datastream user manual

datastream user manual

This uses the price of the most current contract and pricing automatically rolls over when the original contract expires. Datastream Continuous Series Futures Demo Other pricing conventions are available. See the documentation inside Datastream. Therefore, for example, the following indices are renamed: Otherwise, these indices have the same current constituents and current performance. Select “AdvanceOffice.xlam”. Find technical support, product updates, training sessions and more. Find your product login. The Microsoft Excel add-in enables users to search the Datastream database from inside Excel. This database includes worldwide equity coverage direct from the stock markets, comprehensive market indices, economics data direct from national government sources as well as the OECD and IMF, fixed income securities and associated indices, commodities and derivatives data. If another user is waiting to access Datastream, please be courteous and limit your access time to 30 minutes. Without javascript some functions will not work, including question submission via the form. Report a tech support issue. Login to LibApps. Dead equity series retain only DS code. They are linked below. The video below, created by McGill University Library, demonstrates how to find time series information using Excel. Key data sets include equities and company financials, stock market indices, unit and investment trusts, warrants, bonds, interest rates, exchange rates, commodities, and macroeconomic data sourced from the IMF, OECD and other government agencies.New Zealand stock market data is from 1973 onwards. Frequencies include daily, weekly, monthly, quarterly and annual.There is no access via public PCs in the General Library. Business School staff and postgraduates who have swipe card access to the Sir Owen G. Glenn Building can use Datastream on a terminal in Room 240A. For more information and assistance please contact us. Explore these subjects to find other useful databases.http://agentcctv.com/userfiles/crate-td-50c-manual.xml

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Available options are Daily, Weekly, Monthly, Quarterly and Yearly. What happens when your serie has a daily frequency and you request the data with a monthly frequency. That depends on the datatype you request. But which days are used to sum? This is the result: This is the result: This request is probably what you want if you need monthly data. The value behind that date is the sum of the days from that date, one month backwards. In the column Primary Quote you see: yes or no. As you can see the ISIN code is the same for these four listings, but the DS Mnemonic, DS Code and SEDOL are different for each listing. Of course you can also use other search criteria, like exchange.Dead and non-research quotes are excluded. For each related quote, the following items are returned: CD01 Datastream code MN01 Datastream mnemonic MJ01 Major security flag (Y or N) PQ01 Primary quote (Primary or Secondary) MK01 Exchange of quote GL01 Country of exchange Up to 20 quotes can be displayed for each security.) The maximum number of quotes is still 20. This data could be accessed with the Thomson One Banker Excel add-in. However this tool is outdated and not supported anymore by Thomson Reuters. If you want to download this data from Datastream, please note the following: In Datastram Navigator check at the top of the screen what is selected behind Worldscope Report Type: If you want quarterly data, you have to change Annual into All or Interim to find the datatype and select the Interim datatype (with the A at the end of the Mnemonic). In most cases Interim means quarterly, but it can also mean semi-annual. When you select the annual datatype and request the data on a quarterly basis in Datastream, you will see that the annual value is repeated for each quarter. Please note: You won’t be able to see this when you change the currency in Datastream (due to changes in the exchange rate). How does Datastream deal with these non-trading days?http://cieesc.com/userfiles/crate-tdp-manual.xml

In general, each option has four lists: live call options, live put options, dead call options and dead put options. Important changes in searching and finding the codes you need to download data from Datastream are: The Explorer is now incorporated in the Search option: you’ll see a small link Explore above the search bar. The Advanced Search, where you can search with particular fields, is still available. Of course these series can still be found in the specific data categories Interest Rates and Exchange Rates. This allows you to quickly download the names and mnemonics of the list of series on your screen. One of them is the option to rebase an index: you can choose the date this index is rebased to 100. For this tool you need a list of identifiers Datastream can recognize (DSMnenomics, DS Codes, ISIN-codes or SEDOL-codes), the dates, in a format like 10-16-2007, and a computer with a Datastream connection. Behind Estimation window and Event window you have to specify the number of days around the event. Under Window Size you have to specify the number of days before and after the event. Don’t forget to mark Company Name and Price. Unlike individual options series, continuous series do not expire until the actual options class ceases to exist. So these series have the most history, consider them like a basket off individual options. The values from the nearest expiry month options are used to calculate for example the Implied Volatility. This means these datatypes are not available for indiviudal options series. To find out more, including how to control cookies, see here. It’s free! One thing we do not intend to change, however, is our commitment to speed, accuracy, independence and freedom from bias, and our commitment to our customers, employees, shareholders and other stakeholders. We aim to deliver on our promise to bring you intelligent information that provides knowledge to act.

