LSEG Workspace#

LSEG Workspace (London Stock Exchange Group) is a professional financial data platform providing access to real-time and historical market data, financial statements, analytics, and news across global asset classes, offering integration exclusively to active subscribers who possess a valid subscription and a registered App Key.

This library integrates LSEG through the LSEG Data Library for Python (lseg-data package), which connects to the platform either through the LSEG Workspace desktop application or directly through the LSEG Data Platform.

Workspace must be running

The LSEG Workspace desktop application must be open and running on the same machine as your Python code when using the Data Curator with this provider. If Workspace is closed, all data requests will fail.

LSEG Features#

Market Data#

Historical end-of-day time series for a wide range of global instruments, including equities (stocks, ETFs), indexes, fixed income, foreign exchange, commodities, and funds.

Price fields available per instrument: Open, High, Low, Close, Volume, and VWAP. Prices are provided in two variants: unadjusted and split-adjusted. See the Market Data below for the exact TR tags corresponding to each variant.

Corporate Actions#

  • Dividends: ex-date, pay date, record date, declaration date, gross and adjusted amounts.

  • Splits: ex-date, numerator and denominator of the split ratio.

Fundamentals#

Standardized quarterly financial statements for public companies:

  • Income Statements

  • Balance Sheets

  • Cash Flow Statements

All fundamental TR fields use Period=FQ0. See the Fundamentals below for the exact TR tags.

Setup#

Requirements: An active LSEG Workspace subscription.

Step 1 - Generate your App Key

The App Key is generated from inside LSEG Workspace:

  1. Open the LSEG Workspace application.

  2. In the search bar, type App Key Generator and open it.

  3. In the App Key Generator, enter a display name for your application and click Register New App.

  4. Select (at minimum) the first three API checkboxes to enable data access.

  5. Copy the generated App Key.

Note

The App Key Generator was previously called App Creator in earlier versions of LSEG Workspace / Eikon. The functionality is equivalent.

Step 2 - Add the App Key to your .env file

In your project’s Config/.env file, add:

KNDC_APP_KEY_LSEG=your_app_key_here

Step 3 - Keep Workspace open

When running Data Curator with the LSEG provider, ensure the LSEG Workspace desktop application is open and you are signed in before executing any data requests.

Market Data#

Data Curator Tag

LSEG Field

m_close

TR.CLOSEPRICE(Adjusted=0)

m_close_split_adjusted

TR.CLOSEPRICE(Adjusted=1)

m_date

TR.CLOSEPRICE.date

m_high

TR.HIGHPRICE(Adjusted=0)

m_high_split_adjusted

TR.HIGHPRICE(Adjusted=1)

m_low

TR.LOWPRICE(Adjusted=0)

m_low_split_adjusted

TR.LOWPRICE(Adjusted=1)

m_open

TR.OPENPRICE(Adjusted=0)

m_open_split_adjusted

TR.OPENPRICE(Adjusted=1)

m_volume

TR.Volume

m_vwap

TR.TSVWAP

Dividends#

Data Curator Tag

LSEG Field

d_declaration_date

TR.DivAnnouncementDate

d_dividend

TR.DivUnadjustedGross

d_dividend_split_adjusted

TR.DivAdjustedGross

d_ex_dividend_date

TR.DivExDate

d_payment_date

TR.DivPayDate

d_record_date

TR.DivRecordDate

Splits#

Data Curator Tag

LSEG Field

s_denominator

TR.CATermsOldShares(CAEventType=SSP)

s_numerator

TR.CATermsNewShares(CAEventType=SSP)

s_split_date

TR.CAExDate(CAEventType=SSP)

Fundamentals#

Data Curator Tag

LSEG Field

f_filing_date

TR.F.OriginalAnnouncementDate(Period=FQ0)

f_period_end_date

TR.F.PeriodEndDate(Period=FQ0)

