[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, 


   - Brian

Brian G. Peterson
Ph: 773-459-4973
IM: bgpbraverock

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