question

Upvotes
Accepted
patrick.altmeyer avatar image
21 ●1 ●1 ●1

DatastreamDSWS2R - not data returned for certain tickers

I am using the DatastreamDSWS2R package to read Datastream data from R, which generally runs very smoothly. But for certain tickers timeSeriesRequest returns no data, even though when searching for the time series through Excel I can see it is available.

For example, 

mydsws = dsws$new()
raw_output = mydsws$timeSeriesRequest(
      instrument = "USAUD3F",
      datatype = "EB",
      startDate = "1999-12-31",
      endDate = Sys.Date()-1,
      frequency = "D"
) 
length(raw_output)

returns 0. Similarly, for other forward exchange rates no data is returned. With the deprecated package it used to work. Any idea what the issue may be?

Many thanks!

datastream-apidsws-api
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

3 Answers

· Write an Answer
Upvotes
Accepted
patrick.altmeyer avatar image
21 ●1 ●1 ●1

Hi there,

thanks. As per my comment below, unfortunately this did not resolve the issue. I have since heard back from Refinitiv through a separate channel and it turns out that the requested instrument is not available under our current license.

Thanks,

Patrick

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
Jirapongse avatar image
83.1k ●281 ●53 ●77

@patrick.altmeyer

I can retrieve the data properly.

You may need to set the logging to 5 to verify the response.

mydsws$logging <- 5
raw_output = mydsws$timeSeriesRequest(
      instrument = "USAUD3F",
      datatype = "EB",
      startDate = "1999-12-31",
      endDate = Sys.Date()-1,
      frequency = "D"  
      
) 
length(raw_output)

1576054954628.png (18.9 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Upvotes
patrick.altmeyer avatar image
21 ●1 ●1 ●1

Hi,

that does not seem to do the trick I'm afraid. I've separately been in touch with Charles Cara who built the Github package. It appears this is a licensing, rather than a package issue. Checking the data response 

mydsws$getDataResponse()

yields 

"$$ER: E100,ACCESS DENIED "

Thanks anyway though!

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.