### 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 ``` === COMPLETE CONTENT === This response contains all available snippets from this library. No additional content exists. Do not make further requests.