Why is there a delay in the market data I receive?

Standard market data typically has a T-1 availability lag. The skill includes 'Date Awareness' logic to automatically adjust query ranges to account for this availability window.

Can this skill convert RICs to ISINs?

Yes, it uses the symbol_conversion.Definition() API to map various financial identifiers including RIC, ISIN, and CUSIP.

How do I authenticate with LSEG using this skill?

You can authenticate by providing an app key, username, and password either through an 'lseg-data.config.json' file or by setting environment variables like RDP_APP_KEY and RDP_PASSWORD.

What is the 'IRON LAW' in the lseg-data skill?

The IRON LAW is a mandatory data validation protocol that requires Claude to inspect sample rows, check for NULL values, and verify RIC symbology before claiming a data query was successful, ensuring data quality.

What are the data limits for queries?

The skill observes LSEG limits of 10,000 data points per get_data() request and 3,000 rows per get_history() request, with a session limit of 500 requests per minute.

LSEG Financial Data Access

Name: LSEG Financial Data Access
Author: edwinhu

byedwinhu

0•

Ciencia de Datos y ML

Facilitates secure retrieval and rigorous validation of LSEG and Refinitiv financial data using the Python Data Library.

The lseg-data skill empowers Claude to interact directly with the LSEG (formerly Refinitiv) Data Library, enabling the programmatic extraction of market prices, company fundamentals, ESG scores, and security symbology mapping. It enforces a strict validation protocol known as the 'IRON LAW,' which requires sample inspection, NULL checks, and symbology verification before reporting results to ensure high data integrity. This skill is indispensable for quantitative analysts and developers who need reliable financial datasets for modeling, equity research, and investment analysis without manually navigating complex API documentation.

Características Principales

01Strict 'IRON LAW' data validation to prevent hallucinated or empty results

02Support for fundamental data, ESG scores, and real-time composite fields

03Integrated session management and rate-limit handling for batch requests

04Historical time-series retrieval with built-in T-1 market lag awareness

050 GitHub stars

06Automated RIC, ISIN, and CUSIP symbology conversion and mapping

Casos de Uso

01Fetching historical OHLCV pricing data for backtesting and quantitative analysis

02Cross-referencing global security identifiers and retrieving sustainability (ESG) metrics

03Automating the extraction of company fundamentals and financial ratios for equity research

What are Skills?·How to Install

Install with 🐟 Skill.Fish

npx skillfish add edwinhu/workflows lseg-data

For use in Claude.ai and ChatGPT

Download Skill