The client is seeking guidance on how to download end‑of‑day pricing data for portfolios of Nairobi

Nandish_BP

The client is seeking guidance on how to download end‑of‑day pricing data for portfolios of Nairobi Securities Exchange (NSE) stocks and bonds from LSEG for analytical purposes. While they are currently able to retrieve this data using Excel, they would like assistance with executing the same process programmatically using Python scripts to support their existing data processing workflows.

"We would appreciate any help in translating our Excel workflow to Python."

Copy of KENYAN BONDS - LSEG EoD Pricing_16Apr2026.xlsx

Jirapongse

@Nandish_BP

Thank you for reaching out to us.

The client can use LSEG Data Library for Python to retrieve. For the TR Excel function, the client can refer to this How to Convert the =@RDP.Data Excel Function into Code Using the LSEG Data Library for Python article.

For the =@RDP.HistoricalPricing Excel function, the client can use the ld.get_history method. For example:

ld.get_history(
    universe = ['KEIFB124102M=','KEIFB12378M=','KEFXD12410='],
    fields = ['BID','ASK'],
    interval = 'daily',
    start = '04/14/2026',
    end = '04/15/2026')

The examples are available on GitHub.