Fetching daily data into a monthly workfile in eviews does not give me the latest value

erik.franco
erik.franco Newcomer
in Datastream

In the new datastream online database. I am downloading LCPCASH into a monthly workfile: fetch(d=datastream,c=l) LCPCASH. The value being downloaded for May does not correspond to yesterday's close.

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Answers

  • Monika.Stankovic
    Monika.Stankovic LSEG

    Hi @erik.franco,

    This is normal behavior of this type of requests. Datastream takes the data for this current start date
    (e.g. 1st Jan) and then values of 1st of Jan day of each next
    month are visible as monthly results.

  • erik.franco
    erik.franco Newcomer

    Hi Monika,

    The bug I reported was in eviews. The (c=l) function is supposed
    to return the last day of the month or the most recent data point.

    Below is the eviews code I used to retrieve the data, and the
    output.

    -----------------------------------------

    wfcreate(wf = "",
    page = "monthly") m 2019 2019

    fetch(d=datastream,c=l)
    S&Pcomp(pi)

    ----------------------------------------------------

  • MichaelQIU
    MichaelQIU Newcomer
    https://community.developers.refinitiv.com/discussion/comment/43928#Comment_43928

    with all respect, but this is highly problematic; i have also noted that the fetch is fully insensitive if one is fetching data via last, or first, or first excluding uncomplete months, etc... datastream will always return just the first value of the month... this is clearly a bug!

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