Hello.
I am collecting data using this very simply piece of code:
response = ld.get_history( start = min_date, universe= security, end = max_date, fields= price_fields, adjustments = adjustment_factor, )
I am using RICs as identifiers. How do I make sure that I am only collecting price data for the primary security? Is there a way to use screen to do that?
Cordially,
Joao Quariguasi