Hi, I am trying to run an expression in r using the DatasteamDSWS2R package. I have be able to get a more simple expression working, but for what ever reason the formula supplied is not generating any data. mydsws$timeSeriesRequest( instrument = 'A:BHPX' expression = "REGB#(PCH#(CFM#(ASXAORD,VAL),1M),PCH#(CFM(XXXX,VAL),1M),60M)", startDate = "-0D", endDate = "-0D", frequency = "D") I have tried saving the expression and call via timeseries and snapshot requests and get varying messages. I have tested in excel and the value should be 0.8362 but from some reason it i ..read more

hi, how can I check quota usage using R package DatastreamDSWS? I tried the following but I get NA mydsws <- dsws$new() myData <- mydsws$snapshotRequest(instrument = c("STATS"), datatype = c("DS.USERSTATS"), requestDate = "0D") thanks ..read more

Hi, I am using an R API call to extract historic returns from the datastream API from a dataframe of Sedols and Dates. The API call works perfectly for ISIN's however for this dataset I only have Sedols. I have noticed that the call only works on numeric Sedols and not alpha numeric Sedols. I don't have a country code so am unable to append that to the Sedol as I've read on another thread. Is there a simple way to achieve this ? Thanks WP ..read more

Hi everyone. I am using the robust filter with time series data. In my example I use the following time series data (boston): install.packages("fma") library(fma) install.packages("robfilter") library(robfilter) bank <- as.data.frame(boston) series1 <- bank$nyase series2 <- bank$bse bank.rf1 <- robust.filter(series1,width=11) bank.rf2 <- robust.filter(series2,width=11) plot(bank.rf1) plot(bank.rf2) so far, the plots look good. How can I now visualize the time series together with the smoothed signal ..read more

Hi, I am using the R package to pull data and would like to pull historical data fields for specified dates like adjusted closing prices and volumes. I have tried: get_timeseries(list("MSFT.O","VOD.L","IBM.N"),list("*"),"2016-01-01T15:04:05","2016-01-10T15:04:05","daily") and included the TR.PriceClose field but it fails. Thanks ..read more

@Shadab Hussain @chavalit_jintamalit Here's the code tkrs <- tkrTbl[which(tkrTbl$Field=="A12PE"),"RawTicker"] datatype <- c("A12PE") x.period <- "D" mydsws <- dsws$new() data <- mydsws$timeSeriesRequest(tkrs[1], datatype, startDate = DSStDate, endDate = eDate, frequency = x.period) Error snippet ..read more

I got two questions in order to get ESG combined scores by use a RIC code. 1. which filed I can use to mapping from RIC to PermID in the ESG Bulk Symbology and company reference data 2. if I have the PermID, whick filed I can query to get this company's combined ESG scores. Thanks ..read more

How can I use eikonapir (or any other way) to retrieve data from eikon/refinitiv from my RStudio session that runs on a Unix server? Any help is appreciated ..read more

Hello, It seems rdp.HistoricalPricing.get_summaries_async function supports single universe. I am looking for dynamically requesting multiple universes using it. Can I find sample code in Python ..read more

Hello, I have been using the get_timeseries function and the get_data function in r but have not seemed to be able to pull Lipper historical data. Any ideas ..read more