Using PYDSWS to fetch time series data.

BlackBird
BlackBird
in Datastream

Hi,

I am trying to fetch the field EPS1UP (which is available as time series) for a list of Indian Stocks (for eg, RELI.NS, HDBK.NS, RLXO.NS etc.) from 2001-2023.1698759525865.png

How do I fetch this using the datastream API (Im currently using PYDSWS) in python? Also, can I use RICs as the ticker symbol in PyDSWS.get_data() ?

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Best Answer

  • Jirapongse
    Jirapongse
    Answer ✓

    @BlackBird

    PyDSWS is not the official Refinitiv Datastream WebService Python library. You may need to contact the creator of this library via GitHub to verify what the problem is.

    I tested the request with DatastreamPy, the official Refintiv Datastream WebService Python library and the request works fine.

    import DatastreamPy as DSWS
    ds = DSWS.Datastream(username = username, password = password)

    ds.get_data(tickers='<ALSC.BO^E18>,<BION.NS>',
               fields=['EPS1UP'],start='2000-01-01')

    1698901797981.png


Answers

  • Gurpreet
    Gurpreet

    Hi @BlackBird,

    Yes, you can use tickers in the get_data request for DSWS - just enclose these in the braces <>.

    E.g:

    >>> ds.get_data(tickers='<RLXO.NS>, <RELI.NS>, <HDBK.NS>', fields=['EPS1UP'], start='2001-01-01', end='2020-01-01', freq='M')

    Instrument <RLXO.NS>  <RELI.NS>  <HDBK.NS>
    Field         EPS1UP     EPS1UP     EPS1UP
    Currency          IR         IR         IR
    Dates
    2001-01-01       NaN          2        NaN
    2001-02-01       NaN          1        NaN
    2001-03-01       NaN          1        NaN
    2001-04-01       NaN          4        NaN
    2001-05-01       NaN          4        NaN
    ...              ...        ...        ...
    2019-09-01       1.0          8        1.0
    2019-10-01       0.0          5        2.0
    2019-11-01       2.0          8       10.0
    2019-12-01       2.0         13       28.0
    2020-01-01       0.0         11        1.0

    [229 rows x 3 columns]
  • BlackBird
    BlackBird

    Im trying to fetch the same data for these 2 firms: ALSC.BO^E18, BION.NS using the below formula, but getting issues. The same works when I put "-100D" for eg in the start param. Why would it be so?

    Also, is the data available for delisted stocks?

    1698848898947.png

  • Gurpreet
    Gurpreet
    Hi @BlackBird​,

    Its best to reach out to Refinitiv content support to get answers on data availability. You can raise a ticket at my.refinitiv.com and directly interact with a content expert.

  • BlackBird
    BlackBird

    Sure, can you help with the first part of the question?...the api syntax is not working for start = "2000-01-01" format.

  • BlackBird
    BlackBird

    great thanks, that works. But getting the below issue after a couple of api calls

    1698936942617.png

    Is this an issue from refinitiv side or syntax?

  • Gurpreet
    Gurpreet

    Nothing wrong with the syntax, I think you might be requesting too much data or too frequently. It could also happen due to the timeout and bad network. Try pacing out the requests.

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