[R-SIG-Finance] Datastream Interface

Pierre Lapointe pierrelap at gmail.com
Mon Feb 14 19:24:04 CET 2011


There is now way to access Datastream from R at this time. It used to
be accessible through a free interface called zappy (XML). But
Datastream discontinued it.

Matlab has an API to Datastream, but you have to pay a fee to
Datastream for it.
http://www.mathworks.com/help/toolbox/datafeed/datastream.fetch.html

The last time I spoke to my Datastream rep., there was no plan to
offer 1) a free API and 2) a way to connect through R.

This is why I try to work as much as possible using the Bloomberg API
(through RBloomberg).

For Datastream data, I have several Excel request tables that I update
with the "AFO Index.xlsx" file at night. Everything  runs
automatically using Scheduler (Windows program). My R programs then
read the excel data through read.xlsx.

Pierre Lapointe
Global Macro Strategist

Brockhouse Cooper


On Mon, Feb 14, 2011 at 11:21 AM, Hixon, Scott R.
<Scott.Hixon at invesco.com> wrote:
> Datastream does indeed still exist as a product.  However, to my
> knowledge there is not a way to directly access it using R.
>
>
>
> ________________________________________
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> Scott Hixon, CFA
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> Head of Investment Research
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