Python wrapper for the Datastream Web Services API (DSWS)
Connect to the Thomson Reuters Datastream database via Datastream Web Services. You need to have a Datastream subscription and a username/password to use this package. Please note that this is an unofficial/unsupported package and it is still under development. The package has basic functionality and most of the error handling still needs to be done.
PyDSWS is written in Python 3. Dependencies:
pandas
requests
Installation:
pip install PyDSWS
Quick Start:
An example how to retrieve closing prices for Vodafone.
- import the 'PyDSWS' package
- authenticate with your username and password
- use the 'get_data' function
import PyDSWS
ds = PyDSWS.Datastream(username='XXXXXXX', password='XXXXXXX')
df = ds.get_data('VOD')
print(df)
Please find below examples on how to set parameters for the requests.
For static data:
ds.get_data(tickers='VOD', fields='P', date='2017-01-01')
For time series:
ds.get_data(tickers='VOD', fields='P,MV,VO', start='-10D', end='-0D', freq='D')
*for multiple tickers/fields, just use a comma. In this example: fields='P,MV,VO'
The output is a Pandas DataFrame:
Instrument VOD
Field P MV VO
Date
2017-11-21 229.75 61283.06 55100.4
2017-11-22 228.75 61016.34 79602.5
2017-11-23 225.40 60122.75 35724.1
2017-11-24 225.50 60149.44 42918.0
2017-11-27 224.60 59909.38 50355.3
2017-11-28 226.45 60402.83 49027.0
2017-11-29 225.25 60082.74 61618.1
2017-11-30 224.30 59829.99 95423.4
2017-12-01 224.00 59749.96 54855.4
2017-12-04 225.55 60163.41 47524.1
2017-12-05 225.25 60083.38 43846.7
Please check http://datastream.thomsonreuters.com/DswsClient/Docs/Default.aspx for further documentation.
You can use the Datastream Navigator to look up codes and data types: http://product.datastream.com/navigator/
If you discover any issues with regards to this project, please feel free to create an Issue. If you have coding suggestions that you would like to provide for review, please create a Pull Request.
Thanks to Vladimir Filimonov for his work on https://github.com/vfilimonov/pydatastream, and Charles Cara for https://github.com/CharlesCara/DatastreamDSWS2R