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name: lseg-data version: 1.0 description: This skill should be used when the user asks to "access LSEG data", "query Refinitiv", "get market data from Refinitiv", "download fundamentals from LSEG", "access ESG scores", "convert RIC to ISIN", or needs the LSEG Data Library Python API.

Contents

• Query Enforcement
• Quick Start
• Authentication
• Core APIs
• Key Field Prefixes
• RIC Symbology
• Rate Limits
• Additional Resources

LSEG Data Library

Access financial data from LSEG (London Stock Exchange Group), formerly Refinitiv, via the lseg.data Python library.

Query Enforcement

IRON LAW: NO DATA CLAIM WITHOUT SAMPLE INSPECTION

Before claiming ANY LSEG query succeeded, follow these steps:

1. VALIDATE field names exist (check prefixes: TR., CF_)
2. VALIDATE RIC symbology is correct (.O, .N, .L, .T)
3. EXECUTE the query
4. INSPECT sample rows with .head() or .sample()
5. VERIFY critical columns are not NULL
6. VERIFY date range matches expectations
7. CLAIM success only after all checks pass

This is not negotiable. Claiming data retrieval without inspecting results is LYING to the user about data quality.

Rationalization Table - STOP If You Think:

Red Flags - STOP Immediately If You Think:

• "Let me run this and see what happens" → NO. Validate field names and RICs FIRST.
• "The API will error if something is wrong" → NO. API returns empty results, not errors.
• "I'll just return the dataframe to the user" → NO. Inspect sample BEFORE returning.
• "Market data is always up-to-date" → NO. Check Date Awareness section (T-1 lag).

Data Validation Checklist

Before EVERY data retrieval claim, verify the following:

For ld.get_data() (fundamentals/ESG):

• Field names use correct prefix (TR. for Refinitiv)
• RIC symbology verified (correct exchange suffix)
• Result inspection: .head() or .sample() executed
• NULL check on critical fields (e.g., revenue, EPS)
• Row count verification (is result size reasonable?)
• Date context verified (fiscal periods, as-of dates)

For ld.get_history() (time series):

• Field names are valid (OPEN, HIGH, LOW, CLOSE, VOLUME, or CF_ prefixes)
• Start/end dates specified explicitly
• Date range adjusted for T-1 availability (market data lag)
• Result inspection: check first and last rows
• NULL check on OHLCV fields
• Date continuity check (gaps in trading days expected, but not in date sequence)

For symbol_conversion.Definition() (mapping):

• Input identifier type specified correctly
• Result inspection: verify mapped values exist
• NULL check (some securities may not have all identifiers)

For ALL queries:

• Rate limits considered (batch if >10k data points)
• Session management: open_session() at start, close_session() at end
• Error handling: try/except for network failures
• Sample inspection BEFORE claiming data is ready

Quick Start

To get started with LSEG Data Library, initialize a session and execute queries:

Copyimport lseg.data as ld

# Initialize session
ld.open_session()

# Get fundamentals
df = ld.get_data(
    universe=['AAPL.O', 'MSFT.O'],
    fields=['TR.CompanyName', 'TR.Revenue', 'TR.EPS']
)
print(df.head())  # Inspect sample data

# Get historical prices
prices = ld.get_history(
    universe='AAPL.O',
    fields=['OPEN', 'HIGH', 'LOW', 'CLOSE', 'VOLUME'],
    start='2023-01-01',
    end='2023-12-31'
)
print(prices.head())  # Inspect sample data

# Close session
ld.close_session()

Authentication

Configure LSEG authentication using either a config file or environment variables.

Config File Method

Create lseg-data.config.json:

Copy{
  "sessions": {
    "default": "platform.ldp",
    "platform": {
      "ldp": {
        "app-key": "YOUR_APP_KEY",
        "username": "YOUR_MACHINE_ID",
        "password": "YOUR_PASSWORD"
      }
    }
  }
}

Environment Variables Method

Set the following environment variables for LSEG authentication:

Copy# Configure LSEG credentials via environment variables
export RDP_USERNAME="YOUR_MACHINE_ID"
export RDP_PASSWORD="YOUR_PASSWORD"
export RDP_APP_KEY="YOUR_APP_KEY"

Core APIs

Key Field Prefixes

RIC Symbology

Rate Limits

Additional Resources

Reference Files

• references/fundamentals.md - Financial statement fields, ratios, estimates
• references/esg.md - ESG scores, pillars, controversies
• references/symbology.md - RIC/ISIN/CUSIP conversion
• references/pricing.md - Historical prices, real-time data
• references/screening.md - Stock screening with Screener object
• references/troubleshooting.md - Common issues and solutions
• references/wrds-comparison.md - LSEG vs WRDS data mapping

Example Files

• examples/historical_pricing.ipynb - Historical price retrieval
• examples/fundamentals_query.py - Fundamental data patterns
• examples/stock_screener.ipynb - Dynamic stock screening

Scripts

• scripts/test_connection.py - Validate LSEG connectivity

Local Sample Repositories

LSEG API samples at ~/resources/lseg-samples/:

• Example.RDPLibrary.Python/ - Core API examples
• Examples.DataLibrary.Python.AdvancedUsecases/ - Advanced patterns
• Article.DataLibrary.Python.Screener/ - Stock screening

Date Awareness

When querying market data, account for current date context and market data lag.

Market Data Lag

Market data typically has T-1 availability, meaning today's data becomes available tomorrow. Adjust date ranges accordingly.

Date Range Example

Use current date context when querying historical prices:

Copyfrom datetime import datetime, timedelta

# Get recent market data
end_date = datetime.now()
start_date = end_date - timedelta(days=365)

# Adjust to exclude recent data (T-1 for market data availability)
end_date = end_date - timedelta(days=1)

df = ld.get_history(
    universe="AAPL.O",
    fields=['CLOSE'],
    start=start_date.strftime('%Y-%m-%d'),
    end=end_date.strftime('%Y-%m-%d')
)

Remember: Always account for the T-1 lag in market data availability.