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Question by miguel.l · Jun 14, 2019 at 08:21 AM · python apidatastreamdatastream in python

Unable to pull multiple economic time series with pydatastream

I am using the pydatastream module in Python to extract multiple time series from DataStream. This works fine for stock prices. For example:

from pydatastream import Datastream 
DWE = Datastream(username="DS:XXXX", password="XXXX") 
data = DWE.fetch(["R:NEDJ","R:SBKJ"], date_from='2018/01/01')

However, I am unable to extract multiple economic series. For example, the following code, which attempts to extract government bond yields for Australia and Austria, throws as error:

data = DWE.fetch(["AUQIR080R","OEQIR080R"], date_from='2018/01/01')

DatastreamException: Failure (error 2): $$"ER", E100, INVALID CODE OR EXPRESSION ENTERED, OEQIR080R(P) --> "AUQIR080R,OEQIR080R~2018-01-01~D"

I can, however, pull each series separately.

This is also true for other economic series that I have tried, such as interbank lending rates and money supply.

Why is this and is there any other way to extract multiple economic series?

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Answer by James.Bright1 · Jun 24, 2019 at 06:03 AM

Hi, I can see that you are using DWE. This is being discontinued next week. You need to migrate to DSWS. Please speak with your account manager for further details.

Best regards


James

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