Libguides: Datastream: Time Series Request

How to use Time-Series Request

Time Series Request: to request data over a specific period, defined by a start date, end date, and frequency of data

Through the add-in data extraction can be performed in different ways depending on the needs of the analysis.
A time series request is conducted by filling out each space in the dialog box below.

A. Select the series.
Click the Series Navigation button to display Datastream Navigator or you can also select lists of series and expression
The series chosen is displayed in the Series field. Then select the series you want from the list.

B. Select the datatype
Click the Datatype navigation button to display Datastream Navigator.
Currency options helps you to choose currency.
The datatype chosen is displayed in the Datatype field. Then select the datatype you want from the list

How to use Time-Series Request (Continued)

C. Select the date frequency
Date format: dd/mm/yuy or as a relative date from today. For example, -2Y for 2 years agi from today

D. Select the display options:

Custom headers
A set of static datatypes can be selected to display as the column headings

Row Titles
Displays the series code at the left of each series.

Column Titles
Displays the datatype mnemonic or expression at the top of the column for each datatype.

Headings
Displays a general heading for row and column headings. For example, the date of the request

Currency
Displays the traded currency for each selected series.

Expression
Display the first series mnemonic or description.

Transpose
Displays the series data in rows instead of columns.

Display Latest Value First
Displays the most recent value first

Embed
The request is embedded as a dynamic, refreshable object when saved. If this is not selected, the results cannot be refreshed.

Auto Refresh
Refreshes the request automatically when you open the spreadsheet.

Visible button
Displays the Refresh button with the request results. You can use the Request Manager to refresh requests.

Series Metadata
Adds a hyperlink to the series code to link to the classifications and metadata pages from Navigator for the series (also enable series that are now dead or inactive to be identified in your workbook).

Hyperlink to Datatype Definition
Add links to the datatype to display the definition from Navigator.

DSGRID Formula Format

You can submit DFO (Datastream for Office) formula in the Excel sheet:

DSGRID Formula syntax:

Notes:

Mandatory fields for DSGRID formula are:
- Series and Datatype/ Expression for example: =DSGRID("MKS","EPS")
- Series and Dates for example: =DSGRID("MKS","","-10d") or =DSGRID("MKS","","-10d","-1d")
If EDATE and FREQUENCY are not given in the request then it will be considered as static request. For example: =DSGRID("MKS","EPS","-1y","","","RowHeader=true;")
If you are not giving SDATE and EDATE, but giving FREQUENCY then the request will be considered as Time Series request. For example: =DSGRID("MKS","EPS","","","Q")

Series – You can enter multiple series mnemonic code separating by comma.
Datatype - You can enter multiple datatype separating by comma.
Start Date (optional) – You can use date as
- Static request - (Latest Value/ Intraday Value/ -0D/ )
- Time Series request – (-2Y / Base Date / Start of Week / Start of Month / Start of Quarter / Start of Year)

Start date	String in formula
Intraday Value	TODAY
Latest Value	LATEST VALUE
Base Date	BDATE
Start of Week	SWDATE
Start of Month	SMDATE
Start of Quarter	SQDATE
Start of Year	SYDATE

End Date (optional) – You can use (Intraday Value/-0D) (applicable for Time Series request)

Notes:

You can use Time in End Date field but this is applicable for Economics series only.
You can use locale date format such as mm/dd/yy – the date will be held in the DSGRID formula (note if dates are entered in formulas in your locale data format, it will not then be possible to open with a different locale), or in universal date format, for example 2011-01-01, enabling the sheet to be opened in different locale date formats.
If you are using absolute date format you need to use universal date format (yy-mm-dd) in DSGRID formula for Start and End date.

Frequency (optional) – You can select (Quarterly / Yearly/ Daily / Monthly/ Weekly) (applicable for Time Series request)
Request option (optional) – You can use below format for using request options

Option	String in formula
Custom Header (applicable for Time Series request)	CustomHeader=true;CustHeaderDatatypes=DATATYPE;
Row Header	RowHeader=true;
Column Header	ColHeader = true;
Heading	Heading = true;
Transpose	Transpose = true;
Display Code	Code=true;
Currency	Curn = true;
Display Latest Value First (applicable for Time Series request)	LatestFirstValue=true;
Hyperlink to Series Metadata	SeriesMetaDataLink = true;
Hyperlink to Datatype Definition	DataTypeDefLink = true;
Display Expression	DispSeriesDescription = true;
Display Datatype	DispDatatypeDescription = true;
TS Format (applicable for Time Series request and also you need to select Frequency as Quarterly or Yearly to use this option.)	YearlyTSFormat=false;QuarterlyTSFomat=true
Embed Formula
For embed formula Without embed formula	Clearself=y Clearself=n
Not Available String Overriding	NotAvailableString=N/A;
Set the number of datatypes to send to the servers – where N is the number (use M:N in the Request Table Request format option)	MaxConfigSnapshotRequests=N

Search examples:

Static request:
=DSGRID("DK:LUN";"INDX;CEXT;ISIN;LOC;SECD;NAME;MNEM";"Latest Value";"";"";"RowHeader=true;ColHeader=true;DispSeriesDescription=true;DispDatatypeDescription=true";"")

Time Series request:
=DSGRID("@MSFT,@AAPL";"P;MV;DY;PE";"2010-01-01";"2015-12-31";"Q";"RowHeader=true;ColHeader=true;DispSeriesDescription=false;YearlyTSFormat=false;QuarterlyTSFormat=false";"")