AgentSkillsCN

lseg

当从LSEG Workspace通过Eikon Data API获取财务数据时，请使用此技能。涵盖cURL请求、字段发现、符号转换和时间序列数据获取。

SKILL.md
--- frontmatter
name: lseg
description: Use when fetching financial data from LSEG Workspace via the Eikon Data API. Covers cURL requests, field discovery, symbology conversion, and time series data retrieval.

LSEG Workspace Data API

Access financial, vessel, and commodity data from LSEG Workspace via the Eikon Data API.

Prerequisites

  1. •LSEG Workspace must be running on your machine (exposes local proxy on port 9000)
  2. •App Key - generate via Workspace: type APPKEY in search bar, select "Eikon Data API" checkbox

Store credentials in .env:

bash
LSEG_APP_ID=your_app_key_here
LSEG_API_ENDPOINT=http://localhost:9000/api/udf/

API basics

Endpoint: http://localhost:9000/api/udf/

Required headers:

code
Content-Type: application/json
x-tr-applicationid: <app_key>
X-Forwarded-Host: localhost

Request format:

json
{
  "Entity": {
    "E": "<entity_type>",
    "W": { <parameters> }
  }
}

Entity types

DataGrid - fetch data for instruments

Basic query:

bash
curl -s -X POST "$LSEG_API_ENDPOINT" \
  -H "Content-Type: application/json" \
  -H "x-tr-applicationid: $LSEG_APP_ID" \
  -H "X-Forwarded-Host: localhost" \
  -d '{
    "Entity": {
      "E": "DataGrid",
      "W": {
        "instruments": ["AAPL.O", "MSFT.O"],
        "fields": [
          {"name": "TR.CommonName"},
          {"name": "TR.PriceClose"},
          {"name": "TR.PE"}
        ]
      }
    }
  }' | jq .

With date parameters (time series):

bash
curl -s -X POST "$LSEG_API_ENDPOINT" \
  -H "Content-Type: application/json" \
  -H "x-tr-applicationid: $LSEG_APP_ID" \
  -H "X-Forwarded-Host: localhost" \
  -d '{
    "Entity": {
      "E": "DataGrid",
      "W": {
        "instruments": ["AAPL.O"],
        "fields": [
          {"name": "TR.PriceClose"},
          {"name": "TR.Volume"}
        ],
        "parameters": {
          "SDate": "2025-01-01",
          "EDate": "2025-01-31",
          "TOP": 10000
        }
      }
    }
  }' | jq .

SymbologySearch - convert identifiers

Convert between RIC, ISIN, IMO, CUSIP, SEDOL, etc:

bash
curl -s -X POST "$LSEG_API_ENDPOINT" \
  -H "Content-Type: application/json" \
  -H "x-tr-applicationid: $LSEG_APP_ID" \
  -H "X-Forwarded-Host: localhost" \
  -d '{
    "Entity": {
      "E": "SymbologySearch",
      "W": {
        "symbols": ["US0378331005"],
        "from": "ISIN",
        "to": ["RIC"],
        "bestMatch": true
      }
    }
  }' | jq .

Common identifier types: RIC, ISIN, CUSIP, SEDOL, IMO, ticker

Response format

json
{
  "columnHeadersCount": 1,
  "data": [
    ["AAPL.O", "Apple Inc", 278.28, 37.47],
    ["MSFT.O", "Microsoft Corp", 478.53, 34.05]
  ],
  "headers": [[
    {"displayName": "Instrument"},
    {"displayName": "Company Common Name", "field": "TR.COMMONNAME"},
    {"displayName": "Price Close", "field": "TR.PRICECLOSE"},
    {"displayName": "P/E (Daily Time Series Ratio)", "field": "TR.PE"}
  ]],
  "totalRowsCount": 3
}

Common fields

Equities

FieldDescription
TR.CommonNameCompany name
TR.PriceCloseClosing price
TR.PriceOpenOpening price
TR.PriceHighDay high
TR.PriceLowDay low
TR.VolumeTrading volume
TR.PEP/E ratio
TR.CompanyMarketCapMarket capitalization
TR.TotalEmployeesEmployee count
TR.HeadquartersCountryHQ country
TR.GICSSectorGICS sector

Vessels (maritime)

FieldDescription
TR.AssetIMOIMO number
TR.AssetNameVessel name
TR.AssetDWTDeadweight tonnage
TR.AssetCubicCapacityCubic capacity
TR.AssetDateTimePosition timestamp
TR.AssetLocationLongitudeLongitude
TR.AssetLocationLatitudeLatitude
TR.AssetLocationDraughtCurrent draught
TR.AssetSpeedSpeed
TR.AssetHeadingHeading
TR.AssetDestinationDestination port
TR.AssetLocationStatusNavigation status

Trade flows (vessels)

FieldDescription
TR.AssetFlowPermIDFlow ID
TR.AssetLoadingPortLoading port
TR.AssetLoadingDateToLoading date
TR.AssetDischargingPortDischarge port
TR.AssetDischargeDateDischarge date
TR.AssetFlowCommodityCommodity
TR.AssetVolumeVolume
TR.AssetChartererCharterer

Helper scripts

This skill includes helper scripts in .claude/skills/lseg/scripts/:

ScriptPurpose
lseg-query.shGeneral DataGrid queries
lseg-symbology.shIdentifier conversion
lseg-timeseries.shTime series data

Usage:

bash
# Load environment
source .env

# Query company data
.claude/skills/lseg/scripts/lseg-query.sh "AAPL.O,MSFT.O" "TR.CommonName,TR.PriceClose"

# Convert ISIN to RIC
.claude/skills/lseg/scripts/lseg-symbology.sh "US0378331005" ISIN RIC

# Get time series
.claude/skills/lseg/scripts/lseg-timeseries.sh "AAPL.O" "TR.PriceClose" "2025-01-01" "2025-01-31"

Rate limits

LimitValue
Requests per second5
Requests per day10,000
Data per minute50 MB
Data per day5 GB
get_data points~10,000
get_timeseries (interday)3,000 rows
get_timeseries (intraday)50,000 rows

Troubleshooting

Connection refused: LSEG Workspace not running. Start the desktop app.

401 Unauthorized: Invalid or expired app key. Generate new key via APPKEY in Workspace.

Empty response: Check field names are correct (case-sensitive TR.FieldName format).

Port 9000 in use: Workspace may use next available port. Check Workspace settings or try 9001.

References