Refinitiv Data Library for Python

historical_pricing.summaries.Definition object

This object creates a definition containing a summary of the specified historical pricing events.

Module

refinitiv.data.content.historical_pricing.summaries

Syntax

historical_pricing.summaries.Definition(
    universe, interval, start, end, adjustments, sessions, count, fields, extended_params
)

Parameters

Value Description Data type Optional Default value
universe Single instrument or list of instruments. str or list(str) No -
interval Predefined interval for filtering historical pricing events. interval or list of intervals 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
sessions Market session durations, such as pre-market session, normal market session and post-market session. market session or list of market session 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.summaries.Definition object

Usage

The following examples demonstrates how to create a historical pricing summaries definition object for LSEG.L to retrieve the 20 most recent summaries.

from refinitiv.data.content import historical_pricing

response = historical_pricing.summaries.Definition(universe="LSEG.L")

See adjustments for possible adjustments values.
See market session for possible sessions values.