Other/TestDWERequests.R

In CharlesCara/Datastream2R: Allows access to Datastream data from R

##############################################################################################
#
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#
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##############################################################################################
dwei <- getDataStream(User=options()$Datastream.Username, Pass=options()$Datastream.Password)

stock <- c("MKS")
datatype = "MV"
startDate <- as.Date("31/12/2014", "%d/%m/%Y")
endData <- Sys.Date()
#endDate <- as.Date('24/01/2012', '%d/%m/%Y')

timeSeriesRequest(dwei = dwei, DSCode = stock, 
    Instrument = datatype, startDate = startDate, sStockList = stn, aTimeSeries = stpr, verbose=TRUE)
plot(stpr, main = names(stn[1]))
#
#
##############################################################################################
dwei <- getDataStream(User=options()$Datastream.Username, Pass=options()$Datastream.Password)
stock <- c("MKS","RIO")
datatype = "MV"
startDate <- as.Date("31/12/2011", "%d/%m/%Y")
endData <- Sys.Date()
#endDate <- as.Date('24/01/2012', '%d/%m/%Y')

c<-timeSeriesRequest(dwei = dwei, DSCode = stock, 
                  Instrument = datatype, startDate = startDate, sStockList = stn, aTimeSeries = stpr)
plot(as.zoo(stpr), ylab = stn[[1]][2])
#
#
#
#######################################################################################
dwei <- getDataStream(User=options()$Datastream.Username, Pass=options()$Datastream.Password)
Instrument <- c("PCH#(USCONPRCF,12M)")

startDate <- as.Date("31/12/1960", "%d/%m/%Y")
endData <- Sys.Date()
#endDate <- as.Date('24/01/2012', '%d/%m/%Y')

a <- timeSeriesRequest(dwei = dwei, DSCode = Instrument, 
    startDate = startDate, frequency = "M", sStockList = stn, aTimeSeries = stpr)
plot(stpr[,1], main = names(stn[1]))
#
#
#
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#########################################################################################
dwei <- getDataStream(User=options()$Datastream.Username, Pass=options()$Datastream.Password)
stockList <- "LFTSE100"
sCode <- "MNEM"
b <- listRequest(dwei = dwei, DSCode = stockList, 
    Expression = sCode, startDate = startDate)
print(b)
#
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#
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##############################################################################
dwei <- getDataStream(User=options()$Datastream.Username, Pass=options()$Datastream.Password)
startDate <- as.Date("31/12/2011", "%d/%m/%Y")
endData <- Sys.Date()
stockList <- c("SAB", "RIO", "MKS")
sCode <- "P"
c <- timeSeriesRequest(dwei = dwei, DSCode = stockList, 
    Instrument = sCode, startDate = startDate, sStockList = stn, aTimeSeries = stpr)
plot(stpr[,1], main = names(stn[1]))
plot(stpr[,2], main = names(stn[2]))
#
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#
#
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##############################################################################################
dwei <- getDataStream(User=options()$Datastream.Username, Pass=options()$Datastream.Password)

stock <- c("MKS", "RIO")
datatype = "PCH#(X,5D)"
endDate <- Sys.Date()
#endDate <- as.Date('24/01/2012', '%d/%m/%Y')


staticRequest(dwei = dwei, 
               DSCode = stock, 
                  Expression = datatype, 
                  endDate = endDate,
              frequency="D",
                  verbose=TRUE)

#
#
#
#####################################################################################


timeSeriesRequest(dwei=dwei, 
                  DSCodes=c("J:NKSJ"),
                  startDate=as.Date("2009-12-14"),
                  endDate=as.Date("2012-12-14"),
                  frequency="W",
                  sStockList=sName,
                  aTimeSeries = aTS,
                  verbose=TRUE)

#############################################################
# Test of requesting the same thing twice
dwei <- getDataStream(User=options()$Datastream.Username, Pass=options()$Datastream.Password)

stock <- c("MKS", "MKS")
datatype = "MV"
startDate <- as.Date("31/12/2011", "%d/%m/%Y")
endData <- Sys.Date()
#endDate <- as.Date('24/01/2012', '%d/%m/%Y')

timeSeriesRequest(dwei = dwei, DSCode = stock, 
                  Instrument = datatype, startDate = startDate, sStockList = stn, aTimeSeries = stpr, verbose=TRUE)


#############################################################
# Test of requesting the same thing twice
dwei <- getDataStream(User=options()$Datastream.Username, Pass=options()$Datastream.Password)

stock <- c("MKS", "D:BASF")
datatype = "MV"
startDate <- as.Date("31/12/2011", "%d/%m/%Y")
endData <- Sys.Date()
#endDate <- as.Date('24/01/2012', '%d/%m/%Y')

timeSeriesRequest(dwei = dwei, DSCode = stock, 
                  Instrument = datatype, startDate = startDate, sStockList = stn, aTimeSeries = stpr,verbose=TRUE)


