How can I get the MID price at previous day at specific time for some instrument in python API

beebijankammar_1
beebijankammar_1 LSEG
in WebSocket API

How can I get the MID price at previous day at specific time for some instrument in python API

Example RIC

EUREST3M=

Answers

  • Gurpreet
    Gurpreet admin
    edited September 19

    The LD Library for Python provides the get_history function with various time and interval options. See the examples provided with the library on the GitHub.

    ld.get_history(universe="EUREST3M=", fields=['MID_PRICE'], interval="1min", start='2025-09-18T12:00:00Z', end='2025-09-18T14:00:00Z')

    If the fields parameter is omitted, then all the available applicable fields are returned. The time is in the UTC timezone.

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