Observed Data Inconsistencies and Performance Delays in lseg.data Migration

Aileeeeen

I am currently migrating our Python scripts for retrieving EA banks’ daily Price‑to‑Book, Market Capitalization, and Price Close data. Previously, these scripts used the eikon package; I am now updating them to use the newer lseg.data package. Both rely on the get_data() function.
During this migration, I’ve identified two issues:

1. Data discrepancies between eikon and lseg.data
   On the same day, data pulled with the two packages sometimes differ for the same bank‑variable‑date combination. The attached Excel file shows examples where data retrieved at noon via lseg.data differ from data retrieved around 4 p.m. via eikon—with differences well above 1%.
   
   eikon_lseg_data_delta.xlsx
   
   When retrievals occur within 1–2 hours, values match; discrepancies appear only when more time passes.
   
   You previously suggested this may be due to exchange‑rate movements. However, this raises concerns

Do intraday FX fluctuations affect values for past dates?
Since we focus on EA banks, should EUR exchange rates even influence these fields?

1. Performance issues with lseg.data
   Data retrieval with lseg.data is significantly slower—at least 10× slower than with eikon. Are you aware of this performance difference? I assume it may stem from underlying infrastructure changes, but it is problematic for our workflows.

Jirapongse

@Aileeeeen

Thank you for reaching out to us.

Typically, both APIs construct request messages and send them to the backend services, which process the requests and return the responses. The APIs then format these responses and present them to users.

In short, APIs act as messengers that transmit data between users and backend systems. The accuracy of the data and performance ultimately depends on the backend services.

The client can enable the debug log in the library to verify the requests and responses by running the following code before opening a session.

config = ld.get_config()
config.set_param("logs.transports.file.enabled", True)
config.set_param("logs.transports.file.name", "lseg-data-lib.log")
config.set_param("logs.level", "debug")


ld.open_session()

Then, the lseg-data-lib.log file will created. Please share the log file.