[R-SIG-Finance] Datastream Interface
Brian G. Peterson
brian at braverock.com
Mon Feb 14 17:12:51 CET 2011
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
More information about the R-SIG-Finance
mailing list