Can I retrieve prices at a weekly interval and on a specific weekday ?

Mase

I'm currently getting weekly data using get_history
"df_px = rd.get_history(universe=tickers, fields=['TR.ClosePrice'], interval='1W', start=start_date, end=end_date)"

However i'm only getting data every friday. Is there a way I can specify that I want the data weekly but every Tuesday ?

FYI, In the excel library it is possible to do it using a daily frequency and setting the "DOW" parameter, is there a similar parameter using get_history ?

=@RDP .Data(list_of_tickers;"TR.CLOSEPRICE";"Frq=D SDate=#1 EDate=#2 DOW=Tuesday CH=IN RH=date SORTA=date NULL=BLANK";;start_date;end_date)

Thanks

Jirapongse

@Mase

Thank you for reaching out to us.

You need to use the rd.get_data method instead. For example:

ld.get_data(
    universe = ["IBM.N"],
    fields = ["TR.CLOSEPRICE.Date","TR.CLOSEPRICE"],
    parameters = {
        "SDate":"2025-08-01",
        "EDate":"2025-10-09",
        "DOW":"Tuesday"})

I am using the LSEG Data Library for Python.