-
Requesting index constituents' prices in python
Hey there, I am using the Datastream API in Python and I am tyring to retrieve historical end-of-month prices for all constituents of the Euro Stoxx 50 index in the selected period. The problem here is that the constituents have changed over the years so my initial thought was to create a dictionary first that delivers the…
-
DSWS guide & other questions
Hi team, a few questions regarding DSWS: 1. Which python package is the official and will be continue supported one, DatastreamDSWS or pydatastream? 2. I tried (DatastreamDSWS) df = ds.get_data(tickers='VOD,BARC', fields=['PH','PL'], start= '-2D', retName = True) but got error below: TypeError: get_data() got an unexpected…
-
Trouble downloading constituent list Russell 3000 for a particular date using Datastream Excel Ad...
...d in Hi I am trying to use Datastream excel add in to download Russell 3000 constituents for a particular month and year through a table using the mnemonic LFRUSS3L followed by the two digit month and two digit year (e.g.: LFRUSS3L0105). I also used the other variations that are available for the annual lists (e.g.:…
-
Refinitiv datastream connection unavailable
Hello, We are having truble connecting to refinitiv datastream. Sudendly the connection broke, sometimes the connection works ramdonly for a few minutes and then drops. Most of the time we can not connect to the websocket. The system have been working correctly for 4-5 months now and no changes have been made, so we asume…
-
historical P/B and market value data in datastream PyDSWS
Hi, I am trying to download historical P/B and market value data for STOXX Europe 600 constituents via PyDSWS. data = ds.get_data("LDJSTOXX0301",['ISIN',"NAME",'P',"WTIDX","PTBV",'MV',"SDN#(LN#(X/LAG#(X,1M)),36M)"],''2001-03-30") this query returns 48 NAs for PTBV I have 3 questions 1) is it save to assume that only…
-
Can you pass a variable for DSDateFrequency
Hi, I'm using the .net API for DSWS I want to retrieve the last available value and date from a time series for a date range. Is it possible to pass in a variable for DSDateFrequency ? DSDataRequest reqDSRequest = new DSDataRequest() { Instrument = new DSInstrument("VOD"), DataTypes = new DSDataTypes("P"), Date = new…
-
Hello I am using Datastream on excel. I have a list of ISINs and need to generate certain variabl...
...es. however, the report shows the name of the companies and not the ISINs. I would like to replace the company names with the original ISINs in my sample Hello I am using Datastream on excel. I have a list of ISINs and need to generate certain variables. however, the report shows the name of the companies and not the…
-
100% Moneyness Symbol for ticker ADYEN
There is no 100% Moneyness Symbol for ticker ADYEN. For example for ticker SANOFI, we have 100% Moneyness symbol is SA1MONEY100. I can pull implied volatility data in (ATM - AT The Money) using SANOFI symbol. Query: I want similar data for ADYEN ticker but Eikon or DS does not have 100% Moneyness Symbol, so how can I pull…
-
Exception from get bundle data in datastream
Hi, Im using the Datastream get_bundle_data to returns several items for a universe of stocks. We have set up a loop to cycle our universe. It works fine,but then randomly we get an error and it says it has did connected. Can you please advise me on the following. I should not we are within the max requests and on retry it…
-
Glossary of Data Point headings and definitions
Hi All, Can you please advise if there is a glossary of possible Data Point headings in DSWS API, and their respective definitions? For example: P = Price MV = Market Value VO = Primary Exchange Volume Or how best should I search for available Data Points re trading volumes? Thank you in advance for any help!
