Package 'DatastreamR'

Description

An RC class for accessing Datastream content through Datastream Web services API

Value

DataClient object

Super class

DatastreamR::DSConnect -> DataClient

Public fields

Methods

Public methods

• DataClient$new()

• DataClient$getData()

• DataClient$getDataframe()

• DataClient$formatDataRequest()

• DataClient$getDataBundle()

• DataClient$toDataframe()

• DataClient$clone()

Method new()

Initialize method to create Datastream Object

Usage

DataClient$new(
  config = NULL,
  username = "",
  password = "",
  proxys = NULL,
  sslCer = NULL
)

Arguments

Details

Creates Datastream RC object for accessing Datastream content through Datastream Web Services API

Returns

DataClient object

Examples

\dontrun{
 # ds = DataClient$new(NULL, "YourID", "YourPswd")

 #  OR

 # Login using config file
 # Config file details provided in DSConnect.R
 ds = DataClient("Config.ini")

 # Timeseries requests

 df = tryCatch (
   {ds$getData(tickers="VOD", fields=list("PH","PL"),
               start='2022-01-12', end='2022-07-13', kind=1)},
   error = function(e) { stop (message(e))})
   print(df)

 # Snapshot requests

 df = tryCatch (
 { ds$getData(tickers="VOD", fields=list("PH", "PL"),
              start='2022-01-12', kind=0)},
 error = function(e) { stop (message(e))})
 print(df)
}

Method getData()

getData posts the JSON formatted request and the JSON response is then converted to Dataframe, if dataToDF is TRUE.

Usage

DataClient$getData(
  tickers,
  fields = NULL,
  start = "",
  end = "",
  freq = "D",
  kind = 1,
  properties = NULL
)

Arguments

Returns

Response Class

Method getDataframe()

getDataframe posts the JSON formatted request and the JSON response is then converted to Dataframe

Usage

DataClient$getDataframe(
  tickers,
  fields = NULL,
  start = "",
  end = "",
  freq = "D",
  kind = 1,
  properties = NULL
)

Arguments

Returns

Dataframe

Method formatDataRequest()

This method formats the request provided by client (in form of tickers and fields) to the JSON formatted request.

Usage

DataClient$formatDataRequest(
  tickers,
  fields = NULL,
  start = "",
  end = "",
  freq = "D",
  kind = 1
)

Arguments

Returns

JSON formatted data request

Method getDataBundle()

getData posts the JSON formatted request and the JSON response is then converted to Dataframe, if dataToDF is TRUE.

Usage

DataClient$getDataBundle(dataRequests, properties = NULL)

Arguments

Returns

Response Class

Method toDataframe()

Converts the Class response into a Dataframe which can be further used to plot

Usage

DataClient$toDataframe(dataResponse)

Arguments

Returns

Dataframe

Method clone()

The objects of this class are cloneable with this method.

Usage

DataClient$clone(deep = FALSE)

Arguments

Examples

## ------------------------------------------------
## Method `DataClient$new`
## ------------------------------------------------

## Not run: 
 # ds = DataClient$new(NULL, "YourID", "YourPswd")

 #  OR

 # Login using config file
 # Config file details provided in DSConnect.R
 ds = DataClient("Config.ini")

 # Timeseries requests

 df = tryCatch (
   {ds$getData(tickers="VOD", fields=list("PH","PL"),
               start='2022-01-12', end='2022-07-13', kind=1)},
   error = function(e) { stop (message(e))})
   print(df)

 # Snapshot requests

 df = tryCatch (
 { ds$getData(tickers="VOD", fields=list("PH", "PL"),
              start='2022-01-12', kind=0)},
 error = function(e) { stop (message(e))})
 print(df)

## End(Not run)

Description

initializer

initializer

Public fields

Methods

Public methods

• DSConnect$new()

• DSConnect$getJsonResponse()

• DSConnect$getToken()

• DSConnect$IsValid()

• DSConnect$CheckToken()

• DSConnect$clone()

Method new()

DSConnect connects to the Datastream web service on behalf of derived classes and helps to send and retrieve data

DSConnect connects to the Datastream web service on behalf of derived classes

Usage

DSConnect$new(
  config = NULL,
  username = NA,
  password = NA,
  proxies = NULL,
  sslCert = NULL,
  service = NULL
)

Arguments

Details

user details can be supplied from a config file or passed directly as parameters in the constructor of the derived user object type class.

