Refinitiv Data Library for Python

historical_pricing.events.Definition object

This object defines the Historical Pricing Events to be retrieved.

Module

refinitiv.data.content.historical_pricing.events

Syntax

historical_pricing.events.Definition(
    universe, event_types, start, end, adjustments, count, fields, extended_params
)

Parameters

Value Description Data type Optional Default value
universe Single instrument or list of instruments. str or list(str) No -
event_types Single market event or list of events. str or list(str) or event types or list(event types) Yes None
start Start time for the events query. date, datetime or timedelta Yes None
end End time for the events query. date, datetime or timedelta Yes None
adjustments Single adjustment type or list of adjustment types to apply CORAX (Corporate Actions) events or exchange/manual corrections to the historical time series data. adjustments or list of adjustments Yes None
count The maximum number of rows to return. int Yes None
fields List of fields to return. list Yes None
extended_params Additional parameters to apply to the request. dict Yes None

Returned value

historical_pricing.events.Definition object

Usage

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

from refinitiv.data.content import historical_pricing

definition = historical_pricing.events.Definition(universe="LSEG.L")

Historical pricing adjustments for possible adjustments values.
Historical pricing event types for possible event_types values.