London Strategic Edge Market Data HTTP API

https://londonstrategicedge.com/api-documentation
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The London Strategic Edge Market Data HTTP API provides a comprehensive reference for accessing...
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### API usage response format

Source: https://londonstrategicedge.com/api-documentation

Example JSON response showing current consumption and account limits.

```json
{
  "bytes_used_month": 559851,
  "bytes_cap_month": 53687091200,
  "exports_this_hour": 0,
  "exports_cap_hour": 2,
  "historical_data_months": -1,
  "calls_per_minute": 100,
  "max_rows_per_request": 5000
}
```

--------------------------------

### GET /vault/catalog

Source: https://londonstrategicedge.com/api-documentation

Retrieves the full catalog of available datasets and symbols.

```APIDOC
## GET /vault/catalog

### Description
Returns a list of all datasets and symbols available in the vault.

### Method
GET

### Endpoint
https://api.londonstrategicedge.com/vault/catalog
```

--------------------------------

### GET /vault/series

Source: https://londonstrategicedge.com/api-documentation

Retrieves observation streams for macro series and bond yields.

```APIDOC
## GET /vault/series

### Description
Fetches observation streams (date and value) for macro series and bond yields.

### Method
GET

### Endpoint
https://api.londonstrategicedge.com/vault/series

### Parameters
#### Query Parameters
- **symbol** (string) - Required - The symbol from the catalog (e.g., cpi_yoy, US10Y).
- **dataset** (string) - Optional - Class pin: economics or bonds.
- **timeframe** (string) - Optional - For bond yields: 1d or 1h.
- **start** (string) - Optional - ISO date bound.
- **end** (string) - Optional - ISO date bound.
- **order** (string) - Optional - Sort order: asc or desc.
- **limit** (integer) - Optional - Rows per page.
```

--------------------------------

### GET /options/candles

Source: https://londonstrategicedge.com/api-documentation

Retrieves one-minute premium OHLC bars for a specific options contract.

```APIDOC
## GET /options/candles

### Description
Retrieves one-minute premium OHLC bars for one contract, including volume, premium, print count, and averaged greeks per bar.

### Method
GET

### Endpoint
https://api.londonstrategicedge.com/vault/options/candles

### Parameters
#### Query Parameters
- **ticker** (string) - Required - OSI ticker
- **start** (string) - Optional - Start timestamp
- **end** (string) - Optional - End timestamp
- **order** (string) - Optional - Sort order
- **limit** (number) - Optional - Rows per page

### Request Example
curl -H "x-api-key: $KEY" "https://api.londonstrategicedge.com/vault/options/candles?ticker=NVDA261218C00280000&order=desc&limit=100"
```

--------------------------------

### GET /options/chain

Source: https://londonstrategicedge.com/api-documentation

Retrieves the current options chain for a specific underlying asset, providing contract details, pricing, IV, and greeks.

```APIDOC
## GET /options/chain

### Description
Retrieves the current options chain for one underlying asset, with one row per contract including latest traded price, IV, greeks, volume, and premium.

### Method
GET

### Endpoint
https://api.londonstrategicedge.com/vault/options/chain

### Parameters
#### Query Parameters
- **underlying** (string) - Required - Ticker symbol (e.g., AAPL)
- **type** (string) - Optional - 'call' or 'put'
- **expiry** (string) - Optional - Specific expiry date
- **strike** (number) - Optional - Exact strike price
- **strike_min** (number) - Optional - Inclusive minimum strike
- **strike_max** (number) - Optional - Inclusive maximum strike
- **min_dte** (number) - Optional - Minimum days to expiry
- **max_dte** (number) - Optional - Maximum days to expiry
- **limit** (number) - Optional - Rows per page

### Request Example
curl -H "x-api-key: $KEY" "https://api.londonstrategicedge.com/vault/options/chain?underlying=AAPL&type=call&max_dte=30"
```

--------------------------------

### GET /options/flow

Source: https://londonstrategicedge.com/api-documentation

Retrieves individual trade prints (time and sales) for options, including premium, IV, and greeks at the time of the print.

```APIDOC
## GET /options/flow

### Description
Retrieves individual prints (time and sales) with premium, IV, and greeks at print time. Omit underlying to sweep the whole tape.

### Method
GET

### Endpoint
https://api.londonstrategicedge.com/vault/options/flow

### Parameters
#### Query Parameters
- **underlying** (string) - Optional - Ticker symbol
- **type** (string) - Optional - 'call' or 'put'
- **min_premium** (number) - Optional - Minimum premium filter
- **expiry** (string) - Optional - Expiry date
- **max_dte** (number) - Optional - Maximum days to expiry
- **start** (string) - Optional - Start timestamp
- **end** (string) - Optional - End timestamp
- **order** (string) - Optional - Sort order (defaults to desc)
- **limit** (number) - Optional - Rows per page

### Request Example
curl -H "x-api-key: $KEY" "https://api.londonstrategicedge.com/vault/options/flow?type=put&min_premium=250000&max_dte=7"
```

