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.
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?