LSEG DataScope Select

FINBOURNE’s LSEG DataScope Select integration allows you to load DataScope Select data into LUSID, and schedule delivery to keep it up to date. The integration can deliver the following data types:

• Instrument creation and reference data (terms and conditions)

• End-of-day (EOD) pricing

• Intraday pricing

• FX rates

Prerequisites

Before getting started, ensure you have:

• An active LSEG DataScope Select account, with a username and password

• Your DataScope Select API base URL (for example https://selectapi.datascope.lseg.com/RestApi/v1/)

• Contacted your FINBOURNE representative to enable the integration in your domain

Supported data types and methods

Instrument creation and enrichment

You can use the Integrations dashboard to enrich existing LUSID instruments with reference data from DataScope, such as asset classification and security description. LUSID can also create new instruments from DataScope records that don't match your existing LUSID instruments.

EOD and intraday quotes

You can use the Integrations dashboard to load EOD and/or intraday bid, ask, and close prices for instruments on exchanges you specify.

FX rates

You can use the Integrations dashboard to load a rolling one-month history of bid, ask, and close FX rates for the currency pairs you specify.

Setting up the integration

Step 1: Create an integration instance

An integration instance is a configuration of data points that tells LUSID what data to retrieve from DataScope Select, and how to process it.

1. Navigate to Integrations > Dashboard.

2. Select Create instance.
   

3. Specify the following Integration details:

   • Name

   • Description

   • Click Edit imported properties > Add properties and select which DataScope Select data fields to import.

   

4. Navigate to Integration settings > Data request and select the Run mode for the data type you’re configuring.

5. Populate the fields depending on your selected Run mode:

   • Terms and conditions

   • EOD quotes

   • Intraday quotes

   • FX rates

   

6. Navigate to the Setup tab and specify the following:

   • Credentials: Your DataScope Select API URL, Username and Password

   • General preferences: Specify values that match your DataScope Select account’s General Preferences

   • Diagnostics: Optional; a path starting with /LUSID-Horizon/ to download data import troubleshooting files in

   • Legacy: Options for users requiring backwards compatibility with older versions of the DataScope Select integration, for example using the LUSIDConfig-Refinitiv-DataScopeSelect property scope

7. Navigate to Execution settings and:

   • Choose whether to Enable integration on creation.

   • If you want the integration to run on a schedule, specify one or more cron expressions to trigger runs.

8. Click Save to create the integration instance.

Run mode: Terms and conditions

• Terms and conditions (on instrument creation): Automatically enriches new instruments as they’re created in the configured scopes in LUSID

• Terms and conditions (scheduled): Enriches instruments flagged with the RefreshTermsAndConditions property on a schedule

Run mode: EOD and intraday quotes

• End of day quotes: Loads EOD bid, ask, and close prices for configured instruments on the specified exchanges, typically once per day after market close

• End of day quotes (historic): Loads historic EOD bid, ask, and close prices for configured instruments on the specified exchanges

• Intraday quotes: Loads the latest available bid, ask, and close prices for configured instruments on the specified exchanges

Run mode: FX rates

Step 2: Select the instruments to import data for

LUSID selects instruments to import DataScope Select data for in certain run modes using the following properties:

• Terms and conditions (scheduled): Instrument/LUSIDConfig-LSEG-DataScopeSelect/RefreshTermsAndConditions

• EOD quotes:

  • Instrument/LUSIDConfig-LSEG-DataScopeSelect/RefreshEodPrice

  • Instrument/LUSID-LSEG-DataScopeSelect/ExchangeCode

• Intraday quotes:

  • Instrument/LUSIDConfig-LSEG-DataScopeSelect/RefreshIntraDayPrice

  • Instrument/LUSID-LSEG-DataScopeSelect/ExchangeCode

1. Ensure your instruments have at least one of the following identifiers:

   • Isin

   • Sedol

   • Cusip

   • RIC

   Note

   All of the above identifier types have a three-stage key beginning with Instrument/default/<identifier-type>, for example Instrument/default/Isin.

2. Follow these steps to add the relevant run mode properties to each instrument you want included in the run.
   

Running the integration

See how to run an integration instance.

Monitoring and troubleshooting integration runs

See how to monitor integrations and troubleshoot general issues.

LUSID adds DataScope Select data to instruments as properties in the LUSID-LSEG-DataScopeSelect scope.

Appendix: Data field mappings

Quotes (EOD, intraday, and FX rates)

For each instrument and trading date, up to three quotes are loaded into LUSID, with each including the following fields: