LSEG Data Library for Python - extended documentation for valid parameter values

Hi @jonathan.yow

The parameters dictionary is basically a name:value pair defined using a standard Python dict:

parameters = {'SData': '0CY', 'Curn': 'CAD'}

Because the possible values and combinations is so extensive and does change from time to time, the proper way to determine the available parameters is to utilize the Data Item Browser (DIB) within Workspace. For example:

In the above, when you click on a field of interest (left side), you will be presented with a description and possible parameters to use - it is here where you would determine your name/value pairs. For example, there are 4 different name value/pairs for the TR.Volume field selected:

fields = TR.Volume(SDate=0,EDate=-1,Frq=D,Scale=5)

However, the parameters dict will apply to all fields within your request like this:

fields = ["TR.Volume"],
parameters = { 'SDate': 0,   'EDate': -1,   'Frq': 'D',   'Scale': 5 }

Refer to the 'GetData()' function - which you can use instead - for some examples.