LSEG Data Library for Python

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Market Session

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

Name Value Description
PRE 'pre' Specifies that returned data should include data during pre-market session
NORMAL 'normal' Specifies that returned data should include data during normal market session
POST 'post' Specifies that returned data should include data during post-market session
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