DWS download time series not in reference currency

c.aydemir
c.aydemir Explorer
in Datastream

There's a way to download a time series not in reference currency?

For instance this instrument is in euro 805YGJ, however I want it in USD.

data = history(connection, "805YGJ", "RI", 21-Jun-2019,02-Jul-2019,"D")

Based on the function description is it possible to pass additional parameters (NAME/VALUE)

%   D = HISTORY(C,SEC,FIELDS,STARTDATE,ENDDATE,PERIOD,NAME,VALUE,...) returns 
%   historical end of period data given the DATASTREAMWS object, C, the 
%   security, SEC, field list, FIELDS, STARTDATE, ENDDATE and PERIOD. 
%   NAME/VALUE pairs are used for additional API settings input.  Each NAME
%   and VALUE can be input as a string scalar or character vector.

Thank you in advance

Cihan

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Best Answer

  • James.Bright1
    James.Bright1 LSEG
    Answer ✓

    Hi,

    You can currency convert using ~ for example X(RI)~USD. Could you elaborate on your other question?

Answers

  • c.aydemir
    c.aydemir Explorer

    Thank you James for your replay.

    I'm trying to elaborate the question.

    I'm using Matlab 2019a, in order to download data from Datastream, using the Datastream Web Service (before I'm using DWE) via the Datafeed toolbox.

    I started downloading the time series in instrument reference currency, but now I want to download it in a different one. I was thinking that it's enough to add the history function the reference currency I want. But as you suggested, I use it works.

    data = history(connection,"805YGJ",["RI"; "X(RI)~USD"], 21-Jun-2019,02-Jul-2019,"D")

    However, what type of parameters are allowed insert in the function? (NAME, VALUE)

    thank you

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