LSEG Data Library for Python - Release Notes

LSEG Data Library for Python v2.1.1 (April 4, 2025)

Changed

  • Changed the library pandas requirement to >=2.0 and <3.0

 

LSEG Data Library for Python v2.1.0 (March 27, 2025)

Added

  • Tradefeedr APIs `get_fx_algo_parent_orders` and `get_fx_algo_pre_trade_forecast` introduced under ld.tradefeedr
  • Future RIC search functionality under `ld.discovery.Futures` class
  • Added missing `navigators` property to `search.Definition` class 
  • Silently add `archived` parameter in Search requests to allow pulling news older than 15 months

Changed

  • Updated message queue priorities to give Ping messages higher priority.
  • Exposed metadata field in news `Headlines` and `Stories` response classes

Fixed

  • Fixed dataframe creation issue in SearchPropertyExplorer.
  • Fixed a doubling `/` issue with wss url building when the user specifies a `direct-url` in the configuration.
  • Fixed a good number of library features deprecation warnings 
  • Improve time to response on chain open operations
  • Improve date detection in headers from UDF and RDP responses

 

LSEG Data Library for Python v2.0 (June 27, 2024)

Breaking Changes from RD Libs

  • The default config name changed from `refinitiv-data.config.json` to `lseg-data.config.json`
  • Environment variables expected names changed from `RD_LIB_CONFIG_PATH` to `LD_LIB_CONFIG_PATH` and `RDPLIB_ENV_DIR` to `LDPLIB_ENV_DIR`
  • Removed Python 3.7 support
  • Removed the legacy refinitiv.data.eikon module
  • `fields` parameter is now required in `get_data`
  • Removed the `use_field_names_in_headers` parameter from get_data, get_history and content layer
  • HTTP response fields moved from `response` class to `response.raw`
  • Replaced custom_instruments.manage create interface with create_basket, create_udc and create_formula
  • Replaced ipa.financial_contracts.option interface with fx_option and eti_option
  • Clean up unused fields and classes in IPA content and made keyword-only arguments required
  • Removed `session.trace`, `session.get_omm_login_message` and `session.get_rdp_login_message` methods
  • Removed `on_response` parameter from synchronous methods
  • get_data_async should raise exceptions on server errors
  • LDError returns error code only when its meaningful

Changes

  • Updated URL for ESG from /v1 to /v2 in the default configuration
  • Raise a meaningful error when “Session quota is reached”
  • Added `discovery.Customers` and `discovery.Suppliers`
  • Changed default data source for TR and Pricing fields for Desktop session to match Eikon library behavior
  • Added configuration parameter `apis.data.datagrid.use_streaming_for_pricing_fields` to specify data source
  • Added `type` and `limit` parameters to custom_instruments.search.Definition
  • Platform session now has a default value of `signon_control=False`