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Lecture 6

The document provides a detailed guide on using Datastream for accessing stock data, including how to perform static and time series requests, create lists, and manage data exports. It outlines the steps for selecting stocks, data types, and date ranges, as well as instructions for importing data into R. Additionally, it emphasizes the importance of managing data requests efficiently and avoiding firms with strings in their names for accurate analysis.

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jolien.bastijns
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6 views2 pages

Lecture 6

The document provides a detailed guide on using Datastream for accessing stock data, including how to perform static and time series requests, create lists, and manage data exports. It outlines the steps for selecting stocks, data types, and date ranges, as well as instructions for importing data into R. Additionally, it emphasizes the importance of managing data requests efficiently and avoiding firms with strings in their names for accurate analysis.

Uploaded by

jolien.bastijns
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Lecture 7: datastream

Datastream is confidential

3th floor, red binder and then lonely pc on which you can access datastream -> registration info
provided in red binder

Static request: know information about certain stocks on certain datatype on 1 moment in type

Times series request: wanna know data for a longer time series

Static request: left corner in excel

1) select series= stocks you want info on -> on left you see type of info
magnificent 7: look at stock performance of Sen P500 -> primarily driven by 7 stocks :
Microsoft, apple, tesla, meta, alphabet, amazon and include twitter extra
manual: -> select them and then click on use -> right corner you can see which selected
2) Select datatype: market value, return index (RI), price -> select them and then use
3) Set the date month/day/year
4) Select options

Time series

1) Select series
2) Select datatype: RI
3) Select start and end date and frequency -> colums firms and row observations -> different
file/sheet for different datatype -> only trading days included -> if company is delisted serie is
stable
Important to see where you cursor is -> set it at top right

List creation:

1) Select series: magnificent seven


2) Provide description
3) User created list
4) Mnemonic X#MAGN7
5) Create indices: we can select weighting: equal weighting
6) Create market category: Belgian stock market
7) Select currency: euro
8) Type: equitt
9) Activity: active and dead
10) Base date, sector leave it as it is
11) Security: major = A, minor = B -> select major -> choose the top with the most stars; stars
represent popularity of being selected by people on datastream bv facebook have A and B
class -> B traded publicly and A class is shares of mark zuckenberg
Typically use the major listing, but for Germany you use main exchange -> xetra is coming up
so choose this
12) Quote: primary
13) Export bottom to excel, this bottom wont appear if you have to many stocks: more than 9000
(can be case if you look at US data)

Request table:
Each row is a request

1) Update no
2) Request: time series request
3) Format: row title, column title, headings
4) Import excel data: select data in excel , go to notepad and paste it and then copy again and
paste in word then find and replace the line break: find what: p^ and then replace with ,
If you wanne use request table use not to much data and then put it in request table
5) Datatype: RI or with volume data: (X(RI)~E)*1000 to get better view
6) Data destination
7) Process table
Create different file for each datatype

Paper about datastream!!! -> zie p 9 -> avoid firms with strings in name and identify crosslisting with
paranthesis in name

Manual on educloud

How to import data in R:

1) Create new project

Manually:

1) Go to right environment and import from excel: select file


2) Scroll down and remove header: tell program to skip rows
3) Select code and copy
4) Matrix allow only data from same datatype, so use datafram: allow data from different
datatype -> create xts :: xts matrix -> if you wanna know cheat sheet on google
5) Vector with firm names with grep -> you can look for pattern and you do that in firm names

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