DatastreamDSWS2R - not data returned for certain tickers

patrick.altmeyer
patrick.altmeyer Newcomer
in Datastream

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!

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Best Answer

  • patrick.altmeyer
    patrick.altmeyer Newcomer
    Answer ✓

    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

Answers

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @patrick.altmeyer

    I can retrieve the data properly.

    image

    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)
  • patrick.altmeyer
    patrick.altmeyer Newcomer

    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!

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