FX Reference Data API

  1. Overview
  2. Documentation
  3. Downloads
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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 all standard tenors.  

We welcome feedback on additional reference data requirements. If there is additional reference data you would like to programmatically source through the LSEG FX Reference Data API to support your trading activity on LSEG FX venues, please contact your Technical Account Manager or Relationship Manager.

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 00:00 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

7 April 2026 

11 November 2025

4 November 2025

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

17 April 2024

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