FX Reference Data API
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.
Updates
24 July 2025
22 May 2025
2 December 2024
- Communication to all clients about changes to the programme. Note added to top of page.
5 August 2024
29 July 2024
- LSEG Matching Domestic Instrument Reference Data XLSX
- LSEG Matching CDS Test Instrument Reference Data XLSX
- LSEG Matching Global Instrument Reference Data XLSX
17 April 2024
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