Income#

Data Curator Tag

LSEG Field

fis_basic_earnings_per_share

TR.F.EPSBasicInclExordItemsComTot(Period=FQ0)

fis_basic_net_income_available_to_common_stockholders

TR.F.IncAvailToComShr(Period=FQ0)

fis_continuing_operations_income_after_tax

TR.F.NormNetIncContOps(Period=FQ0)

fis_cost_of_revenue

TR.F.CostOfOpRev(Period=FQ0)

fis_costs_and_expenses

TR.F.OpExpnTot(Period=FQ0)

fis_depreciation_and_amortization

TR.F.DeprAmort(Period=FQ0)

fis_diluted_earnings_per_share

TR.F.EPSDilInclExordItemsComTot(Period=FQ0)

fis_discontinued_operations_income_after_tax

TR.F.DiscOpsNetOfTaxTot(Period=FQ0)

fis_earnings_before_interest_and_tax

TR.F.EBIT(Period=FQ0)

fis_earnings_before_interest_tax_depreciation_and_amortization

TR.F.EBITDA(Period=FQ0)

fis_general_and_administrative_expense

TR.F.SGA(Period=FQ0)

fis_gross_profit

TR.F.GrossTotRevBizActiv(Period=FQ0)

fis_income_before_tax

TR.F.IncBefTax(Period=FQ0)

fis_income_tax_expense

TR.F.ExciseTaxExpn(Period=FQ0)

fis_interest_expense

TR.F.IntrExpn(Period=FQ0)

fis_interest_income

TR.F.IntrDivIncFinTot(Period=FQ0)

fis_net_income

TR.F.NetIncAfterTax(Period=FQ0)

fis_net_income_deductions

TR.F.EarnAdjToNetIncOthExpnInc(Period=FQ0)

fis_net_interest_income

TR.F.IntrDivIncExpnNetFin(Period=FQ0)

fis_net_total_other_income

TR.F.OthNonOpIncExpnTot(Period=FQ0)

fis_operating_expenses

TR.F.OpExpn(Period=FQ0)

fis_operating_income

TR.F.OpProfBefNonRecurIncExpn(Period=FQ0)

fis_other_expenses

TR.F.OthOpExpn(Period=FQ0)

fis_other_net_income_adjustments

TR.F.AdjToNetIncOth(Period=FQ0)

fis_research_and_development_expense

TR.F.RnD(Period=FQ0)

fis_revenues

TR.F.TotRevenue(Period=FQ0)

fis_selling_and_marketing_expense

TR.F.AdExpn(Period=FQ0)

fis_selling_general_and_administrative_expense

TR.F.SGATot(Period=FQ0)

fis_weighted_average_basic_shares_outstanding

TR.F.ShrUsedToCalcBasicEPSTot(Period=FQ0)

fis_weighted_average_diluted_shares_outstanding

TR.F.ShrUsedToCalcDilEPSTot(Period=FQ0)

Balance Sheet#

Data Curator Tag

LSEG Field

fbs_accumulated_other_comprehensive_income_after_tax

TR.F.ComprIncAccumTot(Period=FQ0)

fbs_additional_paid_in_capital

TR.F.ComStockShrPrem(Period=FQ0)

fbs_assets

TR.F.TotAssets(Period=FQ0)

fbs_capital_lease_obligations

TR.F.CapLeaseObligLT(Period=FQ0)

fbs_cash_and_cash_equivalents

TR.F.CashCashEquivTot(Period=FQ0)

fbs_cash_and_shortterm_investments

TR.F.CashSTInvstTot(Period=FQ0)

fbs_common_stock_value

TR.F.ComEqTot(Period=FQ0)

fbs_current_accounts_payable

TR.F.TradeAcctPbleAccrualsST(Period=FQ0)

fbs_current_accounts_receivable_after_doubtful_accounts

TR.F.AcctNotesRcvblTradeNet(Period=FQ0)

fbs_current_accrued_expenses

TR.F.AccrExpn(Period=FQ0)

fbs_current_assets

TR.F.TotCurrAssets(Period=FQ0)

