LSEG Data Library for TypeScript

MarketSession

The MarketSession represents a list of interested official durations in which trade and quote activities occur for a particular instrument.

Usage

The following examples demonstrates how to create a historical pricing summaries definition object for LSEG.L to retrieve the 20 most recent summaries using only pre-market session data.

import { HistoricalPricing } from '@lsegroup/data';

const definition = HistoricalPricing.Summaries.Definition({
    universe: 'LSEG.L',
    sessions:['pre']
});