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 0x7fa6f09078c0 {name='rdp'}>

You can use the LSEG Data Library for Python to retrieve weekly economic indicators by passing the relevant 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
2026-02-28 214000
2026-03-07 213000
2026-03-14 205000
2026-03-21 211000
2026-03-28 203000
2026-04-04 218000
2026-04-11 208000
2026-04-18 215000
2026-04-25 190000
2026-05-02 199000
2026-05-09 212000
2026-05-16 210000
2026-05-23 212000
2026-05-30 225000
2026-06-06 230000
2026-06-13 227000
2026-06-20 216000
2026-06-27 217000
2026-07-04 216000
2026-07-11 208000

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ld.close_session()