Bug in listRequest in DSWS R API

balakrishnan.ilango

Hi there,

I am trying to get the constituent list (along with the Price, Weight & the price date) as on a date using DataStream Web Services API (DSWS API). Below is my code,

mnem <- 'LASX200I'

idate <- '2019-12-01' #input in YYYY-MM-DD format

mmyy <- paste0(substr(idate,6,7),substr(idate,3,4))

cdata <- mydsws$listRequest(instrument = paste0(mnem,mmyy),

datatype = c("NAME","MNEM","P","WTIDX","TIME"),

requestDate="2019-12-01")

When I am running the above code, the R wrapper tend to use the current date (as default) instead of the requestDate provided in the function. Meaning whatever the date I parse, it gives me the current date prices, weights and the date. Can you please review this and fix the bug.

Jirapongse

@balakrishnan.ilango

This question is similar to this thread.

You need to add MMYY after the symbol to get the historical constituent list, such as LASX200I1219 for December 2019.

balakrishnan.ilango

https://community.developers.refinitiv.com/discussion/comment/54655#Comment_54655

@Jirapongse

I am programmatically adding mmyy "instrument = paste0(mnem,mmyy)". The issue here is, the function gives the latest stocks list, prices & weights for whatever the requestDate you chose. This seems to be the bug. I checked this in Python library, it works fine. Who can fix this in the R library?

Jirapongse

https://community.developers.refinitiv.com/discussion/comment/54666#Comment_54666

@balakrishnan.ilango

From my findings, the P field doesn’t change but the WTIDX has changed.

I think that to get time-series data for the list, we need to use timeSeriesListRequest instead.

DatastreamDSWS2R is not our library. You need to raise an issue via GitHub at https://github.com/CharlesCara/DatastreamDSWS2R.

Charles C

You need to provide requestDate as either a date object -

requestDate= as.Date("2019-12-01") 

or Datastream relative date ie

requestDate= "-1W"

Charles C

You need to provide requestDate as either a date object -

requestDate= as.Date("2019-12-01") 

or Datastream relative date ie

requestDate= "-1W"