@Siddhanth.V
Thank you for reaching out to us.
You can use the LSEG Data Libraries (Python, .NET, and TypeScript) to retrieve data through the Workspace desktop application or the LSEG Data Platform.
Codebook uses the LSEG Data Library for Python. The Python examples are on GitHub.
Hello @Siddhanth.V
I see you are refering to the Workspace's Codebook, so I am assuming that you want to use a IPython Notebook environment in your local environment. You can use the LSEG Data Library for Python in your local Jupyter Lab application and VS Code.
You can see how to install LSEG Data Library for Python in your local machine on this https://developers.lseg.com/en/article-catalog/article/step-by-step-guide-install-data-library-python-virtual-env article.
After that, you can follow the following VS Code resources to learn how to set up Python in VS Code: