lse-data 0.2.0

Python SDK for London Strategic Edge real-time market data

lse-data

Python SDK for London Strategic Edge real-time market data.

Stream live prices for 4,000+ instruments including stocks, crypto, forex, indices, commodities, ETFs, and 81,000+ options contracts.

Install

pip install lse-data

Quick start

from lse import LSE

client = LSE(api_key="your_api_key")

for tick in client.stream(["BTC/USD", "AAPL", "EUR/USD"]):
    print(f"{tick.symbol}: ${tick.price}")

Get your API key at londonstrategicedge.com/data.

Features

• Real-time WebSocket streaming with auto-reconnect
• 4,000+ symbols: US/UK/EU/Asia stocks, crypto, forex, indices, commodities, ETFs, 81K+ options
• Symbol catalog API for discovery before subscribing
• Server-side symbol validation (invalid symbols rejected immediately)
• Sync and async interfaces
• Callback and iterator patterns
• Zero config, just an API key

Usage

Stream ticks (simplest)

from lse import LSE

client = LSE(api_key="your_key")

for tick in client.stream(["BTC/USD", "ETH/USD", "AAPL"]):
    print(f"{tick.symbol:12s} ${tick.price:>12,.2f}")

Callback style

from lse import LSE

def on_tick(tick):
    print(f"{tick.symbol}: {tick.price}")

client = LSE(api_key="your_key")
client.on("tick", on_tick)
client.connect(symbols=["BTC/USD", "ETH/USD"])

Async streaming

import asyncio
from lse import LSE

async def main():
    client = LSE(api_key="your_key")
    async for tick in client.stream_async(["BTC/USD"]):
        print(tick)

asyncio.run(main())

Save to CSV

import csv, datetime
from lse import LSE

client = LSE(api_key="your_key")

with open("ticks.csv", "w", newline="") as f:
    writer = csv.writer(f)
    writer.writerow(["time", "symbol", "price", "bid", "ask"])

    for tick in client.stream(["BTC/USD", "ETH/USD"]):
        writer.writerow([
            datetime.datetime.now().isoformat(),
            tick.symbol, tick.price, tick.bid, tick.ask,
        ])

Tick object

Each tick has these fields:

Field	Type	Description
symbol	str	Instrument symbol (e.g. BTC/USD, AAPL)
price	float	Latest price
bid	float	Bid price (if available)
ask	float	Ask price (if available)
volume	float	Volume (if available)
timestamp	float	Unix timestamp
name	str	Human-readable name (e.g. Apple Inc.)

Events

When using the callback style with .on():

Event	Callback args	Description
tick	Tick	New price tick
connected	(none)	WebSocket connected
authenticated	(none)	API key accepted
disconnected	(none)	Connection lost (will auto-reconnect)
error	str	Error message

Symbol catalog

Query available instruments before subscribing. No WebSocket connection needed.

from lse import LSE

client = LSE(api_key="your_key")

# Get all available symbols
all_symbols = client.catalog()
print(f"{len(all_symbols)} instruments available")

# Filter by category: stock, crypto, forex, etf, commodity, index
stocks = client.catalog(category="stock")
crypto = client.catalog(category="crypto")

# Each entry has symbol, display_name, and category
for s in crypto[:5]:
    print(f"{s['symbol']:12s} {s['display_name']:20s} {s['category']}")

The catalog returns every subscribable instrument. Use it to build symbol pickers, validate user input, or discover what is available.

Available categories

Category	Count	Examples
stock	~3,987	AAPL, NVDA, TSLA, 0005.HK, 7203.T
forex	~62	EUR/USD, GBP/JPY, USD/CHF
crypto	~58	BTC/USD, ETH/USD, SOL/USD
etf	~25	SPY, QQQ, IWM, GLD
commodity	~23	XAU/USD, WTICO/USD, NATGAS/USD
index	~13	US30, NAS100, UK100

Options (81,000+ contracts) are available separately via the WebSocket subscribe_options action.

Requirements

• Python 3.8+
• websockets (installed automatically)

License

MIT