Exact API formulas / endpoints

Maarja

1. What function is more suitable for retrieving historical prices?

Gas hub futures & spot prices.

• PEG → PEGMc1
• THE → THEMVc1
• PVB → PVBMc1
• PSV → PSVMc1
• NBP → NBPMVc1

2. Exact API formulas / endpoints

Which are the exact equivalent endpoints in the Codebook API (or Enterprise API, if different) that replace the historical functions we currently use:

rdp.get_historical_price_summaries(universe="TFUBMc1")

rdp.get_prices(...)

Specifically, we need to understand:

• the correct function to pull full historical volume, bid/ask, and intraday data.
• how to call multiple fields beyond settlement (open, high, low, bid, ask, volume).

Jirapongse

@Maarja

Thank you for reaching out to us.

You can use the LSEG Data Library for Python to retrieve historical data. You can use the get_history method in the access layer or the Historical Pricing in the content layer. You can ignore the fields parameter so the library will return all available historical real-time fields.

The LSEG Data Library for Python is also available in Codebook. You can also refer to the /__Examples__/01. Data Retrieval and Discovery/01.01. LSEG Data Library/ folder in Codebook.