Codebook App 30 min time frame

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AAALEX
AAALEX Newcomer

i have a question regarding LSEG Workspace as specially the Code Book App. I want to get historic data of an instrument e.g. LSEG.L for the fields BID, ASK and VOLUME on an 30 min time frame. In Excel it is possible to get the data via the Workspace Add-In. But in the Workspace Codebook App I don’t get the VOLUME data. How can I get the VOLUME data in the Workspace Codebook App?

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Answers

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @AAALEX

    Thank you for reaching out to us.

    It could be the ACVOL_UNS field.

    df = ld.get_history(
        universe = ['LSEG.L'],
        fields = ['BID','ASK','ACVOL_UNS'],
        interval = '30min',
        start = '2025-07-29',
        end = '2025-07-30')
    df
    

    If you remove the fields parameter, you will get all available field.