Retrieve Datastream Web Services Historical Data

This example shows how to retrieve historical data from Datastream™ Web Services from Refinitiv™. You must have Datastream Web Services credentials. For credentials, contact Datastream Web Services from Refinitiv.

Create Datastream Web Services Connection

Create a Datastream Web Services connection using your user name and password. c is the datastreamws connection object.

username = 'ABCDEF';
password = 'abcdef12345';
c = datastreamws(username,password);

Retrieve Monthly Historical Data

Adjust the display format to display currency.

format bank

Retrieve and display historical end-of-day price data from January 1, 2017, through December 31, 2017. Specify the VOD security and these fields:

  • Opening price

  • High price

  • Last closing price

Specify a monthly period. d is a timetable with the date in the first variable and the fields in the subsequent variables.

sec = "VOD";
fields = ["PO";"PH";"P"];
startdate = datetime('01-01-2017','InputFormat','MM-dd-yyyy');
enddate = datetime('12-31-2017','InputFormat','MM-dd-yyyy');
period = 'M';
d = history(c,sec,fields,startdate,enddate,period)
d =

  12×3 timetable

            Time              PO        PH        P   
    ____________________    ______    ______    ______

    01-Jan-2017 00:00:00       NaN       NaN    199.85
    01-Feb-2017 00:00:00    196.85    197.25    193.00
    01-Mar-2017 00:00:00    201.80    202.55    202.55
    01-Apr-2017 00:00:00    209.00    209.10    206.65
    01-May-2017 00:00:00       NaN       NaN    199.05
    01-Jun-2017 00:00:00    231.65    233.90    229.40
    01-Jul-2017 00:00:00    217.65    219.20    218.70
    01-Aug-2017 00:00:00    223.15    223.60    221.65
    01-Sep-2017 00:00:00    221.25    221.95    219.50
    01-Oct-2017 00:00:00    209.35    211.60    210.50
    01-Nov-2017 00:00:00    217.00    222.30    218.95
    01-Dec-2017 00:00:00    224.15    230.65    224.00

Retrieve Quarterly Historical Data

Retrieve and display historical end-of-day price data from January 1, 2017, through December 31, 2017. Specify the VOD security and these fields:

  • Opening price

  • High price

  • Last closing price

Specify a quarterly period. d is a timetable with the date in the first variable and the fields in the subsequent variables.

sec = "VOD";
fields = ["PO";"PH";"P"];
startdate = datetime('01-01-2017','InputFormat','MM-dd-yyyy');
enddate = datetime('12-31-2017','InputFormat','MM-dd-yyyy');
period = 'Q';
d = history(c,sec,fields,startdate,enddate,period)
d =

  4×3 timetable

            Time              PO        PH        P   
    ____________________    ______    ______    ______

    01-Jan-2017 00:00:00       NaN       NaN    199.85
    01-Apr-2017 00:00:00    209.00    209.10    206.65
    01-Jul-2017 00:00:00    217.65    219.20    218.70
    01-Oct-2017 00:00:00    209.35    211.60    210.50

Use the monthly and quarterly prices for each field to make investment decisions for the VOD security.

See Also

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