IMPLEMENTATION_GUIDE.md

LSEG Market Data Automation - Bare Minimum Example

This is a demonstration of how to schedule a Python script with Windows Task Scheduler.

Files

File	Purpose
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
PRODUCTION_CHECKLIST.md	What to add before production

Quick Start

1. Install Dependencies

pip install lseg-data

2. Test Script Manually

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

Expected output:

Session opened
Data saved to market_data_20260804.csv
Done

3. Test Batch File

run_market_data.bat

4. Schedule with Task Scheduler

Follow steps in TASK_SCHEDULER_SETUP.md

Output

Creates: market_data_YYYYMMDD.csv in current directory

Example:

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

Code Structure

Python Script:

• Opens LSEG session
• Retrieves 2 instruments (IBM.N, MSFT.O)
• Gets 1 field (TR.PriceClose)
• Saves to CSV with today's date
• Returns exit code 0 (success) or 1 (failure)

Batch File:

• Changes to script directory
• Runs Python script
• Returns exit code

That's it! See PRODUCTION_CHECKLIST.md for what's missing.