How can I get the MID price at previous day at specific time for some instrument in python API
Example RIC
EUREST3M=
The LD Library for Python provides the get_history function with various time and interval options. See the examples provided with the library on the GitHub.
ld.get_history(universe="EUREST3M=", fields=['MID_PRICE'], interval="1min", start='2025-09-18T12:00:00Z', end='2025-09-18T14:00:00Z')
If the fields parameter is omitted, then all the available applicable fields are returned. The time is in the UTC timezone.
That is also giving empty value .
@beebijankammar_1
Please share the code that you are using.
Moreover, You can also enable the debug log in the library by running the following code before opening a session.
config = ld.get_config() config.set_param("logs.transports.file.enabled", True) config.set_param("logs.transports.file.name", "lseg-data-lib.log") config.set_param("logs.level", "debug") ld.open_session()
Then, please share the lseg-data-lib.log file.
