The value behind that date is the sum of the days from that date, one month backwards.ĭatastream makes a difference between primary quotes and non-primary quotes – see the example of Google below. So: to know which days were summed, check the date in the first column. This request is probably what you want if you need monthly data. This is the result:Īgain, we checked the sum by adding the daily data. Then, we requested the VO of Google from until. In the third column we summed the VO-data for dates from the fourth column to check the data. We requested the VO of Google from on a monthly basis (no enddate entered). You don’t get the VO for a particular day of the month – you get a sum of the VO for all days in the month. #Download data from datastream download#When you download for example Turnover by volume (VO) Datastream does something else. If you enter as the start date you get the P and MV of the last trading day of each month.īe aware: this is not a monthly average – it’s just the data on one particular day of the month. Which day Datastream uses, depends on the start date entered in the request: if the start date is, you get the P and MV of the first (trading) day of each month. When you download the closing price (P) or market value (MV) of an equity with a monthly frequency, you get data for one day of each month. What happens when your serie has a daily frequency and you request the data with a monthly frequency? That depends on the datatype you request. Available options are Daily, Weekly, Monthly, Quarterly and Yearly. #Download data from datastream series#In a Time Series Request in Datastream you can choose the frequency. In the list of datatypes select the codes that start with ICB, the ones that start with FTSL are not available to us. #Download data from datastream code#ICB – you can request the industry, supersector, sector and subsector levels from the ICB classification – both the code and the name/description.In your output you will only see the SIC code, not a description. Worldscope gives up to 8 SIC codes per company, so in Datastream you can select SIC Code 1, SIC code 2 etc.
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