Datastream Interface

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Datastream Interface

Aidan Corcoran
Dear all,

I was just wondering if anyone knows of a way to download data from
Thomson Reuters Datastream to R?

thanks in advance
Aidan

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Re: Datastream Interface

braverock
On 02/14/2011 10:04 AM, Aidan Corcoran wrote:
> I was just wondering if anyone knows of a way to download data from
> Thomson Reuters Datastream to R?

I don't believe that Datastream still exists as a product.

Are you talking about Thomson Reuters Tick History? (TRTH)

or about their newswire?

If TRTH, we have code that does this, but it's not packages up with a
neat little bow, and assumes a *nix infrastructure with access to curl
and awk.

The Web Services API for dynamic requests is super-buggy, and imo they
should have stayed with the very stable FTP request API (now turned off,
alas)

Regards,

   - Brian

--
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock

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Re: Datastream Interface

Hixon, Scott R.
In reply to this post by Aidan Corcoran
Datastream does indeed still exist as a product.  However, to my
knowledge there is not a way to directly access it using R.

 

________________________________________

Scott Hixon, CFA

Head of Investment Research

Portfolio Manager

Global Asset Allocation



404.439.3123 direct

404.892.0896 main

404.439.4918 facsimile

[hidden email]



Invesco Global Strategies

Two Peachtree Pointe

1555 Peachtree Street, NE

Atlanta, Georgia 30309







****************************************************************
Confidentiality Note: The information contained in this ...{{dropped:12}}

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Re: Datastream Interface

Pierre Lapointe
There is now way to access Datastream from R at this time. It used to
be accessible through a free interface called zappy (XML). But
Datastream discontinued it.

Matlab has an API to Datastream, but you have to pay a fee to
Datastream for it.
http://www.mathworks.com/help/toolbox/datafeed/datastream.fetch.html

The last time I spoke to my Datastream rep., there was no plan to
offer 1) a free API and 2) a way to connect through R.

This is why I try to work as much as possible using the Bloomberg API
(through RBloomberg).

For Datastream data, I have several Excel request tables that I update
with the "AFO Index.xlsx" file at night. Everything  runs
automatically using Scheduler (Windows program). My R programs then
read the excel data through read.xlsx.

Pierre Lapointe
Global Macro Strategist

Brockhouse Cooper


On Mon, Feb 14, 2011 at 11:21 AM, Hixon, Scott R.
<[hidden email]> wrote:

> Datastream does indeed still exist as a product.  However, to my
> knowledge there is not a way to directly access it using R.
>
>
>
> ________________________________________
>
> Scott Hixon, CFA
>
> Head of Investment Research
>
> Portfolio Manager
>
> Global Asset Allocation
>
>
>
> 404.439.3123 direct
>
> 404.892.0896 main
>
> 404.439.4918 facsimile
>
> [hidden email]
>
>
>
> Invesco Global Strategies
>
> Two Peachtree Pointe
>
> 1555 Peachtree Street, NE
>
> Atlanta, Georgia 30309
>
>
>
>
>
>
>
> ****************************************************************
> Confidentiality Note: The information contained in this ...{{dropped:12}}
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.
>

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Re: Datastream Interface

Hixon, Scott R.
In reply to this post by Aidan Corcoran
That is exactly how I am set up to read Datastream data into R.  Cumbersome to say the least, but seems its the only option.

----- Original Message -----
From: Pierre Lapointe <[hidden email]>
To: Hixon, Scott R.
Cc: [hidden email] <[hidden email]>
Sent: Mon Feb 14 12:24:04 2011
Subject: Re: [R-SIG-Finance] Datastream Interface

There is now way to access Datastream from R at this time. It used to
be accessible through a free interface called zappy (XML). But
Datastream discontinued it.

Matlab has an API to Datastream, but you have to pay a fee to
Datastream for it.
http://www.mathworks.com/help/toolbox/datafeed/datastream.fetch.html

The last time I spoke to my Datastream rep., there was no plan to
offer 1) a free API and 2) a way to connect through R.

This is why I try to work as much as possible using the Bloomberg API
(through RBloomberg).

For Datastream data, I have several Excel request tables that I update
with the "AFO Index.xlsx" file at night. Everything  runs
automatically using Scheduler (Windows program). My R programs then
read the excel data through read.xlsx.

