New posts are disabled while we improve the user experience.
You can browse the site, or for urgent issues, raise a query at MyAccount.
I'm trying to download price time series for all constituents of s&p500 stocks using below:
import DatastreamDSWS as dsws
ds = dsws.Datastream(username='******',password='******')
df = ds.get_data(tickers="LS&PCOMP|L",fields =["P"], start ='2020-01-01',end = '-5D',kind=1)
print(df)
However I am receiving error msg. Pls advise. Thank you
I don't think you can expand the list and get the timeseries data in a single API call. It will have to be a two stage process - first get all constituents and then get the timeseries for them.
# get constituent list df1 = ds.get_data(tickers='LS&PCOMP|L', fields=['P'], kind=0) # get a subset of first 50 instruments slist = ','.join(df1['Instrument'].tolist()[0:50]) # get timeseries data for it df2 = ds.get_data(tickers=slist, fields=['P'], start='2020-01-01', end='2020-01-05', kind=1)
Result:
Instrument 891399 916328 545101 777953 906187 936365 749382 ... 878574 905159 904818 923649 329709 325824 87 9628 Field P P P P P P P ... P P P P P P P Dates ... 2020-01-01 1847.84 86.86 19.90 170.59 134.04 45.86 329.8101 ... 100.73 48.60 325.7600 63.15 43.38 45.22 7 8.20 2020-01-02 1898.01 86.95 20.03 168.81 135.42 49.10 334.4299 ... 102.17 47.53 333.3201 63.75 43.95 45.33 7 7.83 2020-01-03 1874.97 85.89 19.80 166.82 134.34 48.60 331.8101 ... 101.85 47.46 332.7600 63.31 42.36 44.98 7 7.74 [3 rows x 50 columns]
