The LSEG Data Library for Python is version 2 of the Refinitiv Data Library for Python, which itself is version 1; i.e.: the Data Library V1 was Refinitiv Data Library (a.k.a.: RDL) and the Data Library V2 is the LSEG Data Library (a.k.a.: LDL).

You can find the Python LDL project on lseg-data · PyPI.

Please note that you can test the LDL with the Eikon Desktop Application when using the Desktop Session. For more information on Sessions, please see here). This is to help you test if you would like to migrate from old libraries - such as the Eikon Data API (EDAPI) - to the new LDL. To help you with this, you can even test the old libraries live alongside the LDL in CodeBook today, without installing the Workspace Desktop Application, to ready yourself for the Eikon Desktop App's deprication.

The LSEG Data Library for Python provides a set of ease-of-use interfaces offering coders uniform access to the breadth and depth of financial data and services available on the LSEG Data Platform. The API is designed to provide consistent access through multiple access channels and target both Professional Developers and Financial Coders. Developers can choose to access content from the desktop, through their deployed streaming services, or directly to the cloud. With the LSEG Data Library, the same Python code can be used to retrieve data regardless of which access point you choose to connect to the platform.

The LSEG Data Library for Python can be thought of as a wrapper sending requests to the LSEG Data Platform's Endpoints; you can find these endpoints On the API Playground. In actuality, this wrapper has access to other Platforms and APIs, but for the sake of argument, this is how it can be thought of: