When pulling returns data for specific date range, how can we drop holidays to avoid unnecessary non-trading days?
Hi @Chris_Oleg_15 ,
In Data Item Browser tool to find field (data item) and parameters for get_data() function, there's the Parameters section on the right-hand side that you can filter how you want to apply the parameters, which trading days is D, then the field name with parameters will be shown in the bottom right of the window, you can click the button next to it to copy and paste into your code.
So, the code will look like.
ld.get_data(['LSEG.L'],['TR.PriceClose','TR.PriceClose.date'], parameters={'SDate':'0','EDate':'-1','Frq':'D'})
