Handing sessions with a context manager¶
By default, the LSEG Data Library for Python expects you to open and close a session manually, typically done with the open_session and close_session functions.
This can lead to problems if you forget to close your session, and it can require you to write more code than you might like.
That can be avoided by using a context manager. Context managers allow you to create a block of code that is executed when you enter and exit a with statement. A common example from Python’s standard library is opening and closing a file like so:
with open("my_file.txt", "w") as f:
f.write("Hello, world!")
Here’s how to create a custom context manager that will open and close a LSEG Data Library for Python session:
from contextlib import contextmanager
import lseg.data as ld
@contextmanager
def ld_session():
"""Context manager for handling a LSEG Data Library for Python session."""
try:
# Create a session and return it
ld.open_session()
yield
finally:
# Close the session
ld.close_session()
Once that’s been introduced to your code, you can open a session by running the following code:
with ld_session():
# Do whatever you want to do your `ld` session in the indent ...
pass
Once the indent is removed, the session will be closed automatically. Here’s how you could use it to get the current price of Thomson Reuters stock:
with ld_session():
df = ld.get_history('TRI.N')
df.head(5)
| TRI.N | TRDPRC_1 | HIGH_1 | LOW_1 | ACVOL_UNS | OPEN_PRC | BID | ASK | TRNOVR_UNS | VWAP | BLKCOUNT | BLKVOLUM | NUM_MOVES | TRD_STATUS | SALTIM | VWAP_VOL |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Date | |||||||||||||||
| 2026-06-18 | 78.7 | 79.32 | 77.43 | 29867 | 78.53 | 78.42 | 79.2 | 2345512 | 78.5319 | <NA> | <NA> | 652 | 1 | 71997 | 29867 |
| 2026-06-22 | 76.48 | 79.04 | 76.43 | 31985 | 77.65 | 76.43 | 76.66 | 2466724 | 77.1213 | <NA> | <NA> | 649 | 1 | 71992 | 31985 |
| 2026-06-23 | 80.77 | 80.86 | 78.56 | 28367 | 78.82 | 80.59 | 80.8 | 2257979 | 79.5988 | <NA> | <NA> | 623 | 1 | 71961 | 28367 |
| 2026-06-24 | 80.98 | 82.14 | 79.47 | 15275 | 79.85 | 80.9 | 81.11 | 1243674 | 81.4189 | <NA> | <NA> | 418 | 1 | 71985 | 15275 |
| 2026-06-25 | 80.91 | 82.79 | 79.59 | 21718 | 79.98 | 80.8 | 81.52 | 1753233 | 80.7272 | <NA> | <NA> | 591 | 1 | 71996 | 21718 |