timeSeriesRequest: make a timeseries request (Depreciated)

In CharlesCara/DatastreamDSWS2R: Provides a Link Between the 'LSEG Datastream' System and R

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

CharlesCara/DatastreamDSWS2R documentation built on June 2, 2025, 9:25 a.m.