timeSeriesRequest: make a timeseries request (Depreciated)
In DatastreamDSWS2R: Provides a Link Between the 'LSEG Datastream' System and R

timeSeriesRequest

R Documentation

make a timeseries request (Depreciated)

Description

make a timeseries request from the Datastream DSWS server

Usage

timeSeriesRequest(
  dwei = getDataStream(),
  DSCodes = "",
  Instrument = "",
  startDate = Sys.Date(),
  endDate = Sys.Date(),
  frequency = "D",
  sStockList,
  aTimeSeries,
  myType = "numeric",
  verbose = FALSE
)

Arguments

`dwei`	- A Datastream Client Interface object created with getDataStream
`DSCodes`	- one or more codes to return, eg "MKS" or c("MKS","SAB")
`Instrument`	- the instrument or expression to return eg PCH#(XXXX,1M)
`startDate`	- the start date of the timeseries
`endDate`	- the end date of the timeseries
`frequency`	- the frequency of the request
`sStockList`	- variable that is returned with list of the stocks
`aTimeSeries`	- variable that is returned with the set of timeseries. This is a list that is not guaranteed to be in the same order as sStockList
`myType`	- the type of the return values eg numeric (default), Date or Character
`verbose`	- whether to give messages during the request

Details

function timeSeriesRequest obtains a timeseries from Datastream

Value

whether the request has been successful in sStockList: a list a two element vector of the displayname and symbol for each timeseries in aTimeseries: a list of class xts with the requested timeseries information

DatastreamDSWS2R documentation built on Sept. 12, 2024, 7:36 a.m.