LSEG Data Library for TypeScript

Built with Pandora

getStream

Works similarly with the method HistoricalPricing.TimeSeries.Definition.getStream().

Syntax

definition.getStream(session?: Session)

Parameters

Value Description Data type Optional Default value
session Session object. If it's not passed the default session will be used. Session Yes -

Returned value

HistoricalPricing.TimeSeries.Stream.Stream object.

Usage

The following example demonstrates how to get a summaries stream for 'VOD.L' with a one minute interval and a certain time frame:

const definition = HistoricalPricing.Summaries.Definition({
    universe: 'VOD.L',
    fields: ['TRDPRC_1'],
    interval: HistoricalPricing.Summaries.IntradayInterval.ONE_MINUTE,
    start: '2024-01-14T00:00:00.000Z',
    end: '2024-02-17T00:00:00.000Z',
    sessions: ['normal'],
    summaryTimestampLabel: 'startPeriod',
});

await pricingDefinition
    .getStream()
    .onInsert((update) =>  console.log(update.table))
    .onRefresh((event) => console.log('on refresh: ', event))
    .onComplete(() => console.log('Complete'))
    .onError(err => console.log('Error: ', err.message))
    .open();

None.
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