Pierre Lapointe
Global Macro Strategist

Brockhouse Cooper


On Mon, Feb 14, 2011 at 11:21 AM, Hixon, Scott R.
<[hidden email]> wrote:

> Datastream does indeed still exist as a product.  However, to my
> knowledge there is not a way to directly access it using R.
>
>
>
> ________________________________________
>
> Scott Hixon, CFA
>
> Head of Investment Research
>
> Portfolio Manager
>
> Global Asset Allocation
>
>
>
> 404.439.3123 direct
>
> 404.892.0896 main
>
> 404.439.4918 facsimile
>
> [hidden email]
>
>
>
> Invesco Global Strategies
>
> Two Peachtree Pointe
>
> 1555 Peachtree Street, NE
>
> Atlanta, Georgia 30309
>
>
>
>
>
>
>
> ****************************************************************
> Confidentiality Note: The information contained in this ...{{dropped:12}}
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.
>
        [[alternative HTML version deleted]]


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Re: Datastream Interface

riccardo visca
In reply to this post by Aidan Corcoran


I believe, if still active not sure, you could use DDL (datastream data loader)
to request (via FTP) updates or updated time series, good for revisions, and
receiving them in the form of csv files.
It is a bit silly sometimes at the beginning of the day but in my opinion it is
the only platform independent api.

If your information has to be delivered quickly this is not an option.

I do not think the excel option then loaded into R is actually a robust solution
at all, but some do fine with it.

Good luck,
RIccardo



________________________________
Da: "[hidden email]" <[hidden email]>
A: [hidden email]
Inviato: Mar 15 febbraio 2011, 11:00:01
Oggetto: R-SIG-Finance Digest, Vol 81, Issue 14

Send R-SIG-Finance mailing list submissions to
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Today's Topics:

   1. Datastream Interface (Aidan Corcoran)
   2. Re: Datastream Interface (Brian G. Peterson)
   3. Re: Datastream Interface (Hixon, Scott R.)
   4. Re: Datastream Interface (Pierre Lapointe)
   5. Re: Datastream Interface (Hixon, Scott R.)


----------------------------------------------------------------------

Message: 1
Date: Mon, 14 Feb 2011 16:04:15 +0000
From: Aidan Corcoran <[hidden email]>
To: [hidden email]
Subject: [R-SIG-Finance] Datastream Interface
Message-ID:
    <[hidden email]>
Content-Type: text/plain; charset=ISO-8859-1

Dear all,

I was just wondering if anyone knows of a way to download data from
Thomson Reuters Datastream to R?

thanks in advance
Aidan



------------------------------

Message: 2
Date: Mon, 14 Feb 2011 10:12:51 -0600
From: "Brian G. Peterson" <[hidden email]>
To: [hidden email]
Subject: Re: [R-SIG-Finance] Datastream Interface
Message-ID: <[hidden email]>
Content-Type: text/plain; charset=ISO-8859-1; format=flowed

On 02/14/2011 10:04 AM, Aidan Corcoran wrote:
> I was just wondering if anyone knows of a way to download data from
> Thomson Reuters Datastream to R?

I don't believe that Datastream still exists as a product.

Are you talking about Thomson Reuters Tick History? (TRTH)

or about their newswire?

If TRTH, we have code that does this, but it's not packages up with a
neat little bow, and assumes a *nix infrastructure with access to curl
and awk.

The Web Services API for dynamic requests is super-buggy, and imo they
should have stayed with the very stable  FTP request API (now turned off,
alas)

Regards,

   - Brian

--
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock



------------------------------

Message: 3
Date: Mon, 14 Feb 2011 10:21:31 -0600
From: "Hixon, Scott R." <[hidden email]>
To: <[hidden email]>
Subject: Re: [R-SIG-Finance] Datastream Interface
Message-ID:
    <[hidden email]>
   
Content-Type: text/plain

Datastream does indeed still exist as a product.  However, to my
knowledge there is not a way to directly access it using R.



________________________________________

Scott Hixon, CFA

Head of Investment Research

Portfolio Manager

Global Asset Allocation



404.439.3123 direct

404.892.0896 main

404.439.4918 facsimile

[hidden email]



Invesco Global Strategies

Two Peachtree Pointe

1555 Peachtree Street, NE

Atlanta, Georgia  30309







****************************************************************
Confidentiality Note: The information contained in this ...{{dropped:12}}



------------------------------

Message: 4
Date: Mon, 14 Feb 2011 13:24:04 -0500
From: Pierre Lapointe <[hidden email]>
To: "Hixon, Scott R." <[hidden email]>
Cc: [hidden email]
Subject: Re: [R-SIG-Finance] Datastream Interface
Message-ID:
    <AANLkTinrBZRrfEcsktDWutKdpR+7N=[hidden email]>
Content-Type: text/plain;  charset=ISO-8859-1

There is now way to access Datastream from R at this time. It used to
be accessible through a free interface called zappy (XML). But
Datastream discontinued it.

