DataClient {DatastreamR}

DataClient

Description

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

Value

DataClient object

Super class

DatastreamR::DSConnect -> DataClient

Public fields

useNaNforNotANumber

: TRUE by default. NULLs are replaced to NaN (Not a Number)

Methods

Public methods

• DataClient$new()

• DataClient$getData()

• DataClient$getDataframe()

• DataClient$formatDataRequest()

• DataClient$getDataBundle()

• DataClient$toDataframe()

• DataClient$clone()

Inherited methods

• DatastreamR::DSConnect$CheckToken()
• DatastreamR::DSConnect$IsValid()
• DatastreamR::DSConnect$getJsonResponse()
• DatastreamR::DSConnect$getToken()

Method new()

Initialize method to create Datastream Object

Usage

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

Arguments

config

: Config path

username

: Your Id

password

: Your Password

proxys

: Proxy details (if any)

sslCer

: ssl Certificates path

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

tickers

: Intruments Eg: "VOD,BARC"

fields

: Datatypes Eg: list('PH, 'PL', 'PI')

start

: start date in "YYYY-mm-dd" format Eg: "2019-01-20"

end

: end date in

freq

: Refer DSDateFrequencyNames in DSRequests.R

kind

: 1 - TimeSeries Request (default), 0 - Snapshot Request

properties

: properties

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

tickers

: Intruments Eg: "VOD,BARC"

fields

: Datatypes Eg: list('PH, 'PL', 'PI')

start

: start date in "YYYY-mm-dd" format Eg: "2019-01-20"

end

: end date in

freq

: Refer DSDateFrequencyNames in DSRequests.R

kind

: 1 - TimeSeries Request (default), 0 - Snapshot Request

properties

: properties

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

tickers

: Instruments

fields

: Datatypes

start

: start date

end

: end date

freq

: frequency

kind

: kind = 0 for Snapshot request and Kind = 1 for Timeseries request

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

dataRequests

: dataRequests should be formed using formatDataRequest method

properties

: properties

Returns

Response Class

Method toDataframe()

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

Usage

DataClient$toDataframe(dataResponse)

Arguments

dataResponse

: The raw data response that is ingested into Dataframe

Returns

Dataframe

Method clone()

The objects of this class are cloneable with this method.

Usage

DataClient$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

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)