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Can Thomson Datastream deliver complete time series of accounting data of emerging market firms?

Hello.

For my master thesis I'd like to retrieve accounting data of publicly listed firms in emerging markets, for example price-to-book ratio. Finally, I want to create the well-known common factor portfolios with fundamental risk factors (factor investing, Fama-French, you name it...).
Before I start digging in the datastream and learn from the scratch how to download such data, I would be happy to know beforehand if Thomson Datastream actually provides what I'm looking for.

I checked Bloomberg Terminal already but that one is clearly inclined towards market data. When I analyzed the book values for Russian public firms between 2000 and 2016 (monthly, quarterly and semi-annually), for example, I found that some firms have complete time series and many others not, among which were some of the biggest and most relevant firms in the Russian market. Moreover, WRDS seems to have an emerging market databank but again without accounting values.

Thanks in advance for your help!

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Hi @p.buehrig
This forum is for software developers utilizing or considering utilizing Thomson Reuters APIs. It's not the best place to enquire about the content available through Thomson Reuters products and services. For the latter you would be better off contacting the Thomson Reuters office closest to you or calling Thomson Reuters Helpdesk number in your country.

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@p.buehrig

We have a product called DataStream. Do you mean that you would like to use this product to retrieve the data?

If not, I would like to refer to the following products.

  • DataScope Select offers access to global pricing, validated terms and conditions, historical data content, corporate actions, cross-reference data and entity data
  • Thomson Reuters Tick History offers access to historical high frequency data across global asset classes dating to 1996

You should be able to access the documents available in those products.

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