question

Upvotes
Accepted
1 0 0 2

Unable to pull multiple economic time series with pydatastream

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?

pythondatastream-apidsws-api
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

1 Answer

Upvotes
Accepted
681 2 2 1

Hi, I can see that you are using DWE. This is being discontinued next week. You need to migrate to DSWS. Please speak with your account manager for further details.

Best regards


James

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Click below to post an Idea Post Idea