LSEG Financial Analytics API

Overview

LSEG Financial Analytics (LFA) enables you to customize and run fully managed comprehensive cross-asset analysis at enterprise scale, easily integrates with internal systems and distributes results to end-users via specialized channels.

Comprehensive Coverage

LFA consolidates LSEG's Analytics models behind a single API service with coherent design and functionalities so that you can easily find what you need and integrate it seamlessly with your workflows.

API First

LFA is designed "API first" so that you have complete control and flexibility from user centric access (Python, notebooks, custom apps…) right up to enterprise-scale integration on top of the native web APIs.

Fully Managed

The analytics service behind LFA is fully managed cloud based, reducing the need for any customer infrastructure to operate.  And LSEG's global footprint ensures a great experience no matter where you are.

Open Data Models

The data models (instruments, market data…) that underpin LFA are public to ensure that you can integrate them into your workflows easily and without any future constraints around usage of those models. 

Enhanced SDKs

Language specific SDKs bring LFA directly into your world (e.g. Python SDK for financial coders and data scientists or Typescript SDK for application builders and integrators).  They cover the full functionality of the LFA service and provide domain specific functionalities.

Multi-Channel

Beyond APIs, LFA features seamless integrations into applications that you already have in your organization (Excel, VS Code, Teams…), leveraging their latest features and combining them with AI powered workflow optimizations.

Early Access

The early access version of the API and its Python SDK covers:

FX Spot Instruments

-    Price FX Spot instruments via EUR, USD or from direct quotes.

FX Forward Instruments

-    Price standard tenors or broken dates for a wide range of currency pairs via EUR, USD or from direct quotes.
-    Value existing contracts.

FX Forward Curve

-    Build a custom Fx Forward curve based on your preferences.
-    Contribute a market quote.
-    Use the curve when pricing or valuing your instruments.

Dates and Calendars

-    Create a custom calendar.
-    Perform date operations (e.g. adding period, counting periods) using pre-defined or custom calendars.

Accessing the APIs

If you would like to access the APIs directly or via our python SDK, please contact your sales ( sales@yieldbook.com ) or account management team ( acctmgr@yieldbook.com ).

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