How to use Data Type "WC07015 - Inactive date (Security)" output

Ed_J
Ed_J Newcomer
in Datastream

Hello,

When I run a query for datatype WC07015 in a snapshot request (in R) the value it gives me is a character value of numbers that I cannot translate into a date. This data type is supposed to be the day that a company was delisted. How do I convert this value into a date?


sf <- dsws$snapshotRequest(instrument = c("A:EVMX", "A:CBAX"), datatype = c("ISIN", "NAME", "WC07015"), requestDate = "0D")

Running this gives me these outputs:

image


However if I run the query without the CBA company ticker I get the result I'd expect like this:

image

Can someone please help me understand why it is doing this, and let me know how to get it to give me a proper date when I run more than one company query.

Thanks,
Ed.

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Best Answer

  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    @Ed_J

    The column type of WC07015 is converted to <chr> when requesting two items c("A:EVMX", "A:CBAX") because the WC07015 of A:CBAX is "NA".

    The workaround is checking if the column of WC07015 is a date, or not.

    If it is not date, first you need to remove the "NA" values and then convert the numeric values to date.

    The example code is:

    sf <- mydsws$snapshotRequest(instrument = c("A:EVMX", "A:CBAX"),
                                 datatype = c("ISIN", "NAME", "WC07015"),
                                 requestDate = "0D")
    if("FALSE"%in%sapply(sf$WC07015, function(x) !all(is.na(as.Date(as.character(x),format="%Y-%m-%d"))))){
        sf[sf == "NA"] <- ""
        sf <- mutate(sf, WC07015= as.Date(as.numeric(WC07015), origin= "1970-1-1"))
    }
                         
    sf

    This code may not cover all use cases.

    Otherwise, you may report this issue at DatastreamDSWS2R GitHub.

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