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Datastream: Basics

Brief guide to using Datastream to retrieve data from the international equities markets.

Excel Datastream add-in to retrieve time series

A.  Getting started

  1. Start Excel.
  2. Place cursor in the first empty cell where you want your data to start.
  3. Open the Datastream tab.
  4. Click on Time Series Request.

    

B.    Find & select times series

  1. Click on the Find Series button (aka Navigator) on the time series request form.
  2. If the Navigator window looks like the image below, click 'cancel editing' to remove search results of previous users.  
  3. From the Explore search box type in a search term, e.g., cotton.  
  4. Use the filters on the left side of search results to select the correct Category that matches what you are looking for (Futures, Equities, Indices, etc.). 
  5. Use other filters, e.g., exchange, to narrow down the list of results.
  6. Select one or more time series of interest using check boxes. The columns to the right in the series list provide useful information. For example the Hist.column provides the earliest date you can retrieve data for that series.
  7. Click on Use at the top of the results list to paste the symbol for each series into the time series request form. 

 

C.  Select variables

  1. Click on the Datatype button on the time series request form.
  2. Datatypes are variables (e.g., settlement price, price intraday high, volume, et al) .  NOTE: It is best to limit the number of datatypes to about nine.
  3. Make sure the data category displayed in the upper left matches what you are looking for (futures, equities, bonds ...). 
  4. Make sure datatypes of interest to you are designated 'time series' in the column to the right in the Datatype list (not shown in image below).  Datatypes listed as static are not available for time series.
  5. Select datatypes of interest using check boxes. 
  6. Click Use at the top of the listing to paste the symbol for each selected datatype into your time series request form in Excel. 

 

D. Complete & submit the time series request form...

  1. Specify the date range for which you want data. The default is the most recent two years (-2Y) counting back from the most recent business day.  You can specify exact start and end dates, e.g., 01/01/2008 and 12/31/2017
  2. Specify the frequency for which you want data points (daily, weekly, monthly, annual).  
  3. Submit request and the worksheet will be populated with data if all the request parameters are valid.

In the example below the time series request form is set up to retrieve a futures continuous series for CSCE cotton no. 2 (series symbol NCTCS00) with one datatype (settlement price, symbol PS) for the time period 01/01/2008 through 12/31/2017 with daily frequency.

       

 

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