LSEG Data Python Cookbook

Practical examples for users of the LSEG Data Library for Python

What this is

This collection of Python snippets will show you how to use the lseg-data library to retrieve data on markets, companies and macroeconomics.

Who can use it

Like the LSEG Python client, this cookbook is free. All it requires is a LSEG Workspace account with access to the company’s private data services.

Table of contents

Getting Started

• Creating an application key
• Installing the library
• Importing the library

Logging in

• Authenticating with a configuration file
• Authenticating in Python
• Handing sessions with a context manager

Markets

• Fetching stock prices
• Fetching index prices
• Fetching commodity prices
• Fetching custom time ranges

Companies

• Fetching all companies in an index
• Fetching a company’s peers
• Fetching a company’s NAICS codes
• Fetching a company’s TRBC codes
• Fetching quarterly results

Macroeconomics

• Fetching monthly economic indicators
• Fetching weekly economic indicators
• Fetching custom time ranges
• Fetching an economic indicator’s next release date