LSEG Data Library for Python

recorder

The recorder method returns a PricingRecorder instance that records updates from the server and creates a dataframe based on received updates.

Module

lseg.data

Syntax

stream.recorder

Parameters

None

Returned value

PricingRecorder instance (see methods descriptions links below).

Usage

The following example demonstrates how to get a PricingRecorder instance for further data manipulations:

import lseg.data as ld


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

recorder = stream.recorder

Related links

PricingRecorder

record()

delete()

stop()

get_history()