   1) Using ini file (e.g. config.ini) with format

   [credentials]
   username=YourID
   password=YourPwd

   [proxies]
   url=Your Proxy Url
   port=Proxy port
   username=Proxy Username
   password=Proxy Password

   [cert]
   sslCertFile=YourCertFile
   #only read if no sslCertFile entry
   sslCertPath=YourCertPath

Method getJsonResponse()

This method makes the query against the API service and does some basic error handling

Usage

DSConnect$getJsonResponse(requestUrl, request)

Arguments

Method getToken()

getToken uses you credentials to try and obtain a token to be used in subsequent request for data. The returned token is valid for 24 hours

Usage

DSConnect$getToken()

Method IsValid()

IsValid checks whether the token is valid against the token expiry time

Usage

DSConnect$IsValid()

Method CheckToken()

CheckToken checks whether the token is valid against the token expiry time and generates new token if the token has expired.

Usage

DSConnect$CheckToken()

Method clone()

The objects of this class are cloneable with this method.

Usage

DSConnect$clone(deep = FALSE)

Arguments

Description

This list is a supporting attribute for the CarryIndicator properties of the DSTimeSeriesRequestObject and DSTimeSeriesResponseObjects. When you supply data which contains 'Not A Number' values (NaN) to denote non trading days, this list instructs the mainframe in how to store the values.

Usage

DSTimeSeriesCarryIndicator

Format

An object of class list of length 3.

Value

numeric

Fields

Yes

Any incoming NaN values are replaced with the last non-NaN value (e.g. 1,2,3,NaN,5,NaN,7,8 will be converted and stored as 1,2,3,3,5,5,7,8).

No

Any incoming NaN values are stored as is and returned as NaN values.

Pad

This is similar to YES, but also pads the final value for any dates your users may request beyond the last date in your timeseries.
For example, if your timeseries supplies just 3 values 1, NaN and 3, and your user requests a range of dates two days before and two days after your range, your user will receive the following values:
No: NaN, NaN, 1, NaN, 3, NaN, NaN
Yes: NaN, NaN, 1, 1, 3, NaN, NaN
Pad: NaN, NaN, 1, 1, 3, 3, 3

Description

This class is a supporting attribute for the DateInput property of the DSTimeSeriesRequestObject. It is used to supply the raw data for the timeseries.

Value

DSTimeSeriesDataInput object

Public fields

Methods

Public methods

• DSTimeSeriesDataInput$new()

• DSTimeSeriesDataInput$clone()

Method new()

Usage

DSTimeSeriesDataInput$new(
  startDate = NULL,
  endDate = NULL,
  frequency = DSUserObjectFrequency$Daily,
  values = NULL
)

Arguments

Returns

DSTimeSeriesDataInput object

Method clone()

The objects of this class are cloneable with this method.

Usage

DSTimeSeriesDataInput$clone(deep = FALSE)

Arguments

Note

Datastream takes the StartDate, Frequency and Values properties defined here and creates the timeseries based only on these parameters.The EndDate is not actually used internally other than for logging purposes. The true end date is calculated based on the start date, frequency and the supplied list of values. Supply too few or too many values and the mainframe will accept them and set the end date accordingly based on the given frequency for the item.

Description

This list is a supporting attribute for the DateAlignment properties of the DSTimeSeriesRequestObject and DSTimeSeriesResponseObjects. When you supply monthly, quarterly or annual data, the dates are stored internally as the first day of the given period and always returned to you through this interface as the first date of the given period. However, when your users request data from Datastream, you can specify whether the dates returned to users are returned with dates set as the start, mid or end of the requested period

Usage

DSTimeSeriesDateAlignment

Format

An object of class list of length 3.

