timeSeriesRequest {DatastreamDSWS2R}

make a timeseries request (Depreciated)

Description

make a timeseries request from the Datastream DSWS server

Usage

timeSeriesRequest(
  dwei = getDataStream(),
  DSCodes = "",
  Instrument = "",
  startDate = Sys.Date(),
  endDate = Sys.Date(),
  frequency = "D",
  sStockList,
  aTimeSeries,
  myType = "numeric",
  verbose = FALSE
)

Arguments

dwei

- A Datastream Client Interface object created with getDataStream

DSCodes

- one or more codes to return, eg "MKS" or c("MKS","SAB")

Instrument

- the instrument or expression to return eg PCH#(XXXX,1M)

startDate

- the start date of the timeseries

endDate

- the end date of the timeseries

frequency

- the frequency of the request

sStockList

- variable that is returned with list of the stocks

aTimeSeries

- variable that is returned with the set of timeseries. This is a list that is not guaranteed to be in the same order as sStockList

myType

- the type of the return values eg numeric (default), Date or Character

verbose

- whether to give messages during the request

Details

function timeSeriesRequest obtains a timeseries from Datastream

Value

whether the request has been successful in sStockList: a list a two element vector of the displayname and symbol for each timeseries in aTimeseries: a list of class xts with the requested timeseries information