--------------------------------

### GET /vault/ref/{dataset}

Source: https://londonstrategicedge.com/api-documentation

Retrieves filtered rows from a specific reference dataset.

```APIDOC
## GET /vault/ref/{dataset}

### Description
Fetches filtered data from reference sets such as economic calendars, insider trades, or dividends.

### Method
GET

### Endpoint
https://api.londonstrategicedge.com/vault/ref/{dataset}

### Parameters
#### Path Parameters
- **dataset** (string) - Required - The name of the reference dataset (e.g., economic_calendar, insider_trades).

#### Query Parameters
- **start** (string) - Optional - Date bound.
- **end** (string) - Optional - Date bound.
- **order** (string) - Optional - Sort order.
- **limit** (integer) - Optional - Rows per page.
- **[filters]** (various) - Optional - Dataset-specific filters (e.g., region, symbol, type, report_type).
```

--------------------------------

### GET /vault/usage

Source: https://londonstrategicedge.com/api-documentation

Retrieves the current usage statistics, including monthly data consumption, export counts, and rate limits.

```APIDOC
## GET /vault/usage

### Description
Retrieves the current usage statistics, including monthly data consumption, export counts, and rate limits.

### Method
GET

### Endpoint
https://api.londonstrategicedge.com/vault/usage

### Request Example
curl -H "x-api-key: $KEY" https://api.londonstrategicedge.com/vault/usage

### Response
#### Success Response (200)
- **bytes_used_month** (integer) - Total bytes used in the current month.
- **bytes_cap_month** (integer) - Monthly data allowance in bytes.
- **exports_this_hour** (integer) - Number of exports performed in the current hour.
- **exports_cap_hour** (integer) - Hourly export limit.
- **historical_data_months** (integer) - Number of months of historical data available (-1 for unlimited).
- **calls_per_minute** (integer) - Allowed number of calls per minute.
- **max_rows_per_request** (integer) - Maximum number of rows returned per query request.

#### Response Example
{
  "bytes_used_month": 559851,
  "bytes_cap_month": 53687091200,
  "exports_this_hour": 0,
  "exports_cap_hour": 2,
  "historical_data_months": -1,
  "calls_per_minute": 100,
  "max_rows_per_request": 5000
}
```

--------------------------------

### GET /vault/candles

Source: https://londonstrategicedge.com/api-documentation

Retrieves OHLCV rows for a specific symbol at a requested resolution.

```APIDOC
## GET /vault/candles

### Description
Fetches OHLCV (Open, High, Low, Close, Volume) data for a given symbol.

### Method
GET

### Endpoint
https://api.londonstrategicedge.com/vault/candles

### Parameters
#### Query Parameters
- **symbol** (string) - Required - The symbol as it appears in the catalog (e.g., AAPL, BTC/USD).
- **timeframe** (string) - Optional - Time resolution (1s, 5s, 15s, 30s, 1m, 3m, 5m, 15m, 30m, 1h, 4h, 1d, 1w, 1mo). Default: 1m.
- **start** (string) - Optional - ISO date or datetime for the start bound.
- **end** (string) - Optional - ISO date or datetime for the end bound.
- **order** (string) - Optional - Sort order: asc or desc. Default: asc.
- **limit** (integer) - Optional - Rows per page.
- **dataset** (string) - Optional - Class pin for symbols existing in two classes.
```

--------------------------------

### Initialize and use the LSE Python client

Source: https://londonstrategicedge.com/api-documentation

Demonstrates how to initialize the LSE client and perform various data requests including candles, economic indicators, and market data. Requires the lse-data package.

```python
from lse import LSE

client = LSE(api_key="lse_live_...")

client.candles("BTC/USD", "1d", start="2026-01-01")
client.candles("EUR/USD", "5s", start="2026-07-01", end="2026-07-02")
client.economics("cpi_yoy")                # any macro series, full depth, one call
client.series("US10Y", start="2000-01-01") # bond yields through the same door
client.economic_calendar(region="US", event="cpi")
client.insider_trades("WRB", type="P-Purchase")
client.cot("ZW")
client.financial_reports("AAPL", report_type="income", period="FY")
client.bond_yields("US10Y", start="2000-01-01")
client.options("apple", type="call", max_dte=30)
client.options_flow(min_premium=250_000, type="put")
client.option_candles("AAPL", strike=300, expiry="2026-06-12", type="call")
client.catalog("crypto")

df = client.history("AAPL", timeframe="1m", start="2015-01-01")  # Parquet export, returns a DataFrame
df = client.dataset("insider_trades")                            # a whole reference set
```