Value

numeric

Fields

EndPeriod

This will return dates to your users that represent the last day of the month, quarter or year.

StartPeriod

This will return dates to your users that represent the first day of the month, quarter or year.

MidPeriod

This will return dates to your users that represent the middle of the month (15th day), quarter (15th of the middle month) or year (30th June).

Description

This class is a supporting attribute for the DateInfo property of the DSTimeSeriesResponseObject. It describes the basic range of data for the timeseries.

The DateRange property (DSTimeSeriesDateRange described above) of the DSTimeSeriesResponseObject always returns the dates for a given frequency as the first date in each period (e.g. 2022-01-01, 2020-04-01, etc. for quarterly frequencies). However, The StartDate and EndDate values returned in this class for the DSTimeSeriesResponseObject reflect the start and end dates of the range of dates that would be returned to users requesting the data via Datastream For Office, charting, etc. This depends on the DateAlignment property (DSTimeSeriesDateAlignment) of the timeseries. The start and end dates returned here will be either the start, mid or end dates for the set frequency based on the DateAlignment property (see DSTimeSeriesDateAlignment).

Value

DSTimeSeriesDateInfo object

Public fields

Methods

Public methods

• DSTimeSeriesDateInfo$new()

• DSTimeSeriesDateInfo$clone()

Method new()

Usage

DSTimeSeriesDateInfo$new(jsonDict)

Arguments

Returns

DSTimeSeriesDateInfo object

Method clone()

The objects of this class are cloneable with this method.

Usage

DSTimeSeriesDateInfo$clone(deep = FALSE)

Arguments

Description

This class is a supporting attribute for the DateRange property of the DSTimeSeriesResponseObject. It returns the raw data for the timeseries. The DateRange property of the DSTimeSeriesResponseObject always returns the dates for a given frequency as the first date in each period. (e.g. 2022-01-01, 2020-04-01, etc. for quarterly frequencies). You specify whether you want your users to receive either the first, mid or end dates in the given period by setting the DateAlignment property (DSTimeSeriesDateAlignment) of the DSTimeSeriesRequestObject.

When you retrieve a list of all your available timeseries using the GetAllItems method, since this list could contain many thousand timeseries objects, the Dates and Values lists will always be NULL. Only the ValuesCount field will be set to reflect the number of datapoints available for each item. You need to request an individual timeseries (GetItem method) in order to receive a response containing actual data in the Dates and Values properties.

Value

DSTimeSeriesDateRange object

Public fields

Methods

Public methods

• DSTimeSeriesDateRange$new()

• DSTimeSeriesDateRange$clone()

Method new()

Usage

DSTimeSeriesDateRange$new(jsonDict, convertNullToNans = FALSE)

Arguments

Returns

DSTimeSeriesDateRange object

Method clone()

The objects of this class are cloneable with this method.

Usage

DSTimeSeriesDateRange$clone(deep = FALSE)

Arguments

Description

DSTimeSeriesDateRangeResponse is the object returned from the timeseries GetTimeseriesDateRange method. This method allows you to determine the supported dates between given start and end dates at a specified frequency.

Value

DSTimeSeriesDateRangeResponse object

Public fields

Methods

Public methods

• DSTimeSeriesDateRangeResponse$new()

• DSTimeSeriesDateRangeResponse$clone()

Method new()

Usage

DSTimeSeriesDateRangeResponse$new(jsonDict = NULL)

Arguments

Returns

DSTimeSeriesDateRangeResponse object

Method clone()

The objects of this class are cloneable with this method.

Usage

DSTimeSeriesDateRangeResponse$clone(deep = FALSE)

Arguments

Description

This list is a supporting attribute for the FrequencyConversion properties of the DSTimeSeriesRequestObject and DSTimeSeriesResponseObjects. This enumeration specifies how to return values if your end users requests the timeseries at a lower frequency. For example: if your timeseries has daily frequency data, and your user requests monthly or quarterly data, the FrequencyConversion property instructs the mainframe how to return monthly or quarterly data.

