Lseg

LSEG Workspace Data API

Access financial, vessel, and commodity data from LSEG Workspace via the Eikon Data API.

Prerequisites

1. LSEG Workspace must be running on your machine (exposes local proxy on port 9000)
2. App Key - generate via Workspace: type APPKEY in search bar, select "Eikon Data API" checkbox

Store credentials in .env:

LSEG_APP_ID=your_app_key_here
LSEG_API_ENDPOINT=http://localhost:9000/api/udf/

API basics

Endpoint: http://localhost:9000/api/udf/

Required headers:

Content-Type: application/json
x-tr-applicationid: <app_key>
X-Forwarded-Host: localhost

Request format:

{
  "Entity": {
    "E": "<entity_type>",
    "W": { <parameters> }
  }
}

Entity types

DataGrid - fetch data for instruments

Basic query:

curl -s -X POST "$LSEG_API_ENDPOINT" \
  -H "Content-Type: application/json" \
  -H "x-tr-applicationid: $LSEG_APP_ID" \
  -H "X-Forwarded-Host: localhost" \
  -d '{
    "Entity": {
      "E": "DataGrid",
      "W": {
        "instruments": ["AAPL.O", "MSFT.O"],
        "fields": [
          {"name": "TR.CommonName"},
          {"name": "TR.PriceClose"},
          {"name": "TR.PE"}
        ]
      }
    }
  }' | jq .

With date parameters (time series):

curl -s -X POST "$LSEG_API_ENDPOINT" \
  -H "Content-Type: application/json" \
  -H "x-tr-applicationid: $LSEG_APP_ID" \
  -H "X-Forwarded-Host: localhost" \
  -d '{
    "Entity": {
      "E": "DataGrid",
      "W": {
        "instruments": ["AAPL.O"],
        "fields": [
          {"name": "TR.PriceClose"},
          {"name": "TR.Volume"}
        ],
        "parameters": {
          "SDate": "2025-01-01",
          "EDate": "2025-01-31",
          "TOP": 10000
        }
      }
    }
  }' | jq .

SymbologySearch - convert identifiers

Convert between RIC, ISIN, IMO, CUSIP, SEDOL, etc:

curl -s -X POST "$LSEG_API_ENDPOINT" \
  -H "Content-Type: application/json" \
  -H "x-tr-applicationid: $LSEG_APP_ID" \
  -H "X-Forwarded-Host: localhost" \
  -d '{
    "Entity": {
      "E": "SymbologySearch",
      "W": {
        "symbols": ["US0378331005"],
        "from": "ISIN",
        "to": ["RIC"],
        "bestMatch": true
      }
    }
  }' | jq .

Common identifier types: RIC, ISIN, CUSIP, SEDOL, IMO, ticker

Response format

{
  "columnHeadersCount": 1,
  "data": [
    ["AAPL.O", "Apple Inc", 278.28, 37.47],
    ["MSFT.O", "Microsoft Corp", 478.53, 34.05]
  ],
  "headers": [[
    {"displayName": "Instrument"},
    {"displayName": "Company Common Name", "field": "TR.COMMONNAME"},
    {"displayName": "Price Close", "field": "TR.PRICECLOSE"},
    {"displayName": "P/E (Daily Time Series Ratio)", "field": "TR.PE"}
  ]],
  "totalRowsCount": 3
}

Common fields

Equities

Vessels (maritime)

Trade flows (vessels)

Helper scripts

This skill includes helper scripts in .claude/skills/lseg/scripts/:

Usage:

# Load environment
source .env

# Query company data
.claude/skills/lseg/scripts/lseg-query.sh "AAPL.O,MSFT.O" "TR.CommonName,TR.PriceClose"

# Convert ISIN to RIC
.claude/skills/lseg/scripts/lseg-symbology.sh "US0378331005" ISIN RIC

# Get time series
.claude/skills/lseg/scripts/lseg-timeseries.sh "AAPL.O" "TR.PriceClose" "2025-01-01" "2025-01-31"

Rate limits

Troubleshooting

Connection refused: LSEG Workspace not running. Start the desktop app.

401 Unauthorized: Invalid or expired app key. Generate new key via APPKEY in Workspace.

Empty response: Check field names are correct (case-sensitive TR.FieldName format).

Port 9000 in use: Workspace may use next available port. Check Workspace settings or try 9001.

References

• Eikon Data API Documentation
• Quick Start Guide
• LSEG Developer Community