godwin

2570871 · 2025-02-18T17:15:42+00:00

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2570871

Hi,

I am quite new on this platform and I need some assistance.

I currently want to download futures data with the following variables

date
volume

open interest last trading date

time to maturity

ticker symbol

etc

I kindly need assistance on how to go about it

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jonathan.legrand0

Hi @2570871 ,

I would suggest starting with something like this article that has tutorial videos to walk you through the Datastream Python API.

Do keep in mind however that this article uses an old API; DSWS is not live any more, and it was replaced with DatastreamPy. You can find a QuickStart guide here.

Jirapongse

@2570871

You posted this question on the Datastream forum. Therefore, I assume that you are using the Datastream product.

The Datastream supports Excel so you can use the Datastream's Excel Add-in to retrieve data.

You can use the Datastream Formula in the Add-in to search for instruments and datatypes.

The Datastream also supports Python via the DatastreamPy lPython library, as mentioned by my colleague. With this tool, you can use the Datastream Navigator to search for instruments and datatypes.

However, if you are using Eikon or LSEG Workspace, you can still use Eikon Excel or Workspace Excel to retrieve data.

Eikon Excel or Workspace Excel provides the Build Formula tool used to generate the Excel's formulas.

Moreover, you can use the LSEG Data Libraries (Python, .NET, and TypeScript) to retrive data via your desktop application. The examples are available on GitHub (Python, .NET, and TypeScript). You can also use the Data Item Browser tool to search for instruments, fields, and parameters available in Eikon or LSEG Workspace.

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