Usage

DSTimeSeriesFrequencyConversion

Format

An object of class list of length 4.

Value

numeric

Fields

EndValue

The daily value for the end of the requested period will be returned.

AverageValue

The average of all the values for the requested period will be returned.

SumValues

The sum of all the values for the requested period will be returned.

ActualValue

The actual value for the requested start date will be returned for the same given date in the requested period.

Description

This is a subclass of DSTimeSeriesUserObjectBase and is used to create or modify a timeseries. (See DSTimeSeriesUserObjectBase for details of all the superclass properties.)

Value

DSTimeSeriesRequestObject object

Super classes

DatastreamR::DSUserObjectBase -> DatastreamR::DSTimeSeriesUserObjectBase -> DSTimeSeriesRequestObject

Public fields

Methods

Public methods

• DSTimeSeriesRequestObject$new()

• DSTimeSeriesRequestObject$clone()

Method new()

Usage

DSTimeSeriesRequestObject$new(
  id = "",
  startDate = NULL,
  endDate = NULL,
  frequency = NULL,
  values = NULL
)

Arguments

Returns

DSTimeSeriesRequestObject object

Method clone()

The objects of this class are cloneable with this method.

Usage

DSTimeSeriesRequestObject$clone(deep = FALSE)

Arguments

Description

This is a subclass of DSTimeSeriesUserObjectBase and is used to return the details for a timeseries. (See DSTimeSeriesUserObjectBase for details of all the superclass properties.)

Value

DSTimeSeriesResponseObject object

Super classes

DatastreamR::DSUserObjectBase -> DatastreamR::DSTimeSeriesUserObjectBase -> DSTimeSeriesResponseObject

Public fields

Methods

Public methods

• DSTimeSeriesResponseObject$new()

• DSTimeSeriesResponseObject$clone()

Method new()

Usage

DSTimeSeriesResponseObject$new(jsonDict = NULL, convertNullToNans = FALSE)

Arguments

Returns

DSTimeSeriesResponseObject object

Method clone()

The objects of this class are cloneable with this method.

Usage

DSTimeSeriesResponseObject$clone(deep = FALSE)

Arguments

Description

This is the base object for creating or requesting timeseries data. It has two subclasses DSTimeSeriesRequestObject and DSTimeSeriesResponseObject. It defines the basic attributes for a timeseries. It subclasses DSUserObjectBase which defines the basic attributes common to all five user created item types supported by the API.

Specifics of some of the properties of the DSUserObjectBase superclass
———————————————————————-
ID
The ID property is defined in DSUserObjectBase but has a specific format for timeseries. Timeseries IDs must be 8 alphanumeric characters long, start with TS followed by 6 uppercase alphanumeric characters. For example: TSTEST01, TS123456, TSMYTEST, etc.
Mnemonic
The Mnemonic property is defined in DSUserObjectBase but should always be left empty or set the same as the ID property for timeseries requests. As a safety measure, this class always ensures it's the same as the ID. In a response from the API server, the value will always be the same as the ID.
(see DSUserObjectBase for a description of the other properties)

DSTimeSeriesUserObjectBase specific properties

Value

DSTimeSeriesUserObjectBase object

Super class

DatastreamR::DSUserObjectBase -> DSTimeSeriesUserObjectBase

Public fields

Methods

Public methods

• DSTimeSeriesUserObjectBase$new()

• DSTimeSeriesUserObjectBase$clone()

Method new()

Usage

DSTimeSeriesUserObjectBase$new(jsonDict)

Arguments

Returns

DSTimeSeriesUserObjectBase object

Method clone()

The objects of this class are cloneable with this method.

Usage

DSTimeSeriesUserObjectBase$clone(deep = FALSE)

Arguments

Description

All user created objects have a flag specifying if they can be modified by the u All items that have their ShareType property set to DSUserObjectShareTypes. PrivateUserGroup will also have their AccessRight property set to ReadWrite. Global expression objects, not being editable by users, will have the AccessRight property set to Read.

