I am trying to pull level 1 (quotes and trades) for commodity futures contracts using the historical pricing API. I am noticing there is a large amount of latency when pulling the data using the query below, I have been trying to extract the dataframe out of the response but I am still waiting (it has been over 10min). Is there a way to stream the response in chunks instead of having it returned as a pandas dataframe? See the python code below
ld.open_session(app_key = APP_KEY)
resp = historical_pricing.events.Definition(universe= 'NGZ25',
start = '2025-11-13 08:30:00Z' ,
end = '2025-11-14 08:30:00Z',
fields = ['EVENT_TYPE', 'TRDPRC_1', 'TRDVOL_1', 'BID', 'BIDSIZE', 'ASK', 'ASKSIZE'],
extended_params = {'SDate': '0CY', 'Curn': 'USD'}).get_data()
ld.close_session()
I am accessing the historical pricing in the LSEG Data Library for python and I am connecting through workspace.
