Datastream

The Datastream source provides access to Datastream content. This includes time series, static requests and list requests. Datastream's encyclopaedic database of global-securities-pricing, index, company fundamentals, economics, and other historical, time-series data serves the global investment community. The firm delivers data to native and 3rd party workstation- and data-feed products. Datastream provides high-quality navigation, graphical display, manipulation, and statistical analysis across all databases.

Request

The natural symbology of the Datastream source is that of Datastream itself. The Dataworks Enterprise source will accept Datastream codes, mnenumonics, expressions. The base request returns a 1 year time series, returning CLOSE and DATE values.

To determine a Datastream code from a Global Topic code, use the Dataworks Enterprise sources PGE or XREF and extract the value of the REQ_CODE field.

Request options can be adding qualifier's to the instrument string. All qualifiers begin with the tilde (~) character. Where order is important parameters are parsed from the end of the request. Where the request is a Datastream expression including the tilde character (for example, for currency conversion), this is indicated as two adjacent tildes.

The following qualifiers act as templates within the handler to specify multiple options. Only one of these may be specified and they cannot be used with Datastream expressions.

~OHLCV	Request open, high, low, close and volume datatypes (default is close only).
~PERF	Performance report for the requested instrument.
~PERFLI	Performance report for the requested instrument relative to local index.
~XREF	Cross-reference report for the requested intrument.
~LIST	List report for the requested list code or instrument list.

The following qualifiers are single options which may be combined (with some restrictions) within a single request:

~REP	Make request a static report. Only single point values will be returned.
~D	Make request a daily time series. This is default for requests less than 5 years.
~W	Make request a weekly time series. This is default for requests greater than than 5 years.
~M	Make request a monthly time series. This is default for requests greater than 10 years.
~=datatypes	Declare the datatypes required for this request, as a comma seperated list of Datastream datatypes. May be used with time series, static report and list requests. May not be used where the requested instrument is an expression, however for static reports the datatype may be an expression where X represents the instrument on request.
~-nY	Set start date for time series request to relative number of years ago.
~-nD	Set start date for time series request to relative number of days ago.
~YYYY-MM-DD	Set start date for time series request to absolute date.
~:-nY	Set end date for time series request to relative number of years ago.
~:-nD	Set end date for time series request to relative number of days ago.
~:YYYY-MM-D	Set end date for time series request to absolute date.
~@-nD	Set single point time series to relavtive number of days ie. the start date and end date of time series request are same point.
~@YYYY-MM-DD	Set single point time series request to absolute date ie. the start date and end date of time series request are same point.
~AA	Return repeated datatypes (within a ~LIST request, for example) as a single array, the default is to return fields as field_1, field_2 etc...
~NA=na value	Sets value to be substitued in time series for NaN (not a number, or not available condition) with time series. Can be either a numeric, for example NA=1, or NA=NaN to set the IEEE standard value for NaN. By default the Datastream handler substitues 0 for NaN in time series (which are returned as arrays of double's).

Examples

900455
            Time series for ICI using Datastream code.
ICI
            Time series for ICI using Datastream mnenonic.
459497
            Time series for ICI using SEDOL.
GB0004594973
            Time series for ICI using ISIN.
UK:ICI
            Time series for ICI using Datastream local code.
MAV#(900455,20D)
            A 20 day moving average time series for ICI.
ICI~-5Y
            5 year time series for ICI.
ICI~OHLCV
            Time series for ICI for open, high, low, close and volume datatypes.
ICI~OHLCV~-5Y
            5 year time series for ICI for open, high, low, close and volume datatypes.
ICI(PO)
            5 year time series for ICI, for open datatype. Note that using the datatype specified in the request instrument makes this an expression, which may limit other options.
ICI~=PO
            5 year time series for ICI, for open datatype. Note that this differs from previous example in that the request is not an expression.
ICI~=P,PO,PL,PH,VO
            Time series for ICI, for specified datatypes. Note that this is equilvalent to the ~OHLCV template.
ICI~REP~=P,PO,PL,PH,VO
            Static report for ICI, for specified datatypes. By default this will be for most recent available date (0D).
ICI~REP~-1Y~=P,PO,PL,PH,VO
            Static report for ICI, for specified datatypes, for 1 year ago.
ICI~PERF
            Performance report for ICI. Returns: latest CLOSE value percent change over 7 days, 1 month, 3 month periods. 52 week high and low                 values.
ICI~~E
            Time series for ICI, converted to Euro's.
ICI(PO)~~E
            Time series for ICI, for open datatype, converted to Euro's.
ICI~~E0~1990-01-01~D
            Daily time series for ICI from specified start date, converted to Euro's using Datastream 'synthetic' rate (required due to start date).
BARC~NS
            Navigator search for all names containing 'BARC'.
BARC,DS Mnemonic~NS
            Navigator search for all Datastream mnemonic's containing 'BARC'.
BARC,DS Mnemonic,StartsWith~NS
            Navigator search for all Datastream mnemonic's starting with 'BARC'

Fields

The following fields are returned from a request:

Standard Time Series and Static price requests

Standard fields are renamed from their Datastream datatype names for compatibility with other Dataworks Enterprise sources.
SYMBOL
            Symbol of instrument requested.
DISPNAME
            Display name of instrument requested.
CCY
            Currency of returned instrument.
DATE
            Date corresponding to price values.
P, PI or P#S
            Closing price for instrument>.
PO
            Openning price for instrument>.
PH
            High price for instrument>.
PL
            Low price for instrument (corresponds to PL datatype>.
VO
            Volume for instrument>. Always expressed in 1000's of shares. For non-daily periods, value is sumation over the pediod requested. Note                 that if a request previously contained the VOL (volatility) datatype then this field is not renamed, but left as VOL.

Performance Request

            The ~PERF request template returns the following fields in addition to standard fields mentioned above.
PC1D
            Percent change of close price over 1 day
PC7D
            Percent change of close price over 7 days
PC1M
            Percent change of close price over 1 month
PC3M
            Percent change of close price over 3 months
PC6M
            Percent change of close price over 6 months
PC12M
            Percent change of close price over 12 months
HI52
            High value of close price over 52 weeks
LO52
            Low value of close price over 52 weeks

Other

Other static and time series fields are named as their equivalent Datastream datatype, with exceptions as follows.
VOLTY
Volatility for instrument (corresponds to VOL datatypes>. If a request contains the VO followed by VOL datatypes then VOL is renamed to VOLTY to avoid conflict. If a request contains just the VOL datatype, or specifies VOL before VO, then this is NOT renamed but left as VOL.

Related Links
Datastream Navigator provides a complete lookup for all available Datastream codes and datatypes.