DatastreamDSWS

Python wrapper for the Datastream Web Services API (DSWS)

Connect to the Refinitiv Datastream database via Datastream Web Services. You need to have a Datastream subscription and a username/password to use this package. Please note that this is an official beta package. For support on this package, please contact Refinitiv team. The package includes all functionalities required to get data from Datastream, in the form of Python dataframes.

Requirements:

Install Python 3 on your machine Packages to be installed:

pandas requests datetime pytz

Package Installation:

pip install DatastreamDSWS

Configuration for Proxy and SSL Certificate setting:

DatastreamDSWS package is designed to accept the proxy details in a configuration file. Please refer the configuration file provided in the GitHub.

Usage of Configuration

The Proxy details (if any) can be provided under the section [proxy_details]. [ssl_verify] section is used for providing the path of the SSL certificate bundle file. An example of the configuration file entry is shown below: (DNS or the IP address should be provided for 'server')

[proxy_details] server=tpd-b.ten.thomsonreuters.com username=basic password=basic123 port=4008 [ssl_verify] certificate=

The parameters should be left empty in case there is no data, as shown above for 'certificate'.

Providing the Configuration file in the package:

The path of the configuration file needs to be provided in the code for 'config' parameter

Example: import DatastreamDSWS as dsws ds = dsws.Datastream(username='XXXXXXX', password='XXXXXXX', config=C:\Test\Config.ini)

If there are no Proxy details or SSL certificate file to be provided, the package can be used as shown below.

Usage

1. import the 'DatastreamDSWS' package
2. authenticate with your username and password

3. Using get_data

import DatastreamDSWS as dsws

ds = dsws.Datastream(username='XXXXXXX', password='XXXXXXX') df = ds.get_data(tickers='VOD', fields=['P'], start ='2017-01-01', end = '-5D') print(df)

For static data:

df = ds.get_data(tickers='VOD', fields=['VO','P'], start='2017-01-01', kind = 0)

#Output: #Instrument Datatype Value Dates 0 VOD VO 36773.80 2017-01-01 1 VOD P 199.85 2017-01-01

For time series:

df = ds.get_data(tickers='VOD', fields=['P','MV','VO'], start='-10D', end='-0D', freq='D')

Output: Instrument VOD Field P MV VO Date 2017-11-21 229.75 61283.06 55100.4 2017-11-22 228.75 61016.34 79602.5 2017-11-23 225.40 60122.75 35724.1 2017-11-24 225.50 60149.44 42918.0 2017-11-27 224.60 59909.38 50355.3 2017-11-28 226.45 60402.83 49027.0 2017-11-29 225.25 60082.74 61618.1 2017-11-30 224.30 59829.99 95423.4 2017-12-01 224.00 59749.96 54855.4

4. Using get_bundle_data

ds = dsws.Datastream("xxxxxxx", "xxxxxxxxx") reqs =[] reqs.append(ds.post_user_request(tickers='VOD',fields=['VO','P'],start='2017-01-01', kind = 0))#ststic data reqs.append(ds.post_user_request(tickers='U:BAC', fields=['P'], start='1975-01-01', end='0D', freq = "Y"))#Timeseries data df = ds.get_bundle_data(bundleRequest=reqs) print(df)

Instrument Datatype Value Dates 0 VOD VO 36773.80 2017-01-01 1 VOD P 199.85 2017-01-01, Instrument Dates U:BAC Field P 0 1975-01-01 0.9375 1 1976-01-01 1.2188 2 1977-01-01 1.5313 3 1978-01-01 1.4219 .....

5. Retrieving data for a List

import DatastreamDSWS as dsws dst = dsws.Datastream(username="xxxxx", password="xxxxx")

df = ds.get_data(tickers="LS&PCOMP|L",fields =["NAME"], kind=0) print(df)

Note that we should specify |L in tickers, for List.

Output: Instrument Datatype Value Dates 0 891399 NAME AMAZON.COM 2019-01-21 1 916328 NAME ABBOTT LABORATORIES 2019-01-21 2 545101 NAME AES 2019-01-21 3 777953 NAME ABIOMED 2019-01-21 ......

6. Retrieving data for Expressions

import DatastreamDSWS as dsws ds = dsws.Datastream(username="xxxxx", password="xxxxx")

df = ds.get_data(tickers='PCH#(VOD(P),3M)|E', start="20181101",end="-1M", freq="M") print(df)

Note that we should specify |E in tickers, for Expressions.

Output: Instrument Dates PCH#(VOD(P), 3M) Field
0 2018-11-01 -17.82 1 2018-12-01 0.91

Using Symbol substitution:

df =ds.get_data(tickers='VOD, U:JPM',fields=['PCH#(X(P),-3M)'], freq="M")

Instrument Dates VOD U:JPM Field PCH#(X(P),-3M) PCH#(X(P),-3M) 0 2018-02-07 -3.07 14.2987 1 2018-03-07 -10.25 9.6635 2 2018-04-07 -13.85 0.6923 3 2018-05-07 0.24 -3.1009 4 2018-06-07 -8.30 -3.4254 5 2018-07-07 -6.37 -4.6109 ......

7. Retrieving data for NDOR

df = ds.get_data(tickers='USGDP…D',fields=['DS.NDOR1'])

Output: Instrument Datatype Value 0 USGDP...D DS.NDOR1_DATE 2019-02-11 1 USGDP...D DS.NDOR1_DATE_LATEST 2019-02-19 2 USGDP...D DS.NDOR1_TIME_GMT NA 3 USGDP...D DS.NDOR1_DATE_FLAG Estimated 4 USGDP...D DS.NDOR1_REF_PERIOD 2018-11-15 5 USGDP...D DS.NDOR1_TYPE NewValue

8. Retrievung data for Point In Time

df = ds.get_data(tickers='CNCONPRCF(DREL1)', fields=['(X)'], start='-2Y', end='0D', freq='M')

Output: Instrument Dates CNCONPRCF(DREL1) Field (X) 0 2017-02-15 2017-03-24 1 2017-03-15 2017-04-21 2 2017-04-15 2017-05-19 3 2017-05-15 2017-06-23 4 2017-06-15 2017-07-21 5 2017-07-15 2017-08-18

9. Usage Stats

df = ds.get_data(tickers='STATS', fields=['DS.USERSTATS'], kind=0)

Output: Instrument Datatype Value Dates 0 STATS User xxxxxxx 2019-02-08 1 STATS Hits 147 2019-02-08 2 STATS Requests 113 2019-02-08 3 STATS Datatypes 660 2019-02-08 4 STATS Datapoints 23213 2019-02-08 5 STATS Start Date 2019-02-01 2019-02-08 6 STATS End Date 2019-02-28 2019-02-08

Acknowledgements

Thanks to Joris (hoenie-ams) for his work on https://github.com/hoenie-ams/PyDSWS