Load LSEG DataScope Select data in Python using dltHub

Build a LSEG DataScope Select-to-database or-dataframe pipeline in Python using dlt with automatic Cursor support.

In this guide, we'll set up a complete LSEG DataScope Select data pipeline from API credentials to your first data load in just 10 minutes. You'll end up with a fully declarative Python pipeline based on dlt's REST API connector, like in the partial example code below:

Example code
@dlt.source
def lseg_datascope_migrations_source(access_token=dlt.secrets.value):
    config: RESTAPIConfig = {
        "client": {
            "base_url": "https://selectapi.datascope.refinitiv.com/v1/",
            "auth": {
                "type": "bearer",
                "token": access_token,
            },
        },
        "resources": [
            data,,search,,esg/data
            ],
    }
    [...]
    yield from rest_api_resources(config)


def get_data() -> None:
    # Connect to destination
    pipeline = dlt.pipeline(
        pipeline_name='lseg_datascope_migrations_pipeline',
        destination='duckdb',
        dataset_name='lseg_datascope_migrations_data', 
    )
    # Load the data
    load_info = pipeline.run(lseg_datascope_migrations_source())
    print(load_info)

Why use dltHub Workspace with LLM Context to generate Python pipelines?

  • Accelerate pipeline development with AI-native context
  • Debug pipelines, validate schemas and data with the integrated Pipeline Dashboard
  • Build Python notebooks for end users of your data
  • Low maintenance thanks to Schema evolution with type inference, resilience and self documenting REST API connectors. A shallow learning curve makes the pipeline easy to extend by any team member
  • dlt is the tool of choice for Pythonic Iceberg Lakehouses, bringing mature data loading to pythonic Iceberg with or without catalogs

What you’ll do

We’ll show you how to generate a readable and easily maintainable Python script that fetches data from lseg_datascope_migrations’s API and loads it into Iceberg, DataFrames, files, or a database of your choice. Here are some of the endpoints you can load:

  • Data: Access various types of financial data.
  • Screening: Conduct entity screening with optional fields.
  • ESG: Access standardized ESG data points and analytics.
  • Instruments: Retrieve information about financial instruments.

You will then debug the LSEG DataScope Select pipeline using our Pipeline Dashboard tool to ensure it is copying the data correctly, before building a Notebook to explore your data and build reports.

Setup & steps to follow

💡
Before getting started, let's make sure Cursor is set up correctly:

Now you're ready to get started!

  1. ⚙️ Set up dlt Workspace

    Install dlt with duckdb support:

    pip install dlt[workspace]

    Initialize a dlt pipeline with LSEG DataScope Select support.

    dlt init dlthub:lseg_datascope_migrations duckdb

    The init command will setup the necessary files and folders for the next step.

  2. 🤠 Start LLM-assisted coding

    Here’s a prompt to get you started:

    Prompt
    Please generate a REST API Source for LSEG DataScope Select API, as specified in @lseg_datascope_migrations-docs.yaml 
Start with endpoints data and  and skip incremental loading for now. 
Place the code in lseg_datascope_migrations_pipeline.py and name the pipeline lseg_datascope_migrations_pipeline. 
If the file exists, use it as a starting point. 
Do not add or modify any other files. 
Use @dlt rest api as a tutorial. 
After adding the endpoints, allow the user to run the pipeline with python lseg_datascope_migrations_pipeline.py and await further instructions.

  3. 🔒 Set up credentials

    The API requires OAuth2 for authentication, specifically using a bearer token.

    To get the appropriate API keys, please visit the original source at https://www.refinitiv.com/en/products/data-management-apis. If you want to protect your environment secrets in a production environment, look into setting up credentials with dlt.

  4. 🏃‍♀️ Run the pipeline in the Python terminal in Cursor

    python lseg_datascope_migrations_pipeline.py

    If your pipeline runs correctly, you’ll see something like the following:

    Pipeline lseg_datascope_migrations load step completed in 0.26 seconds
1 load package(s) were loaded to destination duckdb and into dataset lseg_datascope_migrations_data
The duckdb destination used duckdb:/lseg_datascope_migrations.duckdb location to store data
Load package 1749667187.541553 is LOADED and contains no failed jobs

  5. 📈 Debug your pipeline and data with the Pipeline Dashboard

    Now that you have a running pipeline, you need to make sure it’s correct, so you do not introduce silent failures like misconfigured pagination or incremental loading errors. By launching the dlt Workspace Pipeline Dashboard, you can see various information about the pipeline to enable you to test it. Here you can see:

    • Pipeline overview: State, load metrics
    • Data’s schema: tables, columns, types, hints
    • You can query the data itself
    dlt pipeline lseg_datascope_migrations_pipeline show

  6. 🐍 Build a Notebook with data explorations and reports

    With the pipeline and data partially validated, you can continue with custom data explorations and reports. To get started, paste the snippet below into a new marimo Notebook and ask your LLM to go from there. Jupyter Notebooks and regular Python scripts are supported as well.

    import dlt

data = dlt.pipeline("lseg_datascope_migrations_pipeline").dataset()
# get at table as Pandas frame
data.at.df().head()

Running into errors?

Users must handle null values in nested fields and be aware of rate limits, such as the daily API call limit of 10,000 requests. Ensure the setup of a connected app for OAuth2 authentication, and be mindful of potential API request errors.

Extra resources:

Next steps