Usage

DSUserObjectAccessRights

Format

An object of class list of length 2.

Value

numeric

Description

DSUserObjectBase is the base object for all five user object types. It defines the properties common to all the types

Value

DSUserObjectBase object

Public fields

Methods

Public methods

• DSUserObjectBase$new()

• DSUserObjectBase$SetSafeUpdateParams()

• DSUserObjectBase$clone()

Method new()

Initialize

Usage

DSUserObjectBase$new(jsonResp = NULL)

Arguments

Returns

DSUserObjectBase object

Method SetSafeUpdateParams()

The following parameters are set only in response when we query for user created items. This method is called before Create or Update to ensure safe values set prior to JSON encoding

Usage

DSUserObjectBase$SetSafeUpdateParams()

Returns

No return value

Method clone()

The objects of this class are cloneable with this method.

Usage

DSUserObjectBase$clone(deep = FALSE)

Arguments

Description

Regressions and Timeseries objects specify a frequency for the underlying data. DSUserObjectFrequency defines the supported frequencies.

Usage

DSUserObjectFrequency

Format

An object of class list of length 5.

Value

numeric

Description

This is the object returned for the client class' GetAllItems query only.

For GetAllItems queries only, the returned objects will not have all their property fields set.
Specifically for below:
Expression: All property fields are fully populated.
Index: The ConstituentsCount property will correctly specify the number of constituents but the Constituents property will be NULL.
List: The ConstituentsCount property will correctly specify the number of constituents but the Constituents property will be NULL.
Regression: All property fields are fully populated.
Timeseries: The ValuesCount field of the DateRange property will specify the number of date value pairs, but the Dates and Values fields will be NULL.
You need to query for the individual object using the GetItem request to retrieve the full content for the object.

Value

DSUserObjectGetAllResponse object

Public fields

Methods

Public methods

• DSUserObjectGetAllResponse$new()

• DSUserObjectGetAllResponse$clone()

Method new()

Initialize

Usage

DSUserObjectGetAllResponse$new(jsonResp = NULL)

Arguments

Returns

DSUserObjectGetAllResponse object

Method clone()

The objects of this class are cloneable with this method.

Usage

DSUserObjectGetAllResponse$clone(deep = FALSE)

Arguments

Description

This is the object returned from the client class' GetItem, CreateItem, UpdateItem and DeleteItem requests.

Value

DSUserObjectResponse object

Public fields

Methods

Public methods

• DSUserObjectResponse$new()

• DSUserObjectResponse$clone()

Method new()

Initialize

Usage

DSUserObjectResponse$new(jsonResp = NULL)

Arguments

Returns

DSUserObjectResponse object

Method clone()

The objects of this class are cloneable with this method.

Usage

DSUserObjectResponse$clone(deep = FALSE)

Arguments

Description

All client methods to retrieve or modify user created items return a respone object which includes a ResponseStatus property.The ResponseStatus property specifies success or failure for the request using a DSUserObjectResponseStatus value

Response Values:
UserObjectSuccess : The request succeeded and the response object's UserObject(s) property should contain the (updated) object (except for DeleteItem method).
UserObjectPermissions : Users need to be specifically permissioned to create custom objects. This flag is set if you are not currently permissioned.
UserObjectNotPresent : Returned if the requested ID does not exist.
UserObjectFormatError : Returned if your request object is not in the correct format.
UserObjectTypeError : Returned if your supplied object is not the same as the type specified.
UserObjectError : The generic error flag. This will be set for any error not specified above.

Examples are:
1.Requested object ID is not present
2.You have exceeded the number of custom objects permitted on your account.

Usage

DSUserObjectResponseStatus

Format

An object of class list of length 6.

Value

numeric

Description

All user created objects have a flag specifying how they are shared with other users. Currently only PrivateUserGroup and Global are supported.

