Datastream contains many constituent lists of predefined groups of like entities such as the FTSE100 companies. You can use the Datastream mnemonic of a constituent list to retrieve equities time series data for all the individual members in the list:
4. Complete the time series request form and submit.
The example below shows a time series request form set up to retrieve for all 101 companies currently comprising the FTSE100 index and for two datatypes (adjusted price & volume) time series consisting of the most recent two years of daily data.
For many researchers a user created list is the only way to obtain a list containing exactly the time series desired. NOTE: Creating a list sometimes requires extra time as you search in Navigator for all the time series of interest. However, searching Navigator does not activate the Datastream login so you can perform this preparatory work outside of Datastream access hours.
5. When you click Use in Navigator shown above, the series names and mnemonics/codes will be pasted into List Wizard. You can continue searching for other series to add to your list or move on to saving your list in step 6 below.
6. Save your list. Click Next and give your list a meaningful Description and name the List File as well. Be sure the List File name ends in the extension .LLT and make sure you save it locally.
7. Click Finish. The list is now saved locally so you can go back into List Wizard to continue adding series to your list or to start retrieving data..
To retrieve data for each series in the list open the time series request form as described under the Basics tab of this guide. But now, instead of looking up individual series in Find Series, you just click the list picker button right below the Find Series button to select your user created list .