LSEG Data Library for Python

Built with Pandora

RowHeaders

The list of RowHeaders parameters

Name Value Description
DATE "date" Use date as row header.

Usage

The following example demonstrates how to create a historical pricing events definition object for LSEG.L which retrieves the 20 most recent events for "trade" event type only.

from lseg.data.content import fundamental_and_reference, RowHeaders

definition = fundamental_and_reference.Definition(
    universe="IBM.N",
    fields=["TR.Revenue"],
    row_headers=RowHeaders.DATE,
)
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