I need to get a vintage data (point in time) for a time series with a forecast. For instance, consider the Datastream ticker (USLGDPQMQ) or alternatively the RIC (pUSGDPQP=M).
If I use the function 'timeSeriesRequest' I can use the 'RELV' datatype and I will get the time series 'as of' the 'endDate' parameter used (vintage, point in time). This works fine for all standard time series, but *not* for the ones with forecast.
If I want to see the forecasts, I need to put 'endDate' into the future. This works fine If I want to get the current snapshot (the latest) forecast. Say I will get today's forecast from now until December 2022. However, this does not work if I want to see what were those same forecasts 3 months ago. The reason is that, in order to get point in time I need to set the 'endDate' to 3 months ago and the parameter 'RELV'. But doing that prevents me from getting the forecast going to Dec 2022.
So the question is: how do I get a point in time time series of a forecast?
Thanks in advance for any help.