Refinitiv Data Library for Python

MarketSession

The MarketSession 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

Usage

The following examples demonstrates how to create a historical pricing summaries definition object for LSEG.L to retrieve the 20 most recent summaries using only pre-market session data.

from refinitiv.data.content import historical_pricing
from refinitiv.data.content.historical_pricing import MarketSession

response = historical_pricing.summaries.Definition(universe="LSEG.L", sessions=MarketSession.PRE)