We are migrating from Eikon Data API (ek) to LSEG Data Library (ld)
Some parts of our codebase contain something like the following snippet
data = ek.get_timeseries(series, start_date=start_date, end_date=end_date, fields=["TIMESTAMP", "CLOSE"])
So we got all of our time series of interest in one go. Now, the field "CLOSE" seems to be not available anymore. Each "ric" seems to have one field that it is equivalent to the old "CLOSE", so I have two questions:
- Is there a way (besides looking one by one) to get the field equivalent to the old "CLOSE"? I have seen other questions where looking into the Data Item Browser (DIB) is suggested, but it seems unhelpful for me. For example, for the instrumentES10YT=RRthe following fields are returned inget_history: 'B_YLD_1', 'HIGH_1', 'OPEN_PRC', 'LOW_1', 'HIGH_YLD', 'LOW_YLD',
 'A_YLD_1', 'BID', 'MID_PRICE', 'MID_YLD_1', 'CONVEXITY', 'MOD_DURTN',
 'ASK_HIGH_1', 'ASK_LOW_1', 'OPEN_ASK', 'OPEN_YLD', 'AST_SWPSPD', 'BPV',
 'BMK_SPD', 'ISMA_A_YLD', 'ISMA_B_YLD', 'SWAP_SPRDB', 'ASK', 'OAS_BID',
 'ZSPREAD', 'INT_BASIS', 'INT_CDS', 'TRTN_PRICE', 'OIS_SPREAD',
 'TED_SPREAD', 'ASP6M', 'ASP3M', 'ASP1M'
, however, none of them seems to be in the DIB (see snapshot).
- Is there a way to get the hsitory of several instruments at once, looking only for one specific field for each one of them, so the behaviour of the old ek.get_timeseriesis mimicked?
Thank you in advance.
    
        
            