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matthias.bernhardt avatar image
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R, DatastreamDSWS2R: How can I receive index time series data?

Hi,

I want to download index data via the DatastreamDSWS2R Package using the following Code, which is basically given at the package description on github, but I changed the instrument to "DAXINDEX".

The code only returns the instrument. Using other indices like MSCI World or Eurostoxx 50 gives the same result. 

> mydsws$timeSeriesRequest(instrument = "DAXINDEX",
+                                     #expression = "PCH#(XXXX, RI)",
+                                     datatype = "P",
+                                     startDate = "-30D",
+                                     endDate = "-0D",
+                                     frequency = "D")
     DAXINDEX
>

Thank you very much,

best

Matthias

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Monika.Stankovic avatar image
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Hi @matthias.bernhardt ,

There are couple issues here:

  • Instrument DAXINDEX doesn't exist. There is however DAXINDX (DAX 30 PERFORMANCE) used in below example.
  • Datatype price for this index instrument is PI (Price Index). You can review instruments and data types in Datastream Navigator which you can log in using the link available here.
> myResult <-mydsws$timeSeriesRequest(instrument = "DAXINDX",
                          datatype = "PI",
                          startDate = "-30D",
                          endDate = "-0D",
                          frequency = "D")
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