Get Your Custom EssayTo support this financial leviathan, there is data in abundance available through a host of sources, including the Internet and any number of financial solutions, reports and delivery vehicles, so much so that the result for the end-user is a cacophony of “infonoise”. A modern-day Enigma machine. Thomson Datastream, although international in its scope, allows unparalleled access to a landscape of historically deep, cross-asset and US-focused data, which is being continually expanded to address client needs and market developments. Thomson Datastream is the “codec” that allows them to achieve this, with the continual addition of North American-focused content. Recent additions in Q1 2008 include Platts commodity pricing (see page 29) and increased coverage of US Corporate and Sovereign bonds. Furthermore, the recent addition of 14,000 US bonds significantly increases Within the economic sphere, Thomson Datastream allows access to crucial US-oriented sources to enable the investment management industry to analyse macro factors. For example, US House prices, always a “hot topic”, are under even more scrutiny when placed within the current subprime context and wider economic conditions.We can see that only in Charlotte, North Carolina, have house sales remained positive year on year, in 2007 albeit at a low 1. 75% level. The continuing crisis, and in particular the example of Bear Stearns, has highlighted the importance of having comprehensive cross-asset coverage available to the asset manager, with credit default swaps often cited. Thomson Datastream carries a range of US-oriented CDS content, including aluable benchmarks for the USA such as the CDX. This index comprises the most liquid CDS contracts of US-based companies and acts as an indicator of the credit markets.On the inclusion of this content, one Director of Research at a US asset management firm commented, “The CDS indices are a great innovation.

Can you provide us with the full global range. No-one else has this data. ” Elementary my dear financial markets! This analysis illustrates that the movement in the US Banking CDS sector anticipated the credit crisis by a little under two weeks, and shows the strong correlations (nine and ten-day lag against the sector respectively) that the futures have, compared to the sector. With the credit crisis in August 2007, the number of completed deals that followed in September dropped and the spread in the CDX index correspondingly fell, as traders felt the deal market drying up. That relationship has broken down during the first quarter of 2008, which may be due to other economic factors. Access to timely, comprehensive and accurate data is ever more important in a world where decisions have to be made fast. In these current uncertain times, Thomson Datastream’s blend of reliable, multiple-asset, US content enables investors to make better, more-informed decisions and help avoid the pitfalls best summed up by an old Chinese proverb, which states, “To guess is cheap. Based on the AUM from more than 4,000 US companies.For the United States series, the mid-quarter value of the monthly series is the same as the original quarterly series, whereas for the Eurozone series the mid-quarter value of the monthly series is one third of the original series. This is due to Eurozone GDP not being annualised, so the monthly numbers in the final column below represent the “best” estimate of actual GDP in that month. This new function allows a closer analysis of quarterly series on a monthly basis. The economics magnitude (ESMAG) datatype, which displays the magnitude of the data as a number, eg 1000 for thousand, 1000000 for million, etc, has been enhanced so that it is now supported in Datastream expressions. In the example below, the total exports of visible goods for a selection of countries are displayed in millions of dollars for the year 2007 total.

This is achieved by using the calendar year sum function CYS, converting all series to dollars using the tilde, multiplying by ESMAG and dividing by 1,000,000. In the analysis below the top three countries are (in order) Germany, China and United States. These indices are used extensively for evaluating different investment strategies and for use as portfolio benchmarks. Equally, for indices already set up, the constituent history can be exported to Excel, and any changes made before being imported back to Datastream. These include key measures such as sales, profits, debt, and a set of ratios such as return on equity and profit margin. Finally, in addition to supporting equities, the new interface will also support using other indices, and unit trusts as constituents. So, for example, you will be able to create a market value weighted index using thirdparty indices, Datastream indices or other custom user-created indices as their constituents. Further information will be made available via the Datastream Extranet when this new interface becomes available. Preferences for fonts, colours, chart background and line styles can be defined, stored as a style and then applied to any chart in the user’s library. In addition, it will now be possible to set up custom colours and store these as part of your style.Over the last few months, more models have been added, making access to existing and new content sets even easier. Some of the new sheets are detailed below, visit the Extranet site at: datastream.Sourced from Worldscope and based on a trailing 12-month period if applicable, the datatypes include such popular items as EBITDA, Enterprise Value and CAPEX. The chart period can be customised and a user-defined overlay series can also be utilised. The resulting graph shows the implied volatility for all the options on a particular underlying series.