--------------------------------

### Retrieve Options Flow

Source: https://londonstrategicedge.com/api-documentation

Fetches individual time and sales prints for options. Omit the underlying parameter to sweep the entire tape.

```bash
curl -H "x-api-key: $KEY" \
  "https://api.londonstrategicedge.com/vault/options/flow?type=put&min_premium=250000&max_dte=7"
```

--------------------------------

### Retrieve Metadata

Source: https://londonstrategicedge.com/api-documentation

Returns the product shape, including dataset access mappings and available endpoints.

```json
{"access": {"stocks": ["candles", "export"], "economics": ["series", "export"],
            "bonds": ["series", "export"], "options": ["options", "export"], ...}}
```

--------------------------------

### Retrieve Options Chain

Source: https://londonstrategicedge.com/api-documentation

Fetches the current options chain for a specific underlying asset. Requires an API key in the header.

```bash
curl -H "x-api-key: $KEY" \
  "https://api.londonstrategicedge.com/vault/options/chain?underlying=AAPL&type=call&max_dte=30"
```

--------------------------------

### Retrieve API usage statistics

Source: https://londonstrategicedge.com/api-documentation

Fetches current monthly data usage, export counts, and rate limits.

```bash
curl -H "x-api-key: $KEY" https://api.londonstrategicedge.com/vault/usage
```

--------------------------------

### Retrieve Options Candles

Source: https://londonstrategicedge.com/api-documentation

Fetches one-minute premium OHLC bars for a specific OSI ticker. Recent bars are updated live from the flow endpoint.

```bash
curl -H "x-api-key: $KEY" \
  "https://api.londonstrategicedge.com/vault/options/candles?ticker=NVDA261218C00280000&order=desc&limit=100"
```

--------------------------------

### POST /export

Source: https://londonstrategicedge.com/api-documentation

Submits a request for a bulk data export job.

```APIDOC
## POST /export

### Description
Submits a bulk export job for large datasets. Returns a job ID for polling status.

### Method
POST

### Endpoint
https://api.londonstrategicedge.com/vault/export

### Request Body
- **dataset** (string) - Required - Dataset name (e.g., 'stocks')
- **symbol** (string) - Optional - Ticker symbol
- **timeframe** (string) - Optional - 'tick' or candle resolution
- **start** (string) - Optional - Start date
- **end** (string) - Optional - End date
- **format** (string) - Optional - 'parquet' or 'arrow'

### Request Example
{
  "dataset": "stocks",
  "symbol": "AAPL",
  "timeframe": "1m",
  "start": "2015-01-01",
  "format": "parquet"
}

### Response
#### Success Response (202)
- **job_id** (string) - Unique identifier for the job
- **status** (string) - Current status (e.g., 'queued')
- **poll** (string) - Endpoint to poll for status
```

--------------------------------

### Retrieve Catalog Data

Source: https://londonstrategicedge.com/api-documentation

Fetches the full list of available datasets and symbols. The response is a JSON array of objects containing metadata for each entry.

```bash
curl -H "x-api-key: $KEY" https://api.londonstrategicedge.com/vault/catalog
```

```json
[{"dataset": "crypto", "symbol": "BTC/USD", "ticks": 3844767145,
  "first_tick": "2017-08-17 04:00:28.322000", "last_tick": "2026-07-03 22:57:16.334000",
  "years": 8.9, "country": null}, ...]
```

--------------------------------

### LSE Client Methods

Source: https://londonstrategicedge.com/api-documentation

Methods available on the LSE client instance for retrieving various financial and economic datasets.

```APIDOC
## LSE Client Methods

### Description
Methods to retrieve market data, economic indicators, and corporate reports.

### Methods
- **candles(symbol, timeframe, start, end)** - Retrieve price candles for a symbol.
- **economics(series)** - Retrieve macro economic series data.
- **series(symbol, start)** - Retrieve bond yield or similar series data.
- **economic_calendar(region, event)** - Retrieve economic calendar events.
- **insider_trades(symbol, type)** - Retrieve insider trading activity.
- **cot(symbol)** - Retrieve Commitment of Traders data.
- **financial_reports(symbol, report_type, period)** - Retrieve corporate financial reports.
- **bond_yields(symbol, start)** - Retrieve bond yield data.
- **options(symbol, type, max_dte)** - Retrieve options chain data.
- **options_flow(min_premium, type)** - Retrieve options flow data.
- **option_candles(symbol, strike, expiry, type)** - Retrieve option-specific price candles.
- **catalog(category)** - Retrieve available datasets by category.
- **history(symbol, timeframe, start)** - Retrieve historical data as a DataFrame or Parquet path.
- **dataset(name)** - Retrieve a full reference dataset.
```

