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LSEG Data (Refinitiv) API guide

Refinitiv became part of the London Stock Exchange Group, and its products now carry the LSEG name. Eikon users moved to LSEG Workspace.

Build an LSEG Data (Refinitiv) strategyOfficial docs

Last verified · Also known as Refinitiv, Eikon API, LSEG Workspace

Quick answer

LSEG (formerly Refinitiv, including Eikon) provides global real-time and historical data through LSEG Workspace/Data Library for Python, the Real-Time platform (WebSocket API and RTSDK for C++, C#, Java) and Tick History. Coverage spans 100M+ instruments and 500+ venues; access is by enterprise subscription.

LSEG Data (Refinitiv) API at a glance

Pricing
Enterprise contracts
Availability
Enterprise subscribers
Paper trading
Not applicable (data only)
Integration type
Local gateway
In AlgoGP
Design and backtest in AlgoGP, connect the exported code
Python
lseg-data (LSEG Data Library)
Real-time
WebSocket API, RTSDK (C++, C#, Java)
History
Tick History (microsecond, sometimes nanosecond timestamps)
Pricing
Enterprise subscriptions

Which LSEG API to use

Analysts with Workspace use the Data Library for Python against their desktop session. Applications needing streaming prices use the Real-Time platform; quants needing deep history use Tick History.

Build an LSEG Data (Refinitiv) strategy with AlgoGP

AlgoGP does not connect to LSEG Data (Refinitiv) natively yet. LSEG Data (Refinitiv) connects through a local gateway, socket, FIX or Protobuf stack rather than plain HTTPS, so it runs as a separate process next to your strategy.

  1. 1

    Design and backtest in AlgoGP

    Describe the strategy to the copilot and backtest it on years of normalized history. The result does not depend on any vendor.

  2. 2

    Export the Python project

    Every project exports strategy.py, market_data.py, brokers.py and live.py. The strategy only sees bars, cash, positions and orders, never a vendor’s wire format.

  3. 3

    Plug in LSEG Data (Refinitiv)

    Implement the four adapter methods (account, positions, submit_market_order and a candle fetcher) with LSEG Data (Refinitiv)’s SDK, or keep a built-in platform for paper trading and add LSEG Data (Refinitiv) when you go live.

Built-in data sources for the same markets: Alpaca, Yahoo Finance, Alpha Vantage, OANDA.

LSEG Data (Refinitiv) API: frequently asked questions

Does the Eikon API still work?

Eikon has been succeeded by LSEG Workspace; new code should use the LSEG Data Library.

Design and backtest your LSEG Data (Refinitiv) strategy first

AlgoGP turns an idea into Python and tests it on years of history before you connect it to LSEG Data (Refinitiv). The exported code keeps the broker behind four small adapter methods.

  • AI copilot writes and revises the rules
  • Backtests with realistic costs
  • Exported Python ready to wire to LSEG Data (Refinitiv)
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LSEG Data (Refinitiv) alternatives

Independent guide. AlgoGP is not affiliated with LSEG Data (Refinitiv). Limits, prices and availability change; confirm them in the official documentation. Nothing here is investment advice.