The Datastream Web Service (DSWS) API provides access to Datastream content based on SOAP/XML, REST/JSON & .NET.
Datastream is the world’s leading time series database, enabling strategists, economists and research communities’ access to the most comprehensive financial information available. With histories back to the 1950’s, you can explore relationships between data series; perform correlation analysis, test investment and trading ideas and research countries, regions and industries.
DSWS Data Coverage
The Datastream database has over 35 million individual instruments or indicators across major asset classes. You can directly invoke the web service methods from your own applications by using metadata information we publish.
The Datastream Web Service allows direct access to historical financial time series content listed below.
Detailed description of coverage is covered in Documentation tab, under section Data.
DSWS Usage Scenarios
In order to ensure a better fit to each clients’ needs, there are two versions available for users depending on their approach to Datastream data:
- If you are using data solely for personal use you will have access to Desktop service. This is a capped service allowing you to access up to 10 million data points per month, provided you have a subscription to Eikon DFO, Eikon R&A or Premium Datastream.
- If you wish to redistribute data internally or access more than 10 million data points per month you will use DSWS for Enterprise use.
You can read more about DSWS usage stats and limits for Desktop users here.
Datastream Web Service has three API offerings:
- SOAP based web service.
- REST based web service supporting either JSON or XML (Plain Old XML (POX)) request\responses.
- .NET API libraries (.NET 3.5, 4.0 and 4.5) that provide wrapper classes that support the SOAP\REST protocols including data retrieval, token management, asynchronous access, etc.
All of the DSWS interfaces require you to have a valid Datastream account (Datastream child ID starting with Z and password). In addition, your account needs to be authorized to use the DSWS API service. If you do not have Datastream account, please contact your Thomson Reuters account representative.
With valid credentials you can test the service here. Your login ID is usualy designed to start with Z, have 3 letters and 3 numbers (for example: ZXXX123).
Dedicated Python, MatLab, EViews and R extensions are also available with DSWS. Access to all of them requires enablement on a Datastream Child ID for DSWS.
Following versions of extensions are compatible with DSWS:
- Python 3.6 or above. A new beta package is available here: https://github.com/DatastreamDSWS/Datastream with new document on how to get started.
- Matlab version 2018b or above. You can find more details on how to access DSWS via Matlab here.
- EViews Enterprise Edition Version 10 or above. There are two versions available for download (32bit & 64 bit) and document on how to get started.
- R version 3.3 or above. Information on installation is available here: https://github.com/CharlesCara/DatastreamDSWS2R with examples in Documentation section.