--------------------------------

### Retrieve Macro Series and Yields

Source: https://londonstrategicedge.com/api-documentation

Fetches observation streams for macro-economic series or bond yields. The dataset class is resolved automatically from the symbol.

```bash
curl -H "x-api-key: $KEY" \
  "https://api.londonstrategicedge.com/vault/series?symbol=cpi_yoy"

curl -H "x-api-key: $KEY" \
  "https://api.londonstrategicedge.com/vault/series?symbol=US10Y&start=2000-01-01"
```

```json
[{"symbol": "cpi_yoy", "date": "1914-12-01", "value": 1},
 ...
 {"symbol": "cpi_yoy", "date": "2026-05-01", "value": 4.2}]
```

--------------------------------

### Set API Key Environment Variable

Source: https://londonstrategicedge.com/api-documentation

Store the API key in an environment variable for use in authentication headers.

```bash
export KEY="lse_live_..."   # your API key
```

--------------------------------

### Retrieve Reference Datasets

Source: https://londonstrategicedge.com/api-documentation

Fetches filtered rows from specific reference datasets like economic calendars or insider trades.

```bash
curl -H "x-api-key: $KEY" \
  "https://api.londonstrategicedge.com/vault/ref/economic_calendar?region=US&event=cpi&order=desc&limit=20"

curl -H "x-api-key: $KEY" \
  "https://api.londonstrategicedge.com/vault/ref/insider_trades?symbol=WRB&type=P-Purchase&limit=50"

curl -H "x-api-key: $KEY" \
  "https://api.londonstrategicedge.com/vault/ref/bond_yields?symbol=US10Y&start=2000-01-01"
```

--------------------------------

### Retrieve OHLCV Candles

Source: https://londonstrategicedge.com/api-documentation

Fetches OHLCV data for a specific symbol. Parameters include timeframe, date bounds, and ordering.

```bash
curl -H "x-api-key: $KEY" \
  "https://api.londonstrategicedge.com/vault/candles?symbol=BTC/USD&timeframe=1d&start=2026-01-01"

curl -H "x-api-key: $KEY" \
  "https://api.londonstrategicedge.com/vault/candles?symbol=AAPL&timeframe=1h&limit=200&order=desc"
```

```json
[{"ts": "2026-07-02 00:00:00.000000", "symbol": "AAPL", "open": 296.02,
  "high": 309.28, "low": 293.7, "close": 308.48, "volume": 25934709}, ...]
```

--------------------------------

### Submit Bulk Export Job

Source: https://londonstrategicedge.com/api-documentation

Submits a request for a bulk data export. Returns a job ID for polling status and downloading the resulting file.

```bash
curl -X POST -H "x-api-key: $KEY" -H "Content-Type: application/json" \
  -d '{"dataset": "stocks", "symbol": "AAPL", "timeframe": "1m", "start": "2015-01-01", "format": "parquet"}' \
  https://api.londonstrategicedge.com/vault/export
```

```json
{"job_id": "8c1f...", "status": "queued", "poll": "/export/8c1f...",
 "dataset": "stocks", "symbol": "AAPL", "timeframe": "1m",
 "start": "2015-01-01", "end": null, "format": "parquet", "est_bytes": 812000000}
```

--------------------------------

### API Base URL

Source: https://londonstrategicedge.com/api-documentation

The base endpoint for all HTTP API requests.

```text
https://api.londonstrategicedge.com/vault
```

--------------------------------

### Poll and Download Export

Source: https://londonstrategicedge.com/api-documentation

Polls the status of an export job and downloads the generated file. Supports HTTP Range headers for resuming downloads.

```bash
curl -H "x-api-key: $KEY" https://api.londonstrategicedge.com/vault/export/8c1f...
curl -H "x-api-key: $KEY" -o aapl_1m.parquet \
  https://api.londonstrategicedge.com/vault/export/8c1f.../download
```

--------------------------------

### API Error Response Format

Source: https://londonstrategicedge.com/api-documentation

Shows the standard JSON structure returned by the API when an error occurs.

```json
{"detail": "invalid api key"}
```

--------------------------------

### Error Handling

Source: https://londonstrategicedge.com/api-documentation

Standard error response format and status codes for the LSE API.

```APIDOC
## Error Handling

### Description
Errors are returned as JSON objects containing a detail field explaining the issue.

### Response Example
{
  "detail": "invalid api key"
}

### Status Codes
- **400**: Bad parameter (unknown timeframe, malformed date, bad filter value)
- **401**: Missing or invalid key
- **403**: Key inactive or expired
- **404**: Unknown dataset, unknown job, or symbol with no data
- **409**: Export download requested before job is ready
- **410**: Export expired (artifacts live for 48 hours)
- **429**: Rate limit or monthly allowance reached
- **503**: Export storage briefly full
```
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