Initially for the Russell 3000 Index constituents, this model displays the current indicators for all qualifying constituents.The names and identifiers of each security within each constituent list are not impacted by these changes and remain unrestricted.The countries eligible for inclusion in this index are China, Hong Kong, India, Malaysia, Philippines, Singapore, South Korea, Taiwan and Thailand. The constituents are companies engaged in a wide range of real estate related activities, such as property management, development, rental and investment. Each month a universe of stocks conforming to these criteria, selected once a year on 31 March, is screened for Shariah compliance to form these indices. This index represents the performance of the 100 biggest Shariah-compliant companies by full market capitalisation, that are included in FTSE Japan index. The index is calculated in USD and history is available from 3 March 2008. Further information can be found on: ftse. The new datatypes include price to book value (BP), price to cash flow (PC), price to sales (PS), return on equity (RE) and return on assets (AR), and complement the existing coverage of price earnings ratio (PE), dividend yield (DY) and market value (MY) for the same indices. Customers who have access to the existing Russell Standard or Russell Premier pass-through modules will be able to access the new datatypes. Click on this link for more details: datastream.History is available from 28 March 2008. The prices are updated at approximately 12:30 GMT. History is available from 25 December 2007. History is available from 25 December 2007. Renowned for their energy commodity coverage, Platts pricings help industry specialists understand commodity price trends and developments. All clients must maintain a direct agreement, which must be in place with Platts prior to the client being entitled to its data.

More information on the data and how clients can obtain an agreement for it can be found on: datastream. Customers can now access CRU Steel price indices for semi-finished and finished carbon steel products, known to be the most widely used benchmarks in the world steel industry. Complementing these indices are SteelHome’s China Steel price indices. Some of the highlights are summarised below, with links given to the relevant Content Updates on the Datastream Extranet, where more information and series listings are available. Trade Detail for Turkey More than 300 commodity trade series are now available for Turkey, as sourced from the Turkish Statistical Institute. Also added were trade by country series. See the table below. Confidence Surveys for Indonesia Series from the Bank of Indonesia’s surveys on business and consumer expectations have been released on Thomson Datastream. The new data includes information about business conditions during the current quarter, as well as expectations for the following quarter, by industry.Other more substantive changes have been made to balance of payments and the trade-weighted exchange rate for Euroland, household interest rates for the UK, Flow of Funds and Household Economy Survey for Japan, and unemployment statistics for Denmark. The following table summarises the revisions that have taken place in the last two months. Please refer to the Content Update itself (hyperlinked from the table) for further information and mnemonics of affected series. See below for recent additions and hyperlinks to relevant Content Updates, where more information is given. Key Indicator Change. The series are weighted average rates with 1, 7, 14 and 30-day terms. Repurchase transactions are used by the bank to temporarily add or drain reserves available in the banking system.In brief, these ratios are based on the Worldscope database items and using wherever possible the latest interim data on a 12-month trailing basis.

The full methodology is described in the following link on the Extranet: datastream.About Martek Biosciences Corporation Founded in 1985, the group’s principal activity is to develop, manufacture and sell naturally produced products derived from micro-algae, fungi and other microbes. The group’s products and services include speciality, nutritional oils for infant formula, nutritional supplements and food ingredients to promote mental and cardiovascular health, fluorescent markers for diagnostics, rapid miniaturised screening and gene and protein detection. Capital expenditure for USA and Europe represents almost 90% of the capex spent in that industry worldwide, and it’s interesting to see how the drop in US relative capex has been totally mirrored by an increase in Europe’s importance in this domain.Levels above 3 are considered having a strong ability to repay debt, while businesses whose ratio drops below 1. 5 (red line on the chart) are considered risky. It’s interesting to show how the sector market index started picking up once the interest coverage ratio moved above 3 towards the end of 2004. This is also when the sector was open to competition. New licences were granted to 16 suppliers of data transmission services in fixed telephony.The Turkish telecommunications network continued to grow, currently ranked the 13th largest market in the world and fifth in Europe. These additions included 112 US Companies and a continuing expansion of coverage of Middle Eastern markets. Also, Nigeria was added to our country coverage. Worldscope’s total coverage at 8th April 2008 consisted of 56,448 companies, 36,508 of which were active companies. 10,172 of these companies are Limited data set companies (8,064 active). You can get yourThe fundamental basis of association between. By continuing we’ll assume you’re on board with our cookie policy Let Professional Writer Help You ScholarsEssay. If you need data for many companies, try guide 3 or 4.