#############################################################
# Test of requesting a datatype that returns a date
require(Datastream2R)
dwei <- getDataStream(User=options()$Datastream.Username, Pass=options()$Datastream.Password)

stock <- c("@AAPL")
datatype <- "XXXX(WC05905A)"
startDate <- as.Date("31/12/2011", "%d/%m/%Y")
endData <- Sys.Date()
#endDate <- as.Date('24/01/2012', '%d/%m/%Y')

timeSeriesRequest(dwei = dwei, DSCode = stock, 
                  Instrument = datatype, startDate = startDate, sStockList = stn, 
                  aTimeSeries = stpr, myType = "Date", verbose=TRUE)

#######
require(Datastream2R)
dwei <- getDataStream(User=options()$Datastream.Username, Pass=options()$Datastream.Password)

stock <- c("@AAPL", "MKS")
datatype <- "XXXX(WC05905A)"
startDate <- as.Date("31/12/2011", "%d/%m/%Y")
endData <- Sys.Date()
#endDate <- as.Date('24/01/2012', '%d/%m/%Y')

timeSeriesRequest(dwei = dwei, DSCode = stock, 
                  Instrument = datatype, startDate = startDate, sStockList = stn, 
                  aTimeSeries = stpr, myType = "Date", verbose=FALSE)


#############################################################
# Datastream expression eg 045E(XXXX)
#

require(Datastream2R)
dwei <- getDataStream(User=options()$Datastream.Username, Pass=options()$Datastream.Password)

stock <- c("@AAPL", "MKS")
datatype <- "045E(XXXX)"
startDate <- as.Date("31/12/2011", "%d/%m/%Y")
endData <- Sys.Date()
#endDate <- as.Date('24/01/2012', '%d/%m/%Y')

timeSeriesRequest(dwei = dwei, DSCode = stock, 
                  Instrument = datatype, startDate = startDate, sStockList = stn, 
                  aTimeSeries = stpr, verbose=FALSE)

#############################################################

require(Datastream2R)
dwei <- getDataStream(User=options()$Datastream.Username, Pass=options()$Datastream.Password)


stock <- c("NO0010716582",NA,"SE0005999836",NA,"BMG454221059")
datatype <- "(XXXX(EPS1FD12)/XXXX(EPS1TR12))-1.00"

startDate <- as.Date("01/06/2015", "%d/%m/%Y")
endData <- Sys.Date()
#endDate <- as.Date('24/01/2012', '%d/%m/%Y')

timeSeriesRequest(dwei = dwei, DSCode = stock, 
                  Instrument = datatype, startDate = startDate, sStockList = stn, 
                  aTimeSeries = stpr, verbose=FALSE)




##############################################################################################
dwei <- getDataStream(User=options()$Datastream.Username, Pass=options()$Datastream.Password)
stock <- c("JP3677200002")
datatype = "XXXX(PE)"
startDate <- as.Date("31/12/2011", "%d/%m/%Y")
endData <- Sys.Date()
#endDate <- as.Date('24/01/2012', '%d/%m/%Y')

c<-timeSeriesRequest(dwei = dwei, DSCode = stock, frequency = "M",
                     Instrument = datatype, startDate = startDate, sStockList = stn, aTimeSeries = stpr)
plot(as.zoo(stpr), ylab = stn[[1]])

##############################################################################################
# This ISIN returns Failure, status code 2, message $$"ER", 0904, NO DATA AVAILABLE
dwei <- getDataStream(User=options()$Datastream.Username, Pass=options()$Datastream.Password)
stock <- c("CA54042L1004")
datatype = "XXXX(PE)"
startDate <- as.Date("31/12/2011", "%d/%m/%Y")
endData <- Sys.Date()
#endDate <- as.Date('24/01/2012', '%d/%m/%Y')

c<-timeSeriesRequest(dwei = dwei, DSCode = stock, frequency = "M",
                     Instrument = datatype, startDate = startDate, sStockList = stn, aTimeSeries = stpr, verbose = FALSE)
# Don't try to plot this as it has a TS with NA in it
#plot(as.zoo(stpr), ylab = stn[[1]])

##############################################################################################
# This is a mixture of NO DATA AVAILABLE and valid data
#
dwei <- getDataStream(User=options()$Datastream.Username, Pass=options()$Datastream.Password)
stock <- c("CA54042L1004", "JP3677200002")
datatype = "XXXX(PE)"
startDate <- as.Date("31/12/2011", "%d/%m/%Y")
endData <- Sys.Date()
#endDate <- as.Date('24/01/2012', '%d/%m/%Y')

c<-timeSeriesRequest(dwei = dwei, DSCode = stock, frequency = "M",
                     Instrument = datatype, startDate = startDate, sStockList = stn, aTimeSeries = stpr, verbose = FALSE)
#plot(as.zoo(stpr), ylab = stn[[1]])



#############################################################
# Soak test

dwei <- getDataStream(User=options()$Datastream.Username, Pass=options()$Datastream.Password)

stock <- c("MKS", "D:BASF")
datatype <- "MV"
startDate <- as.Date("31/12/2011", "%d/%m/%Y")
endDate <- Sys.Date()
#endDate <- as.Date('24/01/2012', '%d/%m/%Y')

for(i in 1:100){
timeSeriesRequest(dwei = dwei, DSCode = stock, 
                  Instrument = datatype, startDate = startDate, sStockList = stn, aTimeSeries = stpr,verbose=FALSE)

}