Which Python library and version should I use — lseg-data (the current one)?

MRCHDLM

1. Which Python library and version should I use — lseg-data (the current one), and does it support a Desktop Session against the trial? Any known issues with Python 3.14?

2. Is there a sample Python snippet for pulling an options chain (chain by underlying, with vol/OI/expiry) using lseg-data on a Desktop Session?

raksina.samasiri

Hi @MRCHDLM ,

1. Please use LSEG Data Library one as it's the latest and strategic library from us, its resources, including documentation and quick start guide can be found at LSEG Data Library for Python | Devportal
2. Here's the sample code from this discussion

https://community.developers.lseg.com/discussion/comment/130948#Comment_130948

import lseg.data as ld
from lseg.data.discovery import Chain

import pandas as pd

import time



ld.open_session()


chain = Chain(name="0#GOOGL*.U")

print(len(chain.constituents))

my_list = chain.constituents

chunk_size = 100


df_list = []

chunks = [my_list[i : i + chunk_size] for i in range(0, len(my_list), chunk_size)]


for chunk in chunks:    

    df = ld.get_history(

        universe = chunk,

        fields = ['TRDPRC_1','ACVOL_UNS'],

        start = '2026-01-01',

        end = '2026-06-02',

        interval = '1d')

    df = df.fillna(0)

    df_list.append(df)

    time.sleep(2)