LSEG Data Library for Python

PricingRecorder object.

PricingRecorder object methods record pricing updates from the server and create dataframes based on received updates.

Module

lseg.data

Syntax

PricingRecorder(stream)

Parameters

Returned value

PricingRecorder object instance.

Usage

The PricingRecorder instance is always returned as the result of a pricing stream recorder attribute call.

The following example demonstrates how to get a PricingRecorder instance:

import lseg.data as ld


stream = ld.open_pricing_stream(
    universe=['GBP=', 'EUR=', 'JPY='],
    fields=['BID', 'ASK'],
)

recorder = stream.recorder

Related links

PricingRecorder methods:

• get_history()
• stop()
• delete()
• record()