PrivateUserGroup are items created by any Datastream ID that shares a parent Datastream ID with your ID. Only children of the parent ID can access the user o Expressions can be either PrivateUserGroup or Global. Like the other object types, PrivateUserGroup items are items created by users and visible to just children of their Datastream parent ID. PrivateUserGroup expressions have the ID signature Eaaa, where 'a' is any alphabetical character.

Global expressions are Datastream owned expressions that are available for use by any client. These have the signature nnnE, where n is a digit. Global expressions can be retrieved using the API service, but you cannot modify them. Only your PrivateUserGroup items can be modified.

Usage

DSUserObjectShareTypes

Format

An object of class list of length 5.

Value

numeric

Description

Five user created types are supported. When the client classes communicate with the API server, a DSUserObjectTypes property is set to specify the object type. Responses from the API server also specify the type of the object being returned.

Usage

DSUserObjectTypes

Format

An object of class list of length 6.

Value

numeric

Description

This is the client class that manages the connection to the API server on your behalf. It allows you to query for all your timeseries and to create/modify new timeseries.

Details

Methods Supported
GetAllItems : Allows you to query for all the current timeseries available for your use.
GetItem : Allows you to download the details of a specific timeseries item.
GetTimeseriesDateRange : Allows you to determine the supported timeseries dates between supplied start and end dates at a specified frequency.
CreateItem : Allows you to create a new timeseries item with up to 130 years of daily data.
UpdateItem : Allows you to update an existing timeseries.
DeleteItem : Allows you to delete an existing timeseries.

Value

TimeSeriesClient object

Super class

DatastreamR::DSConnect -> TimeSeriesClient

Public fields

Methods

Public methods

• TimeSeriesClient$new()

• TimeSeriesClient$.checkValidTimeseriesId()

• TimeSeriesClient$.checkTimeSeriesReqValidity()

• TimeSeriesClient$.checkKeyTimeseriesProperties()

• TimeSeriesClient$.asGetAllResponse()

• TimeSeriesClient$.asGetResponse()

• TimeSeriesClient$.jsonRequestEncoder()

• TimeSeriesClient$.jsonResponseDecoder()

• TimeSeriesClient$GetAllItems()

• TimeSeriesClient$GetItem()

• TimeSeriesClient$CreateItem()

• TimeSeriesClient$UpdateItem()

• TimeSeriesClient$DeleteItem()

• TimeSeriesClient$GetTimeseriesDateRange()

• TimeSeriesClient$clone()

Method new()

User details can be supplied from a config file or passed directly as parameters in the constructor of the derived user object type class. (See the DSConnect superclass for a description of the connection parameters required)

Usage

TimeSeriesClient$new(
  config = NULL,
  username = NULL,
  password = NULL,
  proxies = NULL,
  sslCer = NULL
)

Arguments

Details

Timeseries Properties:
useNaNforNotANumber : Non-trading days are stored as double NaNs on Datastream, JSON protocol permits NaNs as valid numbers. Thus, all the NULLs in the converted to NaNs in the JSON requests. Responses contain the NULLs, But this should be converted to Nans for Plotting purposes. If you want to receive NaN float values, set useNaNforNotANumber to TRUE, any NULLs in the returned array of float values will be converted to NaNs.

Returns

TimeSeriesClient object

Method .checkValidTimeseriesId()

A helper method to check the timeseries Id

Usage

TimeSeriesClient$.checkValidTimeseriesId(inputId)

Arguments

Returns

NULL if Timeseries id is valid else error string

Method .checkTimeSeriesReqValidity()

A helper method to check some of the mandatory fields of timeseries for its validity

Usage

TimeSeriesClient$.checkTimeSeriesReqValidity(tsItem)

Arguments

Returns

NULL if Timeseries id is valid else error string

Method .checkKeyTimeseriesProperties()

A helper method to check the Timeseries properties

Usage

TimeSeriesClient$.checkKeyTimeseriesProperties(tsItem)

Arguments

Returns

NULL if Timeseries id is valid else error string

Method .asGetAllResponse()

