LSEG Analytics SDK for Python

The LSEG Analytics SDK for Python provides access to LSEG Financials Analytics Services of Societe Generale API.

Getting Started

$ pip install lseg-analytics-socgen

Usage Examples

An example to list Baskets.

from lseg_analytics.socgen.basket_scan list_baskets

response = list_baskets()

Modules Structure

• common - contains models that can be used in different API modules
• API modules
  • basket_scan - contains functions for Basket Scan API
  • cof_box - contains functions for CofBox API
  • curve_follower - contains functions for Curve Follower API
  • fx_event_tracker - contains functions for FX Event Tracker API
  • market_data - contains functions for Market Data API
  • sustainable_bond_screener - contains functions for Sustainable Bond Screener API

Changelog

1.2.0b5

• Added AI Assistant Prompt Samples

1.2.0b4

• Remove "Query Quote updates" from Market Data Fundamentals notebook

1.2.0b3

• Separate CofBox samples into Fundamentals and Visualization notebooks

1.2.0b2

• Updated Cof Box Fundamental samples that adds visualization for "Run a CofBox analysis" step
• Added x-ap-sdk-operation and changed User Agent in request headers to support Telemetry

1.2.0b1

• Added new functions get_benchmarks, get_factors, get_esg and validate_instruments to module basket_scan for Basket Scan API
• Support Telemetry in request headers

1.1.0b1

• Added new functions create_basket, update_basket and delete_basket to module basket_scan for Basket Scan API
• Added new modules curve_follower, fx_event_tracker, sustainable_bond_screener, market_data, cof_box for new APIs

1.0.0

• Initial version SDK to support Societe Generale Basket Scan API