- Introduction
- Concepts and Design
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CONFIGURATION
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SESSION LAYER
- About the Session Layer
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Session
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session.Definition
- Definition
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Definition methods
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session.desktop.Definition
- Definition
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Definition methods
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session.platform.Definition
- Definition
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Definition methods
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Functions
- Callback functions
- Session event codes
- Session states
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ACCESS LAYER
- About the Access Layer
- Configuration
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Dates and calendars
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News
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Functions
- open_session
- close_session
- get_data
- get_history
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open_pricing_stream
- open_pricing_stream
- PricingStream
- PricingRecorder
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PricingStream methods
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PricingRecorder methods
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CONTENT LAYER
- About the Content Layer
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Fundamental and Reference
- About Fundamental And Reference
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Definition
- Definition
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Definition methods
- RowHeaders
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Historical Pricing
- About Historical Pricing
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Events
- About Events
- Definition
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Definition methods
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Summaries
- About Summaries
- Definition
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Definition methods
- Historical pricing event types
- Historical pricing adjustments
- Historical pricing market session
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News
- About news
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News headlines
- About news headlines
- Definition
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Definition methods
- Response
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News stories
- About news stories
- Definition
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Definition methods
- Response
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Top news
- About top news
- Definition
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Definition methods
- Response
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hierarchy
- Definition
- TopNewsId
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Definition methods
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Online reports
- About online reports
- Definition
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Definition methods
- Response
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hierarchy
- Definition
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Definition methods
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Images
- About images
- Definition
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Definition methods
- Response
- News SortOrder
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Pricing
- About pricing
- Definition
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Definition methods
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pricing stream methods
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pricing.chain
- About pricing.chain
- Definition
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Definition methods
- Pricing stream states
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IPA FinancialContracts
- About financial contracts
- Definition
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Bond
- About bond
- Definition
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Definition methods
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Interfaces & Enumerations
- PricingParameters
- RoundingParameters
- BenchmarkYieldSelectionMode
- BusinessDayConvention
- DayCountBasis
- AdjustInterestToPaymentDate
- AmortizationFrequency
- AmortizationItem
- AmortizationType
- Direction
- Frequency
- IndexCompoundingMethod
- InterestType
- StubRule
- PaymentRollConvention
- PriceSide
- ProjectedIndexCalculationMethod
- RedemptionDateType
- Rounding
- RoundingType
- YieldType
- QuoteFallbackLogic
- CreditSpreadType
- DividendType
- VolatilityTermStructureType
- VolatilityType
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Cap Floor
- About cap_floor
- Definition
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Definition methods
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Interfaces & Enumerations
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CDS
- About cds
- Definition
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Definition methods
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Interfaces & Enumerations
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Fx Cross
- About FX Cross
- Definition
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Definition methods
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Interfaces & Enumerations
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IR Swap
- About Swap
- Definition
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Definition methods
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Interfaces & Enumerations
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Option
- About option
- Definition
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Definition methods
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Interfaces & Enumerations
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Repo
- About repo
- Definition
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Definition methods
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Interfaces & Enumerations
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Swaption
- About swaption
- Definition
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Definition methods
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Interfaces & Enumerations
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Term Deposit
- About term deposit
- termDeposit.Definition
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Definition methods
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Interfaces & Enumerations
- Response
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IPA Curves
- About curves
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Forward Curves
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ZcCurves
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IPA Surfaces
- About Surface
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Cap
- About cap
- Definition
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Definition methods
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Interfaces & Enumerations
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Eti
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Fx
- About fx
- Definition
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Interfaces & Enumerations
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Swaption
- Definitions
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Interfaces & Enumerations
- Response
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Search
- About search
- Definition
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Definition methods
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SearchViews
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SymbolConversion
- About SymbolConversion
- Definition
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Definition methods
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Interfaces & Enumerations
