Refinitiv Data Library for Python

EventTypes

The list of market events, supported event types are trade, quote and correction.

Name Value
TRADE "trade"
QUOTE "quote"
CORRECTION "correction"

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 refinitiv.data.content import historical_pricing
from refinitiv.data.content.historical_pricing import EventTypes

definition = historical_pricing.events.Definition(universe="LSEG.L", event_types=EventTypes.Trade)