Eikon Python Data API migration to lseg-data. get_history() request problem with daily interval

igorg
igorg Advocate
edited April 9 in Eikon Data APIs

This was already mentioned here:

ld.get_history with interval=1d (or daily) and with start=day1 , end=day10 - does not return information for da1.

So, if I want to request the data for 1 day only where start==end date, it returns no data.

I have a workaround to deal with this using using date-1day as a start date, but this is a hack.

Is there any plan to fix it?

Answers

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @igorg

    I have raised this issue to the product team. The estimated date for the fix is around Q2 2025.

    The workaround could be using the SummaryTimestampLabel property with the historical_pricing, as mentioned in this discussion.