DatastreamDSWS2R API, Excluding Investment Trusts and Unit Trusts

Dear,


I am currently trying to exclude investment trusts and unit trusts when pulling the constituent list using the DatastreamDSWS2R API. I currently pull the constituent list from WSCOPEUK using the following code: mynames <- mydsws$listRequest(instrument = c("WSCOPEUK"), datatype = c("ISIN","WC07021"), requestDate = "0D"). How do I filter this list to exclude investment trusts and unit trusts?


Kind regards,


Jens Kvaerner

Best Answer

  • Jirapongse
    Answer ✓

    @J.S.Kvaerner

    You need to directly contact the Refinitiv Datastream Web Service support team for the instrument that can provide only the Equities category for "Company Accounts Worldscope United Kingdom". You can directly contact the Refinitiv Datastream Web Service support team via MyRefinitv. If the instrument is available, you can use it instead of WSCOPEUK.

    However, if the instrument is not available, you need to filter the result to get only the Equities type.

    mynames <- mydsws$listRequest(instrument = c("WSCOPEUK"), datatype = c("ISIN","WC07021","TYPE"), requestDate = "0D")
    mynames %>% filter(TYPE=='EQ')