A helper method which converts the JSON response to GetAllResponse Object

Usage

TimeSeriesClient$.asGetAllResponse(jsonDict)

Arguments

Returns

DSUserObjectGetAllResponse object

Method .asGetResponse()

A helper method which converts the JSON response to GetResponse Object

Usage

TimeSeriesClient$.asGetResponse(jsonDict)

Arguments

Returns

DSUserObjectResponse object

Method .jsonRequestEncoder()

A helper method that reformats the raw request to JSON format

Usage

TimeSeriesClient$.jsonRequestEncoder(request)

Arguments

Returns

return JSON formatted list

Method .jsonResponseDecoder()

A helper method that converts JSON Response to a given class response type

Usage

TimeSeriesClient$.jsonResponseDecoder(jsonResp, responseType)

Arguments

Returns

return DSUserObjectGetAllResponse or DSUserObjectGetResponse object

Method GetAllItems()

This method returns all the current timeseries you can use in Datastream queries.

Usage

TimeSeriesClient$GetAllItems()

Returns

DSUserObjectGetAllResponse object

Method GetItem()

GetItem returns the details for an individual timeseries.

Usage

TimeSeriesClient$GetItem(itemId)

Arguments

Returns

DSUserObjectResponse object

Method CreateItem()

This method attempts to create the given DSTimeSeriesRequestObject via the API service

Usage

TimeSeriesClient$CreateItem(newItem, overWrite = FALSE, skipItemReturn = FALSE)

Arguments

Returns

DSUserObjectResponse object

Method UpdateItem()

This method attempts to modify a timeseries item using the given DSTimeSeriesRequestObject via the API service

Usage

TimeSeriesClient$UpdateItem(item, skipItemReturn = FALSE)

Arguments

Returns

DSUserObjectResponse object

Method DeleteItem()

DeleteItem allows you to delete an existing timeseries

Usage

TimeSeriesClient$DeleteItem(itemId)

Arguments

Returns

No return value

Method GetTimeseriesDateRange()

This method allows you to determine the supported dates between supplied start and end dates at a specified frequency.

Usage

TimeSeriesClient$GetTimeseriesDateRange(
  startDate,
  endDate,
  frequency = DSUserObjectFrequency$Daily
)

Arguments

Returns

DSTimeSeriesDateRangeResponse object

Method clone()

The objects of this class are cloneable with this method.

Usage

TimeSeriesClient$clone(deep = FALSE)

Arguments

Note

: You need a Datastream ID which is permissioned to access the Datastream APIs. In addition, this ID also needs to be permissioned to access the custom user object service. Attempting to access this service without these permissions will result in a permission denied error response.

: For Daily and Weekly frequencies, if the supplied startDate falls on a weekend or a trading holiday, the returned starting date will be the first trading day before the given start date. If the supplied endDate falls on a weekend or a trading holiday, the returned final date will be the last trading day before the given end date. For Weekly frequencies, this will be the last date which matches the day of the week for the first returned start date.

For Monthly, Quarterly and Yearly frequencies, the returned dates are always the 1st day of each month, quarter or year. The returned start and end dates are always the 1st days of the requested month, quarter or year that the given start and end dates fall within.

: For Daily and Weekly frequencies, if the supplied startDate falls on a weekend or a trading holiday, the returned starting date will be the first trading day before the given start date. If the supplied endDate falls on a weekend or a trading holiday, the returned final date will be the last trading day before the given end date. For Weekly frequencies, this will be the last date which matches the day of the week for the first returned start date.

For Monthly, Quarterly and Yearly frequencies, the returned dates are always the 1st day of each month, quarter or year. The returned start and end dates are always the 1st days of the requested month, quarter or year that the given start and end dates fall within.

