Client is using LSEG Workspace Light for macOS

prashantha

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I am building a bond coupon cashflow planner on top of

coupons_2025-08-18.xlsx

coupons_2025-08-25.xlsx

, using the lseg-data Python SDK (IPA financial_contracts).

I have encountered a reproducible issue:

• For some ISINs, Workspace terminal clearly shows upcoming coupon Pay Dates (e.g., 26–27 Aug 2025).

• But when querying via IPA cashflows (financial_contracts.Definitions with CashFlowPayDatesArray / CashFlowDatesArray), the SDK only returns Calc Dates (28 Aug) and leaves the PayDatesArray empty.

• As a result, my weekly aggregation misses coupons that should appear in the reports.

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Example ISINs & window

Test window: 2025-08-20 .. 2025-09-05

ISINs affected:

• USP29595AB42

• XS2850687620

• XS3004977057

• XS3006253044

• XS2434895988

Logs / Evidence

• CashFlowDatesArray is populated.

• CashFlowPayDatesArray = <NA> (empty).

• In Workspace terminal, e.g., XS3006253044 shows next coupon Pay Date = 26 Aug 2025.

• But IPA SDK response contains only Calc Date = 28 Aug 2025.

SDK & environment

• SDK: lseg-data (latest PyPI build)

• Session: Workspace Desktop (MacOS)

• Notebook: Jupyter / Python 3.12

• Entitlements: verified, other fields resolve normally

• Under Windows we plan to re-run the same query tomorrow to compare.

I am also attaching Excel reports generated by my script for last week and this week.

• In the last week’s report, you can clearly see a large number of upcoming coupon payments that should fall into this week’s window — this is also confirmed by screenshots from Workspace Terminal.

• However, in the current week’s report, the script only shows one coupon payment (NextEra Capital Holdings), while all other expected payments are missing.

• For reference, if required, I can also share the script and database structure (with sensitive fields such as account numbers, bank names, and account owner details removed for information security).

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Questions to LSEG

1. Why does CashFlowPayDatesArray come back empty in this environment?

2. Is this a known limitation of Workspace on macOS?

3. Are Pay Dates supported only under certain entitlement packages?

4. Is there a way to reliably retrieve Pay Dates via IPA API (not just Calc Dates), so that weekly coupon forecasts align with the Workspace terminal?

5. If Pay Dates are not available in this build, what is the recommended approach (parameters, alternative fields, or endpoint)?

Jirapongse

@prashantha

Thank you for reaching out to us.

For questions regarding IPA, please contact the Instrument Pricing Analytics - Delivery Platform support team directly via LSEG Support or refer to the IPA Financial Contracts documents.

For the API limitations, please refer to the LSEG Data Library for Python - Reference Guide.