Retrieve Datastream data when we only subscribe to Eikon

vicissitude
vicissitude Newcomer
in Datastream

I previously used Datastream to retrieve contract-level stock index option historical daily data. Since there are a lot of options (both active and expired ones), I used the python package PyDatastream to retrieve the data.

However, recently, our institution has switched to Eikon, so I cannot directly use PyDatastream any more (no username or passwords). I tried to use Eikon API, but it seems that the identifier in Eikon is RIC, which is different from the identifier in Datastream (Symbol).

Thanks to @Joris.Hoendervangers's answer here, it is feasible to retrieve the corresponding RICs for Datastream items using Datastream Excel Add-ins (integrated in Eikon). However, it seems that not all Datastream items have an RIC. For example, the continuous option series "S&P/ASX 200 INDEX 100% Moneyness" in Datastream does not have an RIC. More IMPORTANTLY, some data series, e.g. expired options, are in Datastream, but not in Eikon. In this case, even if we have the RICs for these options, Eikon API cannot get their data.

My question is: is there a way to retrieve data using VBA, Python, or any other languages, with Datastream identifiers (Symbol or Mnemonic), instead of RIC, if we only subscribe to Eikon? I understand that Eikon API cannot be used to get data from Datastream (See the answer here). And COM API (e.g. RHistory API) seems to recognize only RIC, not Datastream identifiers (Symbol or Mnemonic). Also I cannot use DSWS without a Datastream username and password.

Is there anything I can do? VBA may be a solution since at least the Datastream Excel Add-in, integrated in Eikon, is able to retrieve Datastream data using Symbol (e.g. the DSGrid function), but can I use VBA to call the DSGrid function?

Thank you very much.

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Best Answer

  • paul.bacon
    paul.bacon LSEG
    Answer ✓

    Hi

    To get access to DSWS you will need to speak to your account manager to order the service, there are two versions of access and after you have discussed your intended use they will be able to activate it for you.

Answers

  • Alex Putkov.1
    Alex Putkov.1 ✭✭✭✭✭

    @vicissitude
    Higher tier Eikon variants include access to Datastream data. If you can use Datastream Excel Add-in with your Eikon account, you should be able to use DSWS. You just need to obtain DSWS user name (aka Datastream Child ID) and password associated with your Eikon account. You can get this information from your Refinitiv account manager or by contacting Refinitiv Helpdesk. Refinitiv Helpdesk can be reached by either calling the Helpdesk number in your country or by using Contact Us capability in your Eikon application.

  • vicissitude
    vicissitude Newcomer
    https://community.developers.refinitiv.com/discussion/comment/38164#Comment_38164

    Thank you very much for your quick response. I have contacted the helpdesk and confirmed that we don't have subscription to DSWS, despite the fact that we have access to Eikon and Datastream data from the Excel add-ins.

  • Alex Putkov.1
    Alex Putkov.1 ✭✭✭✭✭

    Thank you @paul.bacon. I stand corrected. Do I understand correctly that @vicissitude should be able to order access to DSWS service without additional charge provided the service will be utilized for individual user's use only?

  • vicissitude
    vicissitude Newcomer
    https://community.developers.refinitiv.com/discussion/comment/38194#Comment_38194

    Well, I don't think so... The Customer Support said that extra charges are needed to activate DSWS. Still, it seems weird to me that Datastream API and Datastream Excel Add-ins (integrated in Eikon) are priced separately...

  • vicissitude
    vicissitude Newcomer

    I figure out that the best I can do is to use the "New Request Table" tag in the Datastream Excel Add-in to download many series at one time and save in a opened Excel sheet, but it is still laborious. In my case, I will download tens of thousands of option contracts.


    I'm not sure if VBA is able to do that. I tried to looked at the VBA code in the "New Request Table" template to see how it downloads data from Datastream (I'm not an expert in VBA). Specifically, the "Process Table" button calls the Sub "btnProcessTable_Click()", which further calls the Sub "ProcessRequestTable", which finally calls the Sub "gRTCOMInterface.ProcessRequestTable", whose code is invisible. It may be feasible to use VBA and the Request Table to automate the downloading process, according to the question here.

  • paul.bacon
    paul.bacon LSEG
    https://community.developers.refinitiv.com/discussion/comment/38206#Comment_38206

    Hi @vicissitude

    I strong suggest you contact your account manager, they can help identify which version of the Datastream API is most suitable to you. There are two variants of the service and dependent on how you use the product they may be additional charges. Details on the two version can be found on the dedicated DSWS page on this dev community site.

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