Four people can use Datastream at a time. It may take a few days for them to give you access. You may see a warning message. Please select OK to continue. If one of the 4 Datastream machines is currently available, it will log you in. Four people can use Datastream at a time. It may take a few days for them to give you access. You may see a warning message. Please select OK to continue. If one of the 4 Datastream machines is currently available, it will log you in. Please wait 30 seconds and then try again. The data represents the sum of the relevant item reported in the last twelve months. From the fiscal period 2002, the items are populated from the quarterly, semi-annual and trimester time series based on the availability of the underlying data. The new 4 character datatypes can be used with the Datastream Global Equity indices and also all companies covered by Worldscope on Datastream. With datatype you enter DWSL for the Sales. You can do that like this. Petersburg University Petersburg University Sources include national governments, OECD, EIU, IMF, Worldscope, and Morgan Stanley Capital (MSCI). Management You can read more about our cookies policy here. The Burns Library is open to visitors by appointment only. Hours are still limited. The Burns Library is open to visitors by appointment only. Hours are still limited. It identifies resources in the specific areas of stocks, bonds, interest rates, mutual funds, and commodities. The scope is global in coverage and depending on the series, most market data is available on a daily basis; and most economic data is available on a monthly or quarterly one. ? To search via Excel open up Excel from the desktop and select Datastream. Just click on the Help button. It is not available to the non-BC community including any consortium members. The Burns Library is open to visitors by appointment only. Hours are still limited. This database is accessible only on specific library terminals.

Users cannot use this product for commercial purposes. Data are available in both text and graphical formats. Data can be selected for analysis, display and print. Includes the Worldscope database. Updated Daily Contact this resource's subject librarian. Yes Linking? No Learning Management System. No Text and Data Mining. Thomson Reuters, by publishing this document, does not guarantee that any information contained herein is and will remain accurate or that use of the information will ensure correct and faultless operation of the relevant service or equipment. Thomson Reuters, its agents and employees, shall not be held liable to or through any user for any loss or damage whatsoever resulting from reliance on the information contained herein. This document contains information proprietary to Thomson Reuters and may not be reproduced, disclosed, or used in whole or part without the express written permission of Thomson Reuters. Any Software, including but not limited to, the code, screen, structure, sequence, and organization thereof, and Documentation are protected by national copyright laws and international treaty provisions. This manual is subject to U.S. and other national export regulations. Nothing in this document is intended, nor does it, alter the legal obligations, responsibilities or relationship between yourself and Thomson Reuters as set out in the contract existing between us. In this document The primary focus of this reference guide is to provide you with definitions of the data types available, the different methods of accessing the data, and a list of related data types. The information is presented in tables like this: This section is ordered by type of data - company related items, price related data and so on. Refer to the table of contents to find the page you need. You can access Navigator through Datastream Advance. Available Measures Users will have access to 28 measures for multiple fiscal years, including EPS, sales and net income.

A full list of available measures is listed below. Please speak with your Thomson Reuters sales or support representative for more details. These reports are available in Datastream Advance from the Overview on a single series tab. The reports display the latest values where provided. Momentum The momentum tear sheet gives an indication of earnings estimate direction over set periods. EPS Growth The EPS growth tear sheet shows expectations for earnings growth.Median The median tear sheet is similar to the overview tear sheet, except that it is based on median earnings forecasts rather than the mean.The monthly update overwrites all previous monthly values and adds the latest month s values. The monthly update is a snapshot taken on the Thursday preceding the third Friday of every month at close of business in New York. Weekly and daily updates are available but note that only a small proportion of stocks will have a change on any given day. All stocks will have a value applied on a weekly basis, based on Thursday data. Daily updates are available only if there was a change made to one of its values (other than price) on the previous day. If no change has been made, the latest data available will be for the previous Thursday. No history of weekly or daily updates is available. Weekly data is updated over the weekend, available to view on Datastream on the Monday. The weekly and daily latest values are not stored historically but overwritten when a subsequent weekly value, daily change or the monthly production value is received.Dummy Mnemonics to display the latest daily, weekly, and monthly values A series has been set up to display the date of the last daily, weekly and monthly values (for both summary and aggregates). These mnemonics should be used in conjunction with the TIME data type. This allows comparison of non per share measures across markets. Please see page 23 for list of markets where non per share data is expressed in billions.

