LSEG Data Python Cookbook

Fetching weekly economic indicators

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import warnings
warnings.simplefilter(action='ignore', category=FutureWarning)

import lseg.data as ld

ld.open_session()

<lseg.data.session.Definition object at 0x7fed640ba3c0 {name='rdp'}>

You can use the LSEG Data Library for Python to retrieve weekly economic indicators by passing the relevent Refinitiv Instrument Code to the get_history function with the interval parameter set to "weekly".

Here’s how to retrieve the number of new jobless claims in the US, a weekly indicator released by the US Department of Labor:

ld.get_history(
    "USJOB=ECI",
    interval="weekly",
)
USJOB=ECI VALUE
Date
2025-05-10 228000
2025-05-17 226000
2025-05-24 239000
2025-05-31 248000
2025-06-07 250000
2025-06-14 246000
2025-06-21 237000
2025-06-28 232000
2025-07-05 228000
2025-07-12 221000
2025-07-19 217000
2025-07-26 219000
2025-08-02 227000
2025-08-09 224000
2025-08-16 234000
2025-08-23 229000
2025-08-30 236000
2025-09-06 264000
2025-09-13 232000
2025-09-20 218000

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ld.close_session()