The London Strategic Edge data API serves historical market data over plain HTTP using the same key that streams live prices. Pull OHLCV candles for any of more than 4,000 instruments at 1 minute, 5 minute, 15 minute, 1 hour, 4 hour and daily resolutions, across stocks, forex, crypto, commodities, indices and ETFs, plus live option chains with implied volatility and greeks for 500 US underlyings, the economic calendar, insider trades, dividends and stock splits. The options surface is underlying first: client.options("apple") returns every contract with its latest price and greeks, client.options_flow() returns the recent prints, and client.option_candles() returns minute bars for a single contract. Every endpoint can return JSON or CSV, so a single call drops straight into pandas, a spreadsheet or a backtest. The official Python client installs from PyPI with one dependency: run pip install lse-data, then client.candles("BTC/USD", "1d", start="2026-01-01") returns a dataframe. Use start and end for a date range or limit for the most recent rows, and page through longer histories with the same key. The monthly allowance is shared with streaming. Comparable historical data APIs charge hundreds of dollars per month. This one is free.