Examples

{
 # first logon with your credentials.
 # Creating a TimeSeriesClient instance with your credentials
 # automatically logs on for you.

 timeseriesClient = TimeSeriesClient$new(NULL, 'YourID', 'YourPwd')

 # query for all your current timeseries items

 itemsResp = timeseriesClient$GetAllItems()
 if (!is.null(itemsResp))
 {
   if (itemsResp$ResponseStatus != DSUserObjectResponseStatus$UserObjectSuccess)
   {
     # Your Datastream Id might not be permissioned for managing
     # user created items on this API

     print(paste('GetAllItems failed with error ',
     names(DSUserObjectResponseStatus)[[itemsResp$ResponseStatus + 1]],
     ': ', itemsResp$ErrorMessage))

   }
   else if (!is.null(itemsResp$UserObjects) & itemsResp$UserObjectsCount > 0)
   {
     # You do have access to some timeseries
     # Here we just put the timeseries details into a dataframe and list them
     print(paste('GetAllItems returned', itemsResp$UserObjectsCount, 'timeseries items.'))
     df = data.frame()

     for (tsItem in itemsResp$UserObjects)
     {
      if (!is.null(tsItem))
      {
       rowdata = list(Id = tsItem$Id,
       LastModified = tsItem$LastModified,
       StartDate = ifelse(!is.null(tsItem$DateInfo),as.character(tsItem$DateInfo$StartDate),""),
       EndDate =ifelse(!is.null(tsItem$DateInfo),as.character(tsItem$DateInfo$EndDate), ""),
       Frequency = ifelse(!is.null(tsItem$DateInfo), tsItem$DateInfo$Frequency, 0),
       NoOfValues = ifelse(!is.null(tsItem$DateRange), tsItem$DateRange$ValuesCount , 0),
       Desc = tsItem$Description)
       df = rbind(df, rowdata)
      }
     }
     print(df)
  }
 }
 #Example to show how to GetItem
 # query for a specific timeseries

 tsName = 'TSZZZ001'
 tsResponse = timeseriesClient$GetItem(tsName)

 # You may want to put the timeseries request response handling into a common function.
 if (!is.null(tsResponse))
 {
   # Any request dealing with a single user created item returns a DSUserObjectResponse.
   # This has ResponseStatus property that indicates success or failure

   if (tsResponse$ResponseStatus != DSUserObjectResponseStatus$UserObjectSuccess)
   {
     print(paste('Request failed for timeseries', tsName, 'with error',
                   names(DSUserObjectResponseStatus)[[tsResponse$ResponseStatus+1]],
                   ':', tsResponse$ErrorMessage))
   }
   else if (!is.null(tsResponse$UserObject))
   {
     # The timeseries item won't be returned if you set SkipItem true
     # in CreateItem or UpdateItem

     # Here we simply display the timeseries data using a dataframe.

     tsItem = tsResponse$UserObject
     metadata = c (Id = tsItem$Id,
     Desc = tsItem$Description,
     LastModified = as.character(tsItem$LastModified),
     StartDate = ifelse (!is.null(tsItem$DateInfo), as.character(tsItem$DateInfo$StartDate), NULL),
     EndDate = ifelse(!is.null(tsItem$DateInfo),as.character(tsItem$DateInfo$EndDate), NULL),
     Frequency = ifelse(!is.null(tsItem$DateInfo),
     names(DSUserObjectFrequency)[[tsItem$DateInfo$Frequency + 1]], NULL),
     NoOfValues = ifelse(!is.null(tsItem$DateRange), tsItem$DateRange$ValuesCount , 0))

     df = data.frame(metadata)
     print(df)
     if (!is.null(tsItem$DateRange))
     {
       df = data.frame(Dates = sapply(tsItem$DateRange$Dates,
       FUN = function(x){ return (as.character(x)) }),
                         Values = sapply(tsItem$DateRange$Values,
                         FUN = function(x){ ifelse (is.null(x),
                         return (NA_character_ ), return (x) )} ))

       # Values if NULL, is printed as <NA> because, while
       # convertind list to vector either by using as.vector or sapply,
       # the NULL values in the list are deleted. and thus there will
       # be mismatch in no of rows and cannot be put in a dataframe

       print(df)

     }
   }
 }
}