I need help understanding how to use LSEG Data Library for Python

Hello @Varun_KC

There is a step-by-step guide on the Data Library for Python - Quick Start page. You can download the step-by-step tutorial and example codes from https://github.com/LSEG-API-Samples/Example.DataLibrary.Python GitHub.

About the app-key, please contact your LSEG representative or Account Manager to help you get the RDP access credential. Once you receive a Welcome Email for the account, you get an access to the RDP API Playground page. There is a link to App Key Generator website on the top left of the API Playground page as follows.

On the App Key Generator page, input your App name, check on the "EDP API" box, and then click on the Register New App. The App Key is the "API KEY" field.

I hope this helps.