browse all available fields and parameters.

Huong

https://community.developers.refinitiv.com/discussion/comment/123630#Comment_123630

Thanks for the screenshot.

Can I confirm that 'SDate' or 'EDate' param values in request are applied against every request fields which have an internal Date param?

ie if we have SDate = '2025-01-17' in request with requested fields ['TR.DIRTYPRICE','TR.BIDPRICE','TR.ISIN','TR.FIACCRUEDINTEREST'].

The filter SDate = '2025-01-17' will be applied on

1. 'TR.DIRTYPRICE.DATE' to fetch 'TR.DIRTYPRICE',
2. 'TR.BIDPRICE.DATE' to fetch 'TR.BIDPRICE'
3. 'TR.ISIN.DATE' to fetch 'TR.ISIN'

And no filter applied on 'TR.FIACCRUEDINTEREST' as it does not have an underlying DATE param

Jirapongse

https://community.developers.refinitiv.com/discussion/comment/123662#Comment_123662

If those fields support the SDate paramter, the value in the SDate will be applied to them.

However, I couldn't find the TR.FIACCRUEDINTEREST field on my Data Item Browser tool. You can contact the helpdesk team directly via MyAccount to confirm this.