LSEG Data Library for Python

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LSEG Data Library for Python - Reference Guide

 

Please click on the following link to access the document: LSEG Data Library for Python - Reference Guide

 

Usage and Limits Guideline

 

LSEG's Data Library for Python can access LSEG databases is two diferent ways, depending on how one decides to authenticate oneself to the LSEG Services, either using the 'Desktop Session' or the 'Platform Session'.  To use the 'Desktop Session', one will need the Eikon Desktop Application or the Workspace Desktop Application running on the same machine where one runs his/her code. No such Application needs to run when using the 'Platform Session', however a License allowing for 'Platform Session' use will be necessary. Note: If you wish to resell or redistribute any applications which you develop using the Eikon Data API to third parties, you must enter into a  developer's license agreement with LSEG.

 

Limits at a Glance

 

License Workspace is only licensed for individual use. Workspace users may not share their login credentials, run any instances of Workspace on a server or use, distribute or redistribute data in any way that is inconsistent with their organization’s agreement with us. In addition, Workspace users may not use information in any manner that would violate rules or policies set by Third Party Providers.
Call Limits API calls can be limited based on number of requests made or the quantity of data received
Daily Limits Limits can be hit based on number of requests made or quantity of data received in a given day
Content Restrictions Content limits are controlled by entitlements and are set based on the product variant and add-ons purchased

 

What are the detailed limits?

Call-based Limits

  • Requests per second - The number of requests sent to LSEG's Data Platform via the LSEG Data Library (LDL) cannot exceed this limit. This number of requests is counted across all client applications connected to the same Workspace instance. For example if 4 applications connected to the same Workspace send 1 request per second, the throttling mechanism will consider an aggregated rate of 4 requests per seconds.The current limit value (10-Oct-2019) is 5 requests per second.
  • Response volume per minute - The volume (size) of data retrieved from the platform via the LDL cannot exceed this limit. This volume of data is counted across all client applications connected to the same Workspace instance. The current limit value (10-Oct-2019) is 50 MB per minute.
  • Datapoints returned per request - A datapoint is a 'cell', or a unique field value for a unique instrument on a unique time stamp. Datapoint limits vary by the content set being retrieved (for example, timeseries limits are different from news headline limits), but all are throttled on a per request basis and are not aggregated across all applications. Here are Datapoint limit examples per LDL function type 
    • get_data: The limit value is around 10,000 data points for version 1.0.2 and below. No enforced limit for version 1.1.0 and above. However, it still has a server timeout around 300 seconds.
    • get_history: The current limit value (10-Oct-2019) is 3,000 data points (rows) for interday intervals and 50,000 data points for intraday intervals. This limit applies to the whole request, whatever the number of requested instrument.
    • news.get_headlines: The current limit value (10-Oct-2019) is 100 headlines per request. The depth of history is 15 month.
    • news.get_story: The current limit value (10-Oct-2019) is 1 story per request.
    • content.symbol_conversion: No enforced limit (10-Oct-2019).

Daily Limits

  • Requests per day - The number of requests sent to the platform per day via the Workspace cannot exceed this limit. This number of requests is counted across all client applications connected to the same Workspace instance.The current limit values (10-Oct-2019) are 10,000 requests per day and 5 requests per second.
  • Response volume per day - The volume (size) of data retrieved from the platform per day cannot exceed this limit. This volume of data is counted across all client applications connected to the same Workspace instance.The current limit values (10-Oct-2019) are 5 GB per day and 50 MB per minute.

Content/Entitlement Limits

  • Workspace Variant - LDL (LSEG's Data Library) content coverage follows the Workspace Variant model and any add-ons that have been added to that Variant. For example, access to specific content sets available in the Workspace Premium Variant may not be available in Workspace for Research and Advisory, and therefore the same limitations would be enforced on the LDL.
  • Depth and Breadth of Content - Any content depth (like years of historical data) and content breadth (like the number of news sources or exchanges) available via Workspace and through Workspace apps like Workspace Excel, is for the most part also available in the LDL. There may be additional LDL limitations imposed by the providers of the underlying content.

Platform/Infrastructure Limits

  • Overall concurrent request load - When the platform is overwhelmed by the number of requests it receives, it may take more time than usual to respond. When that happens, a timeout expires and the platform responds to the request with an error. It is important to note that the overloading may be due to requests sent by users other than the one who receives the error.