fbs_current_capital_lease_obligations

TR.F.CapLeaseCurrPort(Period=FQ0)

fbs_current_liabilities

TR.F.TotCurrLiab(Period=FQ0)

fbs_current_net_receivables

TR.F.LoansRcvblNetST(Period=FQ0)

fbs_current_tax_payables

TR.F.IncTaxPbleST(Period=FQ0)

fbs_deferred_revenue

TR.F.DefRevLT(Period=FQ0)

fbs_goodwill

TR.F.GoodwNet(Period=FQ0)

fbs_investments

TR.F.InvstTot(Period=FQ0)

fbs_liabilities

TR.F.TotLiab(Period=FQ0)

fbs_longterm_debt

TR.F.DebtLTTot(Period=FQ0)

fbs_longterm_investments

TR.F.InvstLT(Period=FQ0)

fbs_net_debt

TR.F.NetDebt(Period=FQ0)

fbs_net_intangible_assets_excluding_goodwill

TR.F.IntangExclGoodwNetTot(Period=FQ0)

fbs_net_intangible_assets_including_goodwill

TR.F.IntangTotNet(Period=FQ0)

fbs_net_inventory

TR.F.InvntTot(Period=FQ0)

fbs_net_property_plant_and_equipment

TR.F.PPENetTot(Period=FQ0)

fbs_noncontrolling_interest

TR.F.MinIntrNonCtrlIntrTot(Period=FQ0)

fbs_noncurrent_assets

TR.F.TotNonCurrAssets(Period=FQ0)

fbs_noncurrent_capital_lease_obligations

TR.F.CapLeaseObligLT(Period=FQ0)

fbs_noncurrent_deferred_revenue

TR.F.DefRevLT(Period=FQ0)

fbs_noncurrent_deferred_tax_assets

TR.F.DefTaxAssetLT(Period=FQ0)

fbs_noncurrent_deferred_tax_liabilities

TR.F.DefTaxLiabLT(Period=FQ0)

fbs_noncurrent_liabilities

TR.F.TotNonCurrLiab(Period=FQ0)

fbs_other_assets

TR.F.OthAssetsTot(Period=FQ0)

fbs_other_current_assets

TR.F.OthCurrAssetsTot(Period=FQ0)

fbs_other_current_liabilities

TR.F.OthCurrLiabTot(Period=FQ0)

fbs_other_liabilities

TR.F.OthLiabTot(Period=FQ0)

fbs_other_noncurrent_assets

TR.F.OthNonCurrAssetsTot(Period=FQ0)

fbs_other_noncurrent_liabilities

TR.F.OthNonCurrLiabTot(Period=FQ0)

fbs_other_payables

TR.F.OthPbleTot(Period=FQ0)

fbs_other_receivables

TR.F.RcvblOthTot(Period=FQ0)

fbs_other_stockholder_equity

TR.F.EqOth(Period=FQ0)

fbs_preferred_stock_value

TR.F.PrefShHoldEq(Period=FQ0)

fbs_prepaid_expenses

TR.F.PrepaidExpnTot(Period=FQ0)

fbs_retained_earnings

TR.F.RetainedEarnTot(Period=FQ0)

fbs_shortterm_debt

TR.F.STDebtFinlSectTot(Period=FQ0)

fbs_shortterm_investments

TR.F.STInvstTot(Period=FQ0)

fbs_stockholder_equity

TR.F.ComEqTot(Period=FQ0)

fbs_total_debt_including_capital_lease_obligations

TR.F.DebtTot(Period=FQ0)

fbs_total_equity_including_noncontrolling_interest

TR.F.TotShHoldEq(Period=FQ0)

fbs_total_liabilities_and_equity

TR.F.TotLiabEq(Period=FQ0)

fbs_total_payables_current_and_noncurrent

TR.F.AcctPble(Period=FQ0)

fbs_treasury_stock_value

TR.F.ComShrTrezTot(Period=FQ0)

