lseg-data

What it is and what it does

lseg-data is a Python client for the LSEG Data Platform that abstracts away connection details and provides a uniform interface to financial market data regardless of how you connect—directly, via Eikon, LSEG Workspace, CodeBook, or a local Real-Time Distribution System. It layers four abstraction levels: a simple Access layer for quick prototyping in Jupyter, a Content layer for advanced use cases with synchronous and async patterns, a Delivery layer for low-level service interaction, and a Session layer for connection management.

The library handles pricing snapshots, fundamental and reference data, historical time series, real-time streaming with event callbacks, and search across the LSEG catalog. It depends on common data-science and HTTP libraries (pandas, numpy, requests, httpx) plus event handling (pyee), retry logic (tenacity), and serialization (simplejson, pyhumps). It is designed for both quick experimentation and production financial applications.

Use it for:

• Retrieve current bid/ask prices and fundamental metrics like revenue for multiple instruments in a single call.
• Fetch historical pricing and financial data across date ranges for backtesting or analysis.
• Stream real-time market data updates with event callbacks for live trading or monitoring dashboards.
• Search the LSEG instrument catalog by name or identifier to resolve RICs and metadata.
• Build Jupyter-based prototypes using the simple Access layer, then scale to production with the Content layer.

Worth the install?

AI-flagged interpretation of the facts on this page — verify before relying

Client library for accessing LSEG Data Platform financial data through multiple connection methods, providing abstraction layers for pricing, fundamental data, historical data, and real-time streaming.

Yes, if you have LSEG Data Platform access and need a Python interface to financial data. The library is well-structured with multiple abstraction layers, low install friction, and no known vulnerabilities. However, the aging maintenance status (last release 497 days ago) means you should verify ongoing support and check that your use case aligns with the documented connection methods before committing to a production dependency.

Install

lseg-data on PyPI

pip install lseg-data

uv add lseg-data

poetry add lseg-data

Installing lseg-data

Before you install

Low install friction with a pure Python wheel. Maintenance status is aging—last release was 497 days ago—so expect slower response to issues or feature requests.

License in practice

Apache 2.0 is permissive; you can use this library commercially and modify it, but must retain the license notice and provide a copy of changes if distributed.

Quickstart

import lseg.data as ld

ld.open_session()
df = ld.get_data(
    universe=['IBM.N', 'VOD.L'],
    fields=['BID', 'ASK', 'TR.Revenue']
)
print(df)
ld.close_session()

Requires Python >= 3.9 and valid LSEG Data Platform credentials or connection via Eikon, LSEG Workspace, CodeBook, or local Real-Time Distribution System.

Verify before relying

• Whether LSEG Data Platform credentials or subscription is required and what the cost/access model is.
• Performance characteristics and latency for real-time streaming with large universes.
• Compatibility with async/await patterns beyond the documented event-driven examples.
• Whether the library works offline or requires continuous platform connectivity.

Package facts

Evidence: lseg_data-2.1.1-py3-none-any.whl

Tags

More Financial packages