FX Reference Data API

  1. Overview
  2. Documentation
  3. Downloads

NOTE: LSEG has reviewed our ongoing technology programmes and determined that we will deliver better outcomes for you by making some modifications to our approach. This is so we can best meet your needs in the coming years. 

Changes will be made to our APIs and associated documentation over the next few months reflecting the programme changes communicated on 2 December 2024. For any clarifications please email FXTAM@lseg.com.  

Introduction

FX Reference Data is a new service being offered by LSEG FX. It will be available with the launch of the replatformed spot and forward Matching venues. The scope of the service will be driven by customer demand. Initially, the service will support settlement date and fixing date querying for individual currency pairs.  

Please discuss with your Technical Account Manager any requirement to programmatically source additional reference data through the LSEG FX reference data API to assist you trading on the LSEG FX venues.

Value date query

The following data will be available programmatically for a given effective date (UTC) and currency pair:  

  • Trade date. This is determined as of 0:00 on the effective date provided.
  • Number of days used to determine spot (i.e. whether the spot is T+1 or T+2).
  • Settlement date, per tenor.
  • Fixing date, per tenor.
  • MTF reporting spot date.

Holidays impacting either the settlement date or fixing date are additionally provided.  

An explanation of each of these terms and how they’re calculated is available within the Documentation section.  

Service details

The FX Reference Data service will be a RESTful service. Service authentication will be managed consistent with other LSEG FX services.  

The LSEG FX reference data API will be published later this year.

Updates

2 December 2024

  • Communication to all clients about changes to the programme. Note added to top of page.

5 August 2024

29 July 2024

17 April 2024

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