LSEG Data Python Cookbook

Authenticating in Python¶

You can authenticate with the LSEG Data Library for Python directly inline using a function in the package’s session module.

It requires that provide your application key, as well as the username and password you use to access the LSEG web portal. In this example, they will be stored in environment variables to avoid exposing private information in the source code.

import os
import lseg.data as ld

session = ld.session.platform.Definition(
    app_key=os.getenv('LSEG_APP_KEY'),
    grant=ld.session.platform.GrantPassword(
        username=os.getenv('LSEG_USERNAME'),
        password=os.getenv('LSEG_PASSWORD')
    ),
    signon_control=True
).get_session()

Once that’s successful, you can open a session:

session.open()

<OpenState.Opened: 'Opened'>

Then it as the default for the library.

ld.session.set_default(session)

Verify the session is open by executing a query for the current price of Thomson Reuters stock. You should back a table of data.

ld.get_history('TRI.N')

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
2025-09-18	160.56	169.32	160.52	64044	169.32	159.87	160.82	10493940	163.8552	<NA>	<NA>	1601	<NA>	71993	64044
2025-09-19	162.52	162.79	160.28	38953	161.855	162.23	163.62	6295321	161.6132	<NA>	<NA>	1013	<NA>	71997	38953
2025-09-22	163.03	163.09	161.12	27899	161.51	162.85	163.21	4517233	161.9138	<NA>	<NA>	777	<NA>	71998	27899
2025-09-23	160.79	163.02	160.44	15740	162.52	160.68	161.02	2542013	161.5002	<NA>	<NA>	474	<NA>	71998	15740
2025-09-24	157.71	160.83	157.6	25138	160.83	157.58	157.92	3997779	159.0333	<NA>	<NA>	599	<NA>	71985	25138
2025-09-25	158.01	159.22	157.56	13687	159.21	157.89	158.25	2165748	158.234	<NA>	<NA>	452	<NA>	71997	13684
2025-09-26	156.96	157.9	156.65	17707	157.1	156.83	157.15	2783522	157.199	<NA>	<NA>	460	<NA>	71991	17707
2025-09-29	156.16	157.53	155.83	16320	157.53	156.01	156.35	2554292	156.513	<NA>	<NA>	443	<NA>	71985	16320
2025-09-30	155.29	157.3	155.11	27077	155.97	155.16	155.5	4220310	155.8633	<NA>	<NA>	548	<NA>	71993	27077
2025-10-01	152.61	155.27	152.61	33684	154.89	152.47	152.78	5169990	153.485	<NA>	<NA>	595	<NA>	71961	33684
2025-10-02	151.46	152.21	149.93	62914	152.21	151.29	151.66	9495920	150.9349	<NA>	<NA>	807	<NA>	71998	62914
2025-10-03	153.0	153.57	150.77	30037	151.04	152.76	153.16	4571567	152.1978	<NA>	<NA>	656	<NA>	71997	30037
2025-10-06	151.96	152.48	151.115	20566	151.515	151.86	152.17	3121929	151.8005	<NA>	<NA>	525	<NA>	71943	20566
2025-10-07	151.53	152.21	150.58	15948	151.52	151.39	152.12	2414595	151.4043	<NA>	<NA>	416	<NA>	71999	15948
2025-10-08	151.64	151.92	150.97	16321	151.21	151.54	151.89	2473209	151.5354	<NA>	<NA>	423	<NA>	71996	16321
2025-10-09	150.08	150.94	149.655	13269	150.94	149.94	150.2	1992302	150.1471	<NA>	<NA>	437	<NA>	71995	13269
2025-10-10	151.325	152.07	149.55	30173	150.79	151.27	151.62	4559474	151.1111	<NA>	<NA>	624	<NA>	71990	30173
2025-10-13	152.66	154.11	152.66	15623	152.9	152.4	152.75	2392604	153.1463	<NA>	<NA>	456	<NA>	71887	15623
2025-10-14	154.68	155.6	153.27	35461	153.52	154.51	154.81	5483428	154.6327	<NA>	<NA>	646	<NA>	71996	35461
2025-10-15	159.34	160.61	157.845	33729	157.845	159.19	159.44	5376247	159.3954	<NA>	<NA>	732	<NA>	71986	33729

The library expects you to close your session when you’re finished. You can do so by running the following code:

ld.close_session()