Raising a query obo Client

Client need help learning about the full scope of data filtration using LSEG API.

Some of the questions client's have are:

1) If I wanted to run a fuzzy-matching algorithm on some custom metrics, do I need to write that function locally, or is there an LSEG API function that does this efficiently?

2) If I have to pull historical daily data for 1000 tickers, what is the most efficient way to do this?

3) If I have to get this function to run every night, what are limits I need to be aware of?

4) If I want to run some ML algorithm, do I need to download the data first, and run it locally, or can I run it on your data without downloading and just view the results? Are there pre-built features for this?

5) What are the limits (if any) related to my license and the type / size / frequency of data I can pull via the API?

Thank you for your assistance!

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aprio_admin

Thanks for posting this!

Gurpreet

Hello @MRCHDLM and @aprio_admin

Which LSEG products/services are you using?

For almost all, the custom logic, ML algorithms etc would have to run on your local infrastructure or on your cloud. We do not have or provide any such execution ability. One exception is the Codebook hosted environment - which only allows running vanilla Python code.

aprio_admin

We have the Refinitiv Workspace.

Thanks for your response @Gurpreet, and understood in that you are providing the data, and it is up to the user to do run any analysis (outside of Codebook).

In that case, what is the most efficient route to getting bulk data (many tickers, many dates, potentially multiple "scenarios", where each scenario comprises of a set of tickers and historical dates).

ld.get_history() is what I have been using, and it's fine if that's the fastest, but I was wondering if there was a more efficient way or best practice when retrieving bulk data like I described.

Jirapongse

We offer other historical data products, such as Tick History REST API and bulk files in the Client File Store (CFS).

For alternative solutions tailored to your requirements, please contact your LSEG account team or sales representative directly.

aprio_admin

sounds good. Thanks!

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