Cash Flow#

Data Curator Tag

LSEG Field

fcf_accounts_payable_change

TR.F.AcctPbleCF(Period=FQ0)

fcf_accounts_receivable_change

TR.F.AcctRcvblCF(Period=FQ0)

fcf_capital_expenditure

TR.F.CAPEXNetCF(Period=FQ0)

fcf_cash_and_cash_equivalents_change

TR.F.NetChgInCashTot(Period=FQ0)

fcf_cash_exchange_rate_effect

TR.F.FXEffectsCF(Period=FQ0)

fcf_common_stock_dividend_payments

TR.F.DivComCashPaid(Period=FQ0)

fcf_common_stock_issuance_proceeds

TR.F.StockComIssuedSoldCF(Period=FQ0)

fcf_common_stock_repurchase

TR.F.StockComRepurchRetiredCF(Period=FQ0)

fcf_deferred_income_tax

TR.F.DefIncTaxIncTaxCreditsCF(Period=FQ0)

fcf_depreciation_and_amortization

TR.F.DeprDeplAmortCF(Period=FQ0)

fcf_dividend_payments

TR.F.DivPaidCashTotCF(Period=FQ0)

fcf_free_cash_flow

TR.F.NonGAAPFreeCashFlow(Period=FQ0)

fcf_interest_payments

TR.F.IntrPaidCash(Period=FQ0)

fcf_inventory_change

TR.F.InvntCF(Period=FQ0)

fcf_investment_sales_maturities_and_collections_proceeds

TR.F.InvstSecSoldMaturedCF(Period=FQ0)

fcf_investments_purchase

TR.F.InvstSecPurchCF(Period=FQ0)

fcf_net_business_acquisition_payments

TR.F.AcqOfBizCF(Period=FQ0)

fcf_net_cash_from_financing_activities

TR.F.NetCashFlowFin(Period=FQ0)

fcf_net_cash_from_investing_activities

TR.F.NetCashFlowInvst(Period=FQ0)

fcf_net_cash_from_operating_activities

TR.F.NetCashFlowOp(Period=FQ0)

fcf_net_common_stock_issuance_proceeds

TR.F.StockComNetCF(Period=FQ0)

fcf_net_debt_issuance_proceeds

TR.F.DebtIssuedLTSTCF(Period=FQ0)

fcf_net_income

TR.F.ProfLossStartingLineCF(Period=FQ0)

fcf_net_income_tax_payments

TR.F.IncTaxPaidReimbIndirCF(Period=FQ0)

fcf_net_longterm_debt_issuance_proceeds

TR.F.DebtIssuedLTCF(Period=FQ0)

fcf_net_shortterm_debt_issuance_proceeds

TR.F.DebtIssuedSTCF(Period=FQ0)

fcf_net_stock_issuance_proceeds

TR.F.StockComPrefOthIssuedSoldCF(Period=FQ0)

fcf_other_financing_activities

TR.F.OthFinCashFlow(Period=FQ0)

fcf_other_investing_activities

TR.F.OthInvstCashFlow(Period=FQ0)

fcf_other_noncash_items

TR.F.OthNonCashItemsReconcAdjCF(Period=FQ0)

fcf_other_working_capital

TR.F.OthAssetsLiabNetCF(Period=FQ0)

fcf_period_end_cash

TR.F.NetCashEndBal(Period=FQ0)

fcf_period_start_cash

TR.F.NetCashBegBal(Period=FQ0)

fcf_preferred_stock_dividend_payments

TR.F.DivPrefCashPaid(Period=FQ0)

fcf_preferred_stock_issuance_proceeds

TR.F.StockPrefIssuedSoldCF(Period=FQ0)

fcf_property_plant_and_equipment_purchase

TR.F.PPEPurchCF(Period=FQ0)

fcf_stock_based_compensation

TR.F.ShrBasedPaymtCF(Period=FQ0)

fcf_working_capital_change

TR.F.WkgCapCF(Period=FQ0)