gs_quant.markets.index.Index.get_data_series

Index.get_data_series(measure, dimensions=None, frequency=None, start=None, end=None, dates=None, operator=None)

Get asset series

Parameters:

  • measure (DataMeasure) – measure to get as series

  • dimensions (Optional[Dict[Union[DataDimension, str], Union[str, float]]]) – dimensions to query (e.g. tenor)

  • frequency (Optional[DataFrequency]) – data frequency to query

  • start (Union[date, datetime, None]) – start of the series

  • end (Union[date, datetime, None]) – end of the series

Return type:

Series

Returns:

timeseries of given measure

Usage

Get a given timeseries for the asset

Examples

Get close price series:

>>> from gs_quant.markets.securities import SecurityMaster
>>> from gs_quant.data import DataMeasure
>>>
>>> gs = SecurityMaster.get_asset("GS", AssetIdentifier.TICKER)
>>> gs.get_data_series(DataMeasure.CLOSE_PRICE)

See also

DataMeasure