LSEG Market Data Automation - Bare Minimum Example

A simple demonstration of scheduling Python scripts with Windows Task Scheduler.

32 lines of Python code + 4 lines of batch = automated market data collection

What This Does

1. Opens an LSEG session
2. Retrieves market data (IBM.N, MSFT.O - closing prices)
3. Saves to CSV with today's date
4. Runs daily via Windows Task Scheduler

Files

├── lseg_market_data_example.py      Main script (32 lines)
├── run_market_data.bat              Batch wrapper (4 lines)
├── TASK_SCHEDULER_SETUP.md          How to schedule it
├── IMPLEMENTATION_GUIDE.md          Quick start guide
├── PRODUCTION_CHECKLIST.md          What to add before production
└── README.md                        This file

Quick Start (5 minutes)

1. Install

pip install lseg-data

2. Test Script

cd C:\path\to\files
python lseg_market_data_example.py

Output:

Session opened
Data saved to market_data_20260804.csv
Done

3. Schedule It

• Open Task Scheduler: taskschd.msc
• Create task to run run_market_data.bat
• Set trigger: Weekly, weekdays, 7:00 AM
• See TASK_SCHEDULER_SETUP.md for details

4. Verify

Check that market_data_20260804.csv was created

Example Output

Instrument,Identifier,TR.PriceClose
IBM,IBM.N,180.45
MSFT,MSFT.O,425.30

Code Overview

Python Script:

• Simple, readable, 32 lines
• Opens LSEG session → retrieves data → saves CSV → closes session
• Returns 0 (success) or 1 (error)
• Perfect for beginners to understand the pattern

Batch File:

• Change to script directory
• Run Python script
• Return exit code

That's it!

Why This Example?

✓ Minimal code - easy to understand ✓ No dependencies beyond LSEG library ✓ No configuration files or frameworks ✓ Ready to run in 5 minutes ✓ Shows you exactly what's needed ✓ Perfect for learning

What's Missing (For Production)

This is intentionally bare minimum. See PRODUCTION_CHECKLIST.md for:

• Proper logging to file
• Better error handling
• Data validation
• Configuration file
• Monitoring/alerts
• Credentials management
• Retry logic
• Unit tests
• Documentation/runbook

Upgrade each item as needed for your production system.

Next Steps

1. Learn: Understand this simple version first
2. Test: Run it manually several times
3. Schedule: Get it working in Task Scheduler
4. Enhance: Add items from production checklist
5. Monitor: Set up alerts and tracking

Key Files to Read

File	Read When
IMPLEMENTATION_GUIDE.md	First - quick 2-minute overview
TASK_SCHEDULER_SETUP.md	Ready to schedule the task
PRODUCTION_CHECKLIST.md	Moving to production

Common Next Additions

Most users add these first:

1. Logging to file (see PRODUCTION_CHECKLIST.md)
2. Better error handling (try/except/finally)
3. Configuration file (externalize instrument list)
4. Email alerts on failure

Support

• LSEG Issues: Check LSEG Data Library docs
• Task Scheduler Issues: See TASK_SCHEDULER_SETUP.md troubleshooting
• Python Issues: Standard Python debugging

Example Architecture

Daily Trigger (7:00 AM)
        ↓
   Windows Task Scheduler
        ↓
   run_market_data.bat
        ↓
   lseg_market_data_example.py
        ↓
   [Open LSEG Session]
        ↓
   [Get IBM.N, MSFT.O prices]
        ↓
   [Save market_data_20260804.csv]
        ↓
   [Close Session]
        ↓
   Exit Code 0 (success)

Files Generated at Runtime

market_data_20260804.csv  (Date-stamped CSV file)

Just one file - simple and predictable.

Tips

• Test manually first before scheduling
• Check Task Scheduler History tab to see if task ran
• Add logging as first enhancement
• Start simple and add features as needed
• Keep it in version control once you understand it

---

Version: 1.0 (Bare Minimum Example)
Complexity: Beginner-friendly
Time to production: 30 minutes minimum, then enhance as needed