Accessing historical market data is a common requirement for analytics, reporting, and financial modeling. The London Stock Exchange Group (LSEG) Data Platform provides APIs for retrieving historical pricing data, which can be integrated directly into Power BI using Power Query (M language).
There are several ways to bring LSEG data into Power BI. In addition to using Power Query, developers can also leverage Python integration with the LSEG Data Library, or build custom Power BI connectors for deeper integration scenarios. This article focuses specifically on using Power Query, which is often the simplest and most portable approach.
This document explains how to authenticate, call the API, and transform the results into a usable format. For the full article, please refer to this LSEG Developer Community website.