I am using the ‘get_history’ function from the lseg.data library in Python to fetch data. Is there any way for me to also retrieve the update time for each data entry along with the data when using ‘get_history’?
Below did not work:
``` python
with ld.open_session() as session:
data=ld.get_history(universe=['RFVCRDCFSOTAT'], fields = ['TR.LAST.Date', 'TR.LAST', 'timestamp'])
print(data)
```
The Code above will fail with the error:
---------------------------------------------------------------------------
LDError Traceback (most recent call last)
Cell In[15], line 2
1 with ld.open_session() as session:
----> 2 data=ld.get_history(universe=['RFVCRDCFSOTAT'], fields = ['TR.Last.Date', 'TR.Last', 'timestamp'])
3 print(data)
File xxx/lseg/data/_access_layer/get_history_func.py:212, in get_history(universe, fields, interval, start, end, adjustments, count, parameters, header_type)
210 if exceptions and all(exceptions):
211 except_msg = "\n\n".join(exceptions)
--> 212 raise LDError(message=except_msg)
214 if not any({adc_data, hp_data, cust_inst_data}):
215 return DataFrame()
LDError: Unable to resolve all requested fields in ['TR.LAST.DATE', 'TR.LAST']. The formula must contain at least one field or function.
No data to return, please check errors: ERROR: No successful response.
(TSCC.QS.UserRequestError.90006, The universe does not support the following fields: [TIMESTAMP])
Another sample:
`lseg.data` didn’t work either.
