lse-data 0.5.1

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

• Historical OHLCV candles for 4,000+ instruments (REST, no WebSocket needed)
• Real-time WebSocket streaming with auto-reconnect
• 4,000+ symbols: US/UK/EU/Asia stocks, crypto, forex, indices, commodities, ETFs
• 81,000+ option contracts via subscribe_options()
• Symbol catalog API for discovery before subscribing
• Server-side symbol validation (invalid symbols rejected immediately)
• Dynamic subscribe/unsubscribe at runtime
• Graceful disconnect (from callbacks or other threads)
• Sync and async interfaces
• Callback and iterator patterns
• Zero config, just an API key

Usage

Historical candles

Fetch OHLCV candles for any instrument. No WebSocket connection needed.

from lse import LSE

client = LSE(api_key="your_key")

# As a list of dicts
result = client.candles("XAU/USD", start="2021-01-01", end="2026-01-01", timeframe="1d")
print(f"{result['rows']} candles, plan: {result['plan']}")
for c in result["data"][-3:]:
    print(f"{c['timestamp']}  close={c['close']}")

# As a pandas DataFrame (pip install lse-data[pandas])
df = client.candles("AAPL", "2025-01-01", "2026-01-01", timeframe="1h", as_dataframe=True)
print(df.tail())

Supported timeframes: 1m, 5m, 15m, 30m, 1h, 2h, 4h, 1d

Works for all 4,000+ instruments: stocks, crypto, forex, ETFs, commodities, indices.

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 streaming

Subscribe to entire options chains by underlying. One call gives you every contract (calls + puts, all strikes, all expiries).

from lse import LSE

client = LSE(api_key="your_key")

def on_tick(tick):
    print(f"{tick.symbol}: ${tick.price:.2f}")

client.on("tick", on_tick)
client.subscribe_options(["AAPL", "TSLA"])
client.connect()

To stop receiving a chain:

client.unsubscribe_options(["TSLA"])

Unsubscribe

Remove symbols at runtime without disconnecting:

client.unsubscribe(["BTC/USD"])      # stop one symbol
client.subscribe(["SOL/USD"])        # add another

Disconnect

Stop the stream and exit cleanly. Works from callbacks or another thread:

tick_count = 0

def on_tick(tick):
    global tick_count
    tick_count += 1
    if tick_count >= 100:
        client.disconnect()  # connect()/stream() returns

client.on("tick", on_tick)
client.connect(symbols=["BTC/USD"])
print("Done, collected 100 ticks")

Async version:

await client.disconnect_async()

Requirements

• Python 3.8+
• websockets (installed automatically)

License

MIT