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Estimates
- About Estimates
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Estimates actual values for reported annual periods
- Definition
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Definition methods
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Estimates actual values for reported interim periods
- Definition
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Definition methods
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Estimates actual values for KPI Measures for reported annual periods
- Definition
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Definition methods
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Estimates actual values for KPI Measures for reported interim periods
- Definition
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Definition methods
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Annual estimates summary data for periodic estimates measures
- Definition
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Definition methods
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Interim estimates summary data for periodic estimates measures
- Definition
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Definition methods
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Estimates monthly historical snapshot value for last 12 months for all annual period estimates measures
- Definition
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Definition methods
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Estimates monthly historical snapshot value for last 12 months for all interim period estimates measures
- Definition
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Definition methods
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Estimates monthly historical snapshot value for non-periodic estimates measures for the last 12 months
- Definition
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Definition methods
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Estimates monthly historical snapshot value for recommendations for the last 12 months
- Definition
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Definition methods
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Estimates summary values for KPI measures for annual periods
- Definition
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Definition methods
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Estimates summary values for KPI measures for interim periods
- Definition
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Definition methods
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Estimates monthly historical snapshot value for all KPI measures for the last 12 months
- Definition
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Definition methods
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ESG
- About ESG
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Definition
- Definition
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Definition methods
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full_scores
- Definition
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Definition methods
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basic_overview
- Definition
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Definition methods
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standard_measures
- Definition
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esg.standard_measures.Definition methods
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standard_scores
- Definition
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Definition methods
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universe
- Definition
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Definition methods
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bulk
- Definition
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Definition methods
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PackageManager
- PackageManager
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PackageManager methods
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Custom Instruments
- About Custom Instruments
- Definition
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Definition methods
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Events
- Definition
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Definition methods
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Summaries
- Definition
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Definition methods
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Manage methods
- Response
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DELIVERY LAYER
- About the Delivery Layer
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Endpoint request
- About endpoint_request
- Definition
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Definition methods
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Interfaces & Enumerations
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OMM stream
- About OMM stream
- Definition
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Definition methods
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RDP stream
- About RDP stream
- Definition
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Definition methods
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CFS
- About CFS
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CFS buckets
- About CFS buckets
- Definition
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Definition methods
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CFS packages
- About CFS packages
- Definition
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Definition methods
- Response
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CFS files
- About CFS files
- Definition
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Definition methods
- Response
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CFS file-sets
- About CFS file_sets
- Definition
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Definition methods
- Response
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CFS file downloader
- About CFS file downloader
- Definition
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Definition methods
Configuration file
For ease of use, you can set various initialisation parameters for the session layer and whole LSEG Data Library in the lseg-data.config.json configuration file - as detailed in the section below.
Typically, you can place this file in the same folder as your Notebook or Python script. You can also place the file in your home folder, or in an alternative folder, and specify the folder path using the RD_LIB_CONFIG_PATH environment variable.
Using configuration file
Using the LSEG Data library config file allows you to specify various parameters, such as:
- Default session
- Credentials
- Connectivity parameters
- Logging related:
- Enable/Disable console or file logging
- Log level
- Log file name
Using the lseg-data.config.json file, where possible, provides the simplest approach to creating and opening sessions.
For example, assuming you have lseg-data.config.json in the Configuration directory with the credentials and the specified default session, you can create and open the default session using the following:
ld.open_session()
The statement above will look for an entry, such as:
"sessions": {
"default": "desktop.workspace",
...
}
It will then use the parameters that are defined in the configuration section ("desktop.workspace", in this example) to create and open a desktop session.
Note: If you do not have any configuration file, by default rd.open_session() creates and opens a desktop session. This session will try to connect to the LSEG Workspace (or Eikon) desktop application that is running on the same machine as your Python script.
Open a specific configured session
If you have multiple session configurations specified in the JSON configuration file, you can open a specific one by name. For example, the following code opens a session based on the parameters specified in the "platform.rdp" section of the JSON configuration file:
ld.open_session(name='platform.rdp')