gs_quant.markets.index.Index.get_latest_close_price¶

Index.get_latest_close_price(price_type=None)[source]¶

Retrieve latest close prices for an index. Only STS indices support indicative prices.

Parameters:: price_type (Optional[List[PriceType]]) – Type of prices to return. Default returns official close price
Return type:: DataFrame
Returns:: dataframe with latest close price

Usage

Retrieve latest close prices for an index

Examples

>>> from gs_quant.markets.index import Index
>>>
>>> index = Index.get("GSMBXXXX")
>>> index.get_latest_close_price([PriceType.OFFICIAL_CLOSE_PRICE, PriceType.INDICATIVE_CLOSE_PRICE])