- Introduction
- Concepts and Design
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SESSION LAYER
- About the Session Layer
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Session
- Session object
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Session object methods
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Session.Platform.Definition
- Session.Platform.Definition object
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Session.Platform.Definition methods
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Session.Desktop.Definition
- Session.Desktop.Definition object
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Session.Desktop.Definition methods
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Session.Container.Definition
- Session.Container.Definition object
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Session.Container.Definition methods
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Functions
- Session events
- Session event codes
- Session states
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CONTENT LAYER
- About the Content Layer
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Fundamental and Reference
- About Fundamental and Reference
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FundamentalAndReference.Definition
- FundamentalAndReference.Definition object
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FundamentalAndReference.Definition methods
- FundamentalAndReference.RowHeaders
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Historical Pricing
- About Historical Pricing
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Historical Pricing Events
- About Historical Pricing Events
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HistoricalPricing.Events.Definition
- HistoricalPricing.Events.Definition object
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HistoricalPricing.Events.Definition methods
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Historical Pricing Summaries
- About Historical Pricing Summaries
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HistoricalPricing.Events.Definition
- HistoricalPricing.Summaries.Definition object
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HistoricalPricing.Summaries.Definition methods
- Event Types
- Adjustments
- Market Sessions
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News
- About News
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News Headlines
- About News Headlines
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News.Headlines.Definition
- News.Headlines.Definition object
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News.Headlines.Definition methods
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News Story
- About News Story
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News.Story.Definition
- News.Story.Definition object
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News.Story.Definition methods
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Pricing
- About Pricing
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Pricing.Definition
- Pricing.Definition object
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Pricing.Definition methods
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Pricing.Stream
- Pricing.Stream object
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Pricing.Stream methods
- Pricing.StreamEvents
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Pricing.Chain
- About Pricing.Chain
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Pricing.Chain.Definition
- Pricing.Chain.Definition object
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Pricing.Chain.Definition methods
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Pricing.Chain.Stream
- Pricing.Chain.Stream object
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Pricing.Chain.Stream methods
- Pricing.Chain.Events
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Search
- About Search
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Search.Definition
- Search.Definition object
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Search.Definition methods
- Search View
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SymbolConversion
- About SymbolConversion
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SymbolConversion.Definition
- SymbolConversion.Definition object
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SymbolConversion.Definition methods
- Asset Class
- Asset State
- Country Code
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DELIVERY LAYER
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)