As part of the move to IFRS standards, EPS data, previously stated on a post-goodwill basis, must be restated on a pre-goodwill basis. This brings EPS data types into line with earnings before goodwill (EBG) data types. Going forwards, an increasing proportion of estimates for a given company will be on an IFRS basis. During the period in which estimate contributors are making the transition from pre-ifrs to IFRS, mean estimates will be calculated for all measures based on both pre-ifrs estimates and IFRS estimates, with the default means always reflecting the majority of contributor submissions. Thomson Reuters is therefore implementing the following changes: The history for the EPS data types has been converted to equate to earnings before goodwill (EBG) data as far back as EBG data was available for each company. The history for the EPS data types that predates EBG data availability has been left as EPS (post goodwill) data. Total EPS history has been saved to a new set of data types with the same stem mnemonics and a.o suffix. For example, EPS1MN.O gives access to the mean value of all FY1 EPS estimates for a company, calculated on a post-goodwill basis.o data types are listed under the relevant sections of this manual. EBG data types will transition to displaying majority IFRS data at the same time as the EPS data types. A set of pre-ifrs mean data types is available, with the default history up to the point at which the majority of contributor estimates become IFRS estimates. After this point, pre-ifrs means will continue to be calculated for as long as estimates on a pre-ifrs basis are available. These data types have the same stem mnemonics as existing data types, but with a.g suffix. For example, SAL1.G will return mean sales for FYI based on estimates made on a pre-ifrs basis.

A set of IFRS mean data types will start to be populated for a company as IFRS estimates become available, and will continue to be available after the point at which the majority of contributor estimates become IFRS estimates. These data types have the same stem mnemonics as existing data types, but with a.i suffix. For example, SAL1.I will return mean sales for FYI based on estimates made on an IFRS basis. A set of IFRS specific data types is available to return details about the transition from postgoodwill to pre-goodwill calculation, and to enable you to identify those exceptional cases where EPS is in line with a fully reported definition. Existing EBG data types will continue to be updated with the same pre-goodwill data as EPS data types and after the transition these will be updated with IFRS data.Data types with a.i suffix return mean values calculated from estimates on an IFRS basis. Mnemonic EBGDT IFRSDT EBASE Description A static data type returning the date of the transition from post-goodwill calculation of earnings per share to pre-goodwill calculation A static data type returning the date after which IFRS estimates are in the majority for a company A test time series data type returning: EPS for the period up to transition from pos-goodwill calculation of earnings per share to pre-goodwill calculation In exceptional cases where EPS is in line with a fully reported definition, EBASE returns EPS throughout the history of the data type until the transition to IFRS.

EBG for the period after the transition from post-goodwill calculation of earnings per share to pre-goodwill calculation IFRS after the transition to the IFRS basis for calculation of default mean estimates EBASEN A numeric time series data type returning -100 for the period up to the transition from postgoodwill calculation of earnings per share to pre-goodwill calculation, and 0 for the period after the transition This data type can be displayed graphically or manipulated with Datastream functions. Option expense The Security and Exchange Commission s ruling on the expensing of stock options FAS123(R) for US publicly traded companies was introduced on December 16, This requires North American companies to calculate and amortize stock option expenses through the income statement for fiscal years beginning after June 15, Stock option expenses are only included in the EPS mean when the majority of contributing analysts have included the expenses in their estimates. With this in mind the following data types will enable clients to retrieve earning figures on both a majority and minority basis determined by whether the estimates include or exclude option expenses. Furthermore, users can retrieve the number of estimates contributing to either mean. For other fiscal years change the 1 to a 2, 3, 4, or 5. For example F3CV is the mnemonic for the coefficient of variation of all the FY3 estimates. Available mnemonics for other fiscal years are listed in the Mnemonics for other fiscal years column. Descriptions are consistent across all fiscal years: for FY1 substitute FY2, FY3, FY4, or FY5 in the descriptions given below. For other fiscal periods change the 1 to a 2, 3, or 4. Available mnemonics for other quarterly periods are listed in the Mnemonics for other quarterly period column. This means that when downloading against a list, values will only be returned for those companies that have a yearend coincidental with the date for which you are running the enquiry.