ds: Request data from Thomson Reuters Datastream SOAP API.

In fcocquemas/rdatastream: A R interface for Datastream and Thomson Dataworks Enterprise

Description

Request data from Thomson Reuters Datastream SOAP API.

Usage

  ds(user, securities = NULL, fields = NULL, date = NULL,
    fromDate = NULL, toDate = NULL, period = "D",
    requests = NULL, asDataFrame = TRUE,
    source = "Datastream", htmlEscape=FALSE)

Arguments

user	list with values username and password.
securities	vector of DS tickers or codes.
fields	vector of DS datatypes.
date	date in yyyy-mm-dd format, if only one day is requested. If set, ignores fromDate, toDate and period.
fromDate	date in yyyy-mm-dd format from which to start series.
toDate	date in yyyy-mm-dd format at which to end series.
period	character describing the periodicity ('D','W','M','Q','Y'), defaults to daily.
requests	a vector of requests following the Datastream format. If set, ignores all other parameters (except user). More flexible syntax, notably for the use of expressions.
asDataFrame	boolean whether to output a dataframe in the "Data" row of the returned matrix.
source	default "Datastream", useful if you want to access another Dataworks Enterprise data source. You can obtain the list of sources you have access to by using the dsSources() function in this package.
htmlEscape	boolean whether the provided parameters should be html escaped (ie. & replaced by &). Defaults to FALSE to maintain backwards compatibility where people provide already escaped strings

Value

matrix with the returned data, columns being individual requests and rows "Source", "Instrument", "StatusType", "StatusCode", "StatusMessage", "Fields" and "Data".

Examples

user <- list(username= "DS:XXXX000", password="XXX000")
ds(user, c("U:IBM", "U:MMM"), c("P", "PO"), "2012-07-20")

request1 <- "U:IBM(P)~~USD~2007-09-01~:2008-09-05~D"
request2 <- "U:BAC~=P,PO~2007-09-01~:2007-09-12~D"
request3 <- "906187~2008-01-01~:2008-10-02~M"
request4 <- "PCH#(U:MMM(MV))~2008-01-01~:2008-10-02~M"
requests <- c(request1, request2, request3, request4)

ds(user, requests=request1)
ds(user, requests=requests)

fcocquemas/rdatastream documentation built on July 19, 2019, 7:51 p.m.