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Module data_api

rustrade_data::exchange::lse

Module data_api 

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Authenticated REST transport for the London Strategic Edge data API.

The data API (data-api.londonstrategicedge.com) is the provider’s second host, distinct from the vault in path, payload shape and symbol key. It serves the reference families the vault has no candle path for: GET /bond-yields and /bond-yields/stats are wrapped in bond_yield.

The HTTP plumbing both hosts share — auth header, agent, timeouts, redirect policy, request rationing and error mapping — lives in an internal transport that this client wraps, exactly as LseVaultClient does; the module here holds what is specific to the data API.

§Authentication

One API key authenticates both hosts, read from the same LSE_API_KEY variable and sent as the same x-api-key header. Supply it explicitly via LseDataApiClient::new or from the environment via LseDataApiClient::from_env. Keys are free and require no account.

§⚠️ The two hosts disagree, and neither errors on the other’s spelling

They are not interchangeable views of one dataset:

  • Country codes differ. The vault catalog spells the United Kingdom GB; this host spells it UK, and GB here returns 200 with zero rows rather than an error. See LseBondYieldStats::normalise_country.
  • Dates differ. The vault stamps to the microsecond (2024-01-02 09:09:00.000000); the bond-yield rows here carry a bare YYYY-MM-DD.
  • Volume differs. The vault omits volume for FX entirely, while this host reports one for the same bar.

Anything crossing between them must normalise deliberately. Nothing here does it implicitly.

§⚠️ Rationing is per client, not per key

This client and an LseVaultClient built separately hold independent gates, so a consumer driving both issues up to the sum of their two rates. That is the right default for two hosts whose limits are enforced separately, but it is not a claim that the provider’s allowance is per-host — the vault reports a single calls_per_minute, and whether this host draws on the same pool has not been measured. Budget as though it were shared.

§⚠️ Licensing

Data retrieved through this client is not redistributable. See the module documentation and https://londonstrategicedge.com/terms.

Structs§

LseDataApiClient
Authenticated client for the London Strategic Edge data API.