lse-data

A Python client for London Strategic Edge market data. Stream live prices and download history with the same key.

pip install lse-data

from lse import LSE

client = LSE(api_key="your_key")
for tick in client.stream(["BTC/USD", "AAPL"]):
    print(tick.symbol, tick.price)

It covers stocks, forex, crypto, commodities, indices, ETFs, futures and options, plus macro economics series and government bond yields. Live ticks come over a websocket. Every historical read is served from the LSE vault, the ClickHouse store behind the platform, which holds the full recorded tape: US stocks back to 2003, FX to 2009, crypto to 2017, options prints to 2014, and 14,000+ economics series, some reaching back over a century. Get a key at londonstrategicedge.com/data.

How it compares

	lse-data	yfinance	Alpha Vantage	Finnhub
Live websocket	yes	no	no	yes
Historical candles	yes	yes	yes	yes
Tick history	yes	no	no	paid
Asset classes	stocks, FX, crypto, commodities, indices, ETFs, futures, options	equities focus	stocks, FX, crypto	stocks, FX, crypto
Official API	yes	no, scrapes Yahoo	yes	yes
Cost	free	free	free + paid	free + paid

Streaming and download share one allowance. GET /vault/usage (with your key) reports where you stand.

Download history

The same key reads the vault over REST: candles at fourteen resolutions for any instrument, plus the reference sets (economic calendar, insider trades, dividends, splits, COT positioning, financial statements, company profiles, fundamentals, bond yields).

from lse import LSE

client = LSE(api_key="your_key")

# OHLCV candles. timeframe: 1s, 5s, 15s, 30s, 1m, 3m, 5m, 15m, 30m, 1h, 4h, 1d, 1w, 1mo
candles  = client.candles("BTC/USD", "1d", start="2026-01-01")
intraday = client.candles("AAPL", "1h", limit=200, order="desc")
fine     = client.candles("EUR/USD", "5s", start="2026-07-01", end="2026-07-02")

# Macro series and yields: (date, value) rows, any series in one call
cpi      = client.economics("cpi_yoy")            # US inflation back to 1914
ffr      = client.series("fdtr", start="1980-01-01")
bund     = client.series("DE10Y")

# Reference and event feeds
events   = client.economic_calendar(region="US", start="2026-04-01")
insiders = client.insider_trades("WRB", type="P-Purchase")
divs     = client.dividends("AAPL")
splits   = client.splits("NVDA")
cot      = client.cot("GC")        # COT uses futures codes: GC gold, CL crude, ES S&P
reports  = client.financial_reports("AAPL", report_type="income", period="FY")
profile  = client.company_profiles("NVDA")
funda    = client.fundamentals("MSFT")
yields   = client.bond_yields("US10Y", start="2000-01-01")

Each call returns a list of dicts. A call that fails raises LSEError:

from lse import LSEError

try:
    client.candles("BTC/USD", "1m")
except LSEError as e:
    print(e.status, e.message)

A call returns one page of rows. Page through more with start and end, or pull the whole range at once with history() below.

Deep history as Parquet

Interactive calls page; bulk pulls do not have to. history() runs an export job in the vault, waits, and downloads the finished Parquet file with resume support. With pip install 'lse-data[frames]' it returns a DataFrame directly. Each history() or dataset() call is one export job, and plans include an hourly export budget (GET /vault/usage shows where you stand), so space bulk pulls out rather than firing them in a burst.

df = client.history("AAPL", timeframe="1m", start="2015-01-01")   # candles
df = client.history("EUR/USD")                                    # the raw tick tape
df = client.dataset("insider_trades")                              # a whole reference set
df = client.economics("fdtr")                                      # one macro series, full depth
client.datasets("crypto")                                          # what the vault holds per class

Options

Start from a ticker or a company name and get the chain, then drill into one contract. The chain gives you each contract's ticker, and the SDK builds one from its parts when you address a contract directly.

chain  = client.options("apple", type="call", max_dte=30)
prints = client.options_flow("NVDA", min_premium=100_000)
bars   = client.option_candles("AAPL", strike=300, expiry="2026-06-12", type="call")
names  = client.options_underlyings()

options() returns the chain: one row per contract with the latest price, implied volatility, greeks, and the volume and premium traded today. options_flow() returns individual prints with premium and greeks at print time; omit the underlying to see every name at once, and use start/end to reach older prints, which the vault keeps. option_candles() returns 1 minute bars for a single contract and accepts either an OSI ticker from the chain or the parts, in which case the SDK builds the ticker. Implied volatility and greeks come from our own pricing models.

For live option ticks over the WebSocket, subscribe_options(["AAPL"]) delivers every AAPL contract on one subscription, parsed into OptionTick objects.

Find instruments

catalog() lists everything you can stream or download, live from the vault: one row per dataset and symbol with its name, category, tick count and history span.

client.catalog()              # every instrument, 22,000+ rows
client.catalog("stocks")      # [{"symbol": "AAPL", "name": "Apple Inc.", "category": "Stocks", ...}, ...]
[x["symbol"] for x in client.catalog("forex")]

Categories are stock, forex, crypto, etf, commodity, index, options, futures, economics, bonds, volatility, interest rates and currency index. Use a symbol straight in stream, candles or history.

Stream live data

from lse import LSE

client = LSE(api_key="your_key")
for tick in client.stream(["BTC/USD", "ETH/USD", "AAPL"]):
    print(tick.symbol, tick.price)

Use callbacks instead of a loop:

client = LSE(api_key="your_key")
client.on("tick", lambda t: print(t.symbol, t.price))
client.connect(["BTC/USD"])

Events are tick, connected, authenticated, disconnected and error.

Change subscriptions while connected:

client.subscribe(["SOL/USD"])
client.unsubscribe(["BTC/USD"])
client.subscribe_options(["AAPL"])   # every AAPL contract at once

Replay then live

Pass start and the server sends history from that point, then carries on with live ticks on the same connection. History goes back up to 24 hours.

for tick in client.stream(["BTC/USD"], start="2026-06-01T09:00:00"):
    print("replay" if tick.replay else "live", tick.symbol, tick.price)

Async

import asyncio
from lse import LSE

async def main():
    client = LSE(api_key="your_key")
    async for tick in client.stream_async(["BTC/USD"]):
        print(tick)

asyncio.run(main())

The key

Pass it directly, or set it in the environment:

client = LSE(api_key="your_key")

import os
os.environ["LSE_API_KEY"] = "your_key"
client = LSE()

LSE also works as a context manager, which disconnects on exit:

with LSE() as client:
    for tick in client.stream(["BTC/USD"]):
        ...

A tick carries symbol, price, bid, ask, volume, timestamp (an ISO 8601 string), name and replay. Use tick.datetime for the timestamp as a parsed datetime.

Command line

lse auth lse_live_xxxxxxxxxxxx
lse stream BTC/USD AAPL

Licence

This client is MIT licensed. See LICENSE.

That licence extends to the library alone and confers no rights in the data obtained through it. Data retrieved with an LSE key may be used for your own research, trading and model training, including for commercial purposes. It may not be redistributed, resold, or otherwise made available to third parties, whether in bulk or by way of any competing feed, download service or interface sourced from LSE. Full terms: https://londonstrategicedge.com/terms