How to download stock indices data from DataStream

Welcome to this data stream tutorial explaining how to find data for stock indices. Before watching this tutorial, we recommend that you first work through the guide logging on and getting started with data stream.

All that you’ve watched that tutorial, and we also recommend that you begin with our first video tutorial, which is company and equity data, as it goes through the steps a little more slowly with a bit more detail? I have data stream open and i also have excel open, so i’m on the data stream tab and i’m going to search for the ftse 100 to begin with, so i click on time series request and then i select find series now i’m in the navigator which helps us to find the codes, but it remembers the last thing you did so it’s still open on commodities! So, in order to clear that i just need to click on the cross! Here now i can choose single category and i can choose the equity indices, which is the part of the database that i need to be in for my search now, i’m ready to search for ftse100 and click on search?

It comes back with a list of matching codes. If i want to make sure i’ve got the right one, i simply click on it and then the information about that code appears below it’s. Usually the one with the most stars is the one that you’re after so it’s the top one. In my case, it’s got a 36-year history and it gives me more information about it here on these links, which are which are clickable. So i tick in the box, and i say use that puts that code into my time series request! Now? If i want aggregate data about the ftse, you know the combined values of all the companies within it. I can stay with it as it is, but if i’d like individual companies separated out, then i need to put an l in front of this code in order to tell the database that i want each company within it specified within the returned data. So i’ve put the l in now? That’s automatically made this display time series for each item in list? That’s what i want!

So i also tick that now beneath that i get the option to choose the data types that i’d like the default is set to price? So if you leave it blank and just run with the search, it will return the price for each company in the data set.

But if you want something specific go search for it, click on data types that takes you to the navigator make sure that you’re still within equity indices, which we are and then you can search for the variable you want! I’ve recently searched for market value? So that’s still here um, if it, if it wasn’t up here, it’d be blank, it would look like this. I’d need to choose equity indices and then i’d need to search for market value. So i’ll just show you that search and search, so the top one is the one i want. It’s got three stars which usually means it’s the one that you’re after click on it, to get information about the variable, even how it’s calculated! If that’s what you need to know and the countries for which that indices available and ticket to say you want to use it and then also click on use, and that returns the variable to your time series request box.

So now we just need to fill out the rest of this form? You need to say the start date that you want. The default is always for the last two years, minus 2y, but you can change that to a different number of years.

If you want, for example, minus 10y for the last 10 years, just make sure that the variable you’ve selected does allow for that length of time series analysis or you could put in a start date and an end date, i’m going to leave the frequency daily. That information is available for the code that i chose, but if it weren’t i’d, have to select one of these options instead, but i know it’s daily data, so i can keep it like that? I want row, titles, column, titles headings and i want the currency displayed. I want the button embedded and visible, but i do not want auto refresh and i’m ready to submit my inquiry that will just take a little while to chunter through because it’s got a lot of companies to return data on okay! It’s finished doing that, so you can see the date range that i’ve got the last two years and we’ve got the name of each company and then, if i just open up these a little bit wider, you can see that it is the market value that i’ve got returned for each one.

Okay, so that’s how you run a search on an indicee. You can also, if you want use data stream to return information on the sectors or industries that each company falls within. So i’m going to show you how to do that with a static request? So i’m going to just open a new sheet now down at the bottom and choose static request, and i’m going to show you how to do this with the nasdaq 100? So in the find series, with the find series button, i’m going to return to the navigator to do my search, and i just need to make sure that i’m still in equity indices, which i am now i can search for the nasdaq and click on search. It’s the nasdaq 100 that i want slightly odd is that it doesn’t have a box next to it for me to say use? That is a little strange also if i look beneath it, let’s just click on that, so i can show you this. It says it’s got 101 constituents, so it has got a full list of each constituent company within it? So this should work, but as i don’t have a box to tick to say, use instead, i’m just going to click on the symbol!

This is another way of getting the information into the into the search box, so i’ll click that that transports? The information back into my static request box note that it already has the l in front of it telling the database that i want each constituent of the list! Therefore, i want each named company now just beneath that! I need to tell it to return name so that i know which company is, which and also i want the industry name and the sector name for each country, each company. So for that i need to put in this code, i-c-b-i-n, comma and then i-c-b-s-n icbsn tells the database to return the sector name and icbin tells it to return the industry name and name tells it to give me the name of the particular companies! Okay, i don’t need to put in a date, because this is a static request? It’s just today and i want the normal headings displayed here, that currency is not relevant, so i’ll, deselect that and then submit okay. What i’ve now got, then, is the constituents of the nasdaq 100 in alphabetical order and then for each company. It tells me the industry name that it falls within and also the sector name and you’ve got the full list there.

Now it might be that you’d prefer to have the data round the other way?

So i’ll just show you how to do that? If we right click on refresh and choose the editor note that an option here in the table is transposed data. So if we do that, then it will be horizontal across the page, let’s resubmit and see whether that makes it easier to view, i think, that’s probably better. Okay. That brings us to the end of this tutorial on finding data within indices? I hope that was helpful. ?