Is there a way to improve the execution time of the get_history function?

I am using the python lseg-data library and try simple historical request for fx implied volatility. And I observe that the execution time is particularly slow.

Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @KPLUZANSKI

    Thank you for reaching out to us.

    You can use the get_data_asyn method in the content layer.

    For more information, please refer to the Content layer - How to send parallel requests sample on GitHub.