How can I download the index stock returns for S&P500, FTSE100 indicies for the last 10 years wit...

...h daily data on last price, volume using R API. Many thanks!
Some further notes:
I am using Datastream via Eikon with ID being an email and a password. I do not have a separate ID and password for Datastream. Can you please help to give the answer to my personal email: XXXXXX Many thanks!
Best Answer
-
First, you need to check if your credential is allowed to access API. You can go to this Datastream TEST REST Service page to check your credential.
Next, you can refer to the Getting started with R document that provides information on how to access DSWS via R. You can also refer to the Setup Jupyter Notebook for R article which provides an R example running on Jupyter Notebook.
Then, you can go to Datastream Navigator website to search for instruments and data types that can be used to retrieve the required data.
For example, the code looks like this:
data <- mydsws$timeSeriesRequest(instrument = c("S&PCOMP", "FTSE100"),
datatype = c("PI","VO"),
startDate = "2012-01-01T00:00:00",
endDate = "LATESTDATE",
frequency = "D",
)
dataThe output is:
Otherwise, you can contact the Refinitiv Datastream Web Service support team directly via MyRefinitiv to verify your credential and find instruments and datatypes used to retrieve the required data.
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