Matlab has an API to Datastream, but you have to pay a fee to
Datastream for it.
http://www.mathworks.com/help/toolbox/datafeed/datastream.fetch.html

The last time I spoke to my Datastream rep., there was no plan to
offer 1) a free API and 2) a way to connect through R.

This is why I try to work as much as possible using the Bloomberg API
(through RBloomberg).

For Datastream data, I have several Excel request tables that I update
with the "AFO Index.xlsx" file at night. Everything  runs
automatically using Scheduler (Windows program). My R programs then
read the excel data through read.xlsx.

Pierre  Lapointe
Global Macro Strategist

Brockhouse Cooper


On Mon, Feb 14, 2011 at 11:21 AM, Hixon, Scott R.
<[hidden email]> wrote:

> Datastream does indeed still exist as a product. ?However, to my
> knowledge there is not a way to directly access it using R.
>
>
>
> ________________________________________
>
> Scott Hixon, CFA
>
> Head of Investment Research
>
> Portfolio Manager
>
> Global Asset Allocation
>
>
>
> 404.439.3123 direct
>
> 404.892.0896 main
>
> 404.439.4918 facsimile
>
> [hidden email]
>
>
>
> Invesco Global Strategies
>
> Two Peachtree  Pointe
>
> 1555 Peachtree Street, NE
>
> Atlanta, Georgia 30309
>
>
>
>
>
>
>
> ****************************************************************
> Confidentiality Note: The information contained in this ...{{dropped:12}}
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should
>go.
>



------------------------------

Message: 5
Date: Mon, 14 Feb 2011 12:29:47 -0600
From: "Hixon, Scott R." <[hidden email]>
To: <[hidden email]>
Cc: [hidden email]
Subject: Re: [R-SIG-Finance] Datastream Interface
Message-ID:
    <[hidden email]>
   
Content-Type: text/plain

That is exactly how I am set up to read Datastream data into R.  Cumbersome to
say the least, but seems its the only option.

----- Original Message -----
From: Pierre Lapointe <[hidden email]>
To: Hixon, Scott R.
Cc: [hidden email] <[hidden email]>
Sent: Mon Feb 14 12:24:04 2011
Subject: Re: [R-SIG-Finance] Datastream Interface

There is now way to access Datastream from R at this time. It used to
be accessible through a free interface called zappy (XML). But
Datastream discontinued it.

Matlab has an API to Datastream, but you have to pay a fee to
Datastream for it.
http://www.mathworks.com/help/toolbox/datafeed/datastream.fetch.html

The last time I spoke to my Datastream rep., there was  no plan to
offer 1) a free API and 2) a way to connect through R.

This is why I try to work as much as possible using the Bloomberg API
(through RBloomberg).

For Datastream data, I have several Excel request tables that I update
with the "AFO Index.xlsx" file at night. Everything  runs
automatically using Scheduler (Windows program). My R programs then
read the excel data through read.xlsx.

Pierre Lapointe
Global Macro Strategist

Brockhouse Cooper


On Mon, Feb 14, 2011 at 11:21 AM, Hixon, Scott R.
<[hidden email]> wrote:

> Datastream does indeed still exist as a product.  However, to my
> knowledge there is not a way to directly access it using R.
>
>
>
> ________________________________________
>
> Scott Hixon, CFA
>
> Head of  Investment Research
>
> Portfolio Manager
>
> Global Asset Allocation
>
>
>
> 404.439.3123 direct
>
> 404.892.0896 main
>
> 404.439.4918 facsimile
>
> [hidden email]
>
>
>
> Invesco Global Strategies
>
> Two Peachtree Pointe
>
> 1555 Peachtree Street, NE
>
> Atlanta, Georgia 30309
>
>
>
>
>
>
>
> ****************************************************************
> Confidentiality Note: The information contained in this ...{{dropped:12}}
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should
>go.
>

    [[alternative HTML version deleted]]


------------------------------

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End of R-SIG-Finance Digest, Vol 81, Issue 14
*********************************************


     
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Re: Datastream Interface

Aidan Corcoran
Thanks to all for the suggestions.

Pierre's approach (using Excel to read from datastream then R to read
from Excel) seems like the most practical way, assuming one stays
within the Excel spreadsheet size limits (I'm mainly interested in
economic data series, so this shouldn't be a constraint).

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