How to get month end data in timeseries request in R

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Question by Ed_J · Sep 16, 2019 at 03:05 AM · datastream-api dsws-api r r-studio

How to get month end data in timeseries request in R

Hello,

I am trying to get a time series request to return month end values. At the moment it returns the value on the same day of the month as when I run the script. This is what my script looks like:

AB.10Y <- dsws$timeSeriesRequest(instrument = "ABND10Y",

datatype = "",

startDate = "-2Y",

endDate = "-0D",

frequency = "M")

So if I run it on the 16th it will give me the value on the 16th of each month, but I want the value from month end of each month. How can I set it do give me these results?

Thanks,

Ed.

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Answer 1 · 2019-09-16T07:20:44Z

REFINITIV

Best Answer

Answer by Jirapongse · Sep 16, 2019 at 07:20 AM

@Ed_J

You can use an absolute date instead of a relative date.

 data <- mydsws$timeSeriesRequest(instrument = "ABND10Y", datatype="", startDate="2017-01-31", endDate="-0D", frequency="M")

dsws.png (31.3 KiB)

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How to get month end data in timeseries request in R

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