Database Guide: Datastream: Overview

How to Access

Note: On October 1, 2021, Refinitiv discontinued the Datastream Advance application and Datastream AFO. Moving forward, all the same Datastream content will be available using the Eikon Excel plug-in.

Content Coverage & Description

Datastream is a global financial database which contains current and historical data on stocks, indices, bonds, funds, futures, options, interest rates, commodities, and economic indicators.

ESG Data

Datastream contains ESG data on over 9,000 companies and for major global indices.

To find ESG metrics, enter ESG in Datatype Navigator and then select from the list of available items. You can retrieve ESG data both in Time Series and Static requests.

How To Find Data

Use a time series data request to search for observations (such as prices, volumes, etc.) over a period of time using a start date, end date, and frequency parameter.

  1. In Excel, select the Refinitiv Eikon Datastream tab.
  2. In the Series Requests group on the left, select Time Series Request.
    That selection will open a new Time Series Request window as shown below:
  3. In the Series/List field, add your instruments (e.g., a commodity, equity, fund, etc.) by either or a combination of the following:
    • Add the Datastream Code or the Reuters Instrument Code (RIC) to the Series/List field. For example, Apple Inc.'s Datastream Code is @AAPL and the RIC is AAPL.O.
    • Select Find Series to launch the Datastream Navigator to search for what you need. For example, if you were interested in Apple Inc. your search would look like the below screenshot:
  4. In the Datatypes/Expression field, add your datatypes (e.g., number of employees, price, revenue, etc.) by either or a combination of the following:
    • Add the datatype symbol to the Datatypes/Expressions field. For example, the datatype for the official closing price of an equity is P.
    • Select Datatypes to launch the Datastream Navigator. For example, use 'price' as a keyword to find the datatype for the official closing price of an equity. Your search would look like the below screenshot:
  5. Choose a specific date range and frequency type.
    Your Time Series Request form should look similar to the below screenshot:
  6. Select Submit. The query may take a few minutes depending on the number of instrument and datatypes selected.
    Your output should look similar to the below screenshot:
                    Datastream for Excel time series request output.

Adding a Static Variable to a Time Series Data Request

Follow these directions to add a static datatype variable to a time series data request:

  1. In Excel, select the Refinitiv Eikon Datastream tab.
  2. In the Series Request group, select Time Series Request.
  3. In the Series/List field, add your instruments (e.g., a commodity, equity, fund, etc.).
  4. In the Datatypes/Expressions field, add your time series datatypes (i.e. such as price, market value, date of dividend payment, etc.).
  5. Select Display Custom Header to add your static datatype variables:
  6. In the new pop-out window, add the static datatype symbol to the Editor field using either or a combination of the following:
    • Add the datatype symbol for the variable you are interested in researching. For example, the datatype for the ISIN of an equity is ISIN.
    • Select Datatypes to launch the Datastream Navigator. For example, use 'ISIN' or 'international securities identification number' as a keyword to find the datatype for the ISIN of an equity.
  7. Select plus sign (+) to add the datatype to the Selector box. Note: you can add more than one datatype to the Editor field before adding them to the Selector box.

  8. Select OK. Then select Submit on the original request form. The query may take a few minutes depending on the number of instruments and datatypes selected.
    Your output should look similar to the below screenshot. Notice that the ISIN displays as a header in row 2.

Use a static data request to search for observations for a specific date.

  1. In Excel, select Refinitiv Eikon Datastream.
  2. In the Series Request group on the left, select Static Request.
    That selection will open a new Static Request window as shown below:
  3. In the Series/List field, add your instruments (e.g., a commodity, equity, fund, etc.) by either or a combination of the following:
    • Add the Datastream Code of the Reuters Instrument Code (RIC) to the Series/List field. For example, Apple Inc.'s Datastream Code is @AAPL and the RIC is AAPL.O.
    • Select Find Series to launch the Datastream Navigator to search for what you need. For example, if you were interested in Apple Inc. your search would look like the below screenshot:
  4. In the Datatypes/Expression field, add your datatypes (e.g., number of employees, price, revenue, etc.) by either or a combination of the following:
    • Add the datatype symbol to the Datatypes/Expressions field. For example, the datatype for the official closing price of an equity is P.
    • Select Datatypes to launch the Datastream Navigator. For example, use 'price' as a keyword to find the datatype for the official closing price of an equity. Your search would look like the below screenshot:
  5. Choose a specific date value.
    Your Static Request form should look similar to the below screenshot:
  6. Select Submit. The query may take a few minutes depending on the number of instrument and datatypes selected.
    Your output should look similar to the below screenshot:
                    Datastream for Excel static data request output.

Request Table is a template which lets you retrieve data and schedule automatic updates. It is an alternative to Static Request / Time Series Request.

Video Tutorial

  1. In the Refinitiv Eikon Datastream Excel tab, in the ribbon select New Request Table.
  2. Choose to save your request table or not. If you answered Yes, specify location.
  3. Select designation for each column. First place your cursor in the empty cell of a selected row, for example, in top empty cell. Then click on the respective column label. Enter designations in each column respectively as follows:
  