I am using the pydatastream module in Python to extract multiple time series from DataStream. This works fine for stock prices. For example:
from pydatastream import Datastream DWE = Datastream(username="DS:XXXX", password="XXXX") data = DWE.fetch(["R:NEDJ","R:SBKJ"], date_from='2018/01/01')
However, I am unable to extract multiple economic series. For example, the following code, which attempts to extract government bond yields for Australia and Austria, throws as error:
data = DWE.fetch(["AUQIR080R","OEQIR080R"], date_from='2018/01/01') DatastreamException: Failure (error 2): $$"ER", E100, INVALID CODE OR EXPRESSION ENTERED, OEQIR080R(P) --> "AUQIR080R,OEQIR080R~2018-01-01~D"
I can, however, pull each series separately.
This is also true for other economic series that I have tried, such as interbank lending rates and money supply.
Why is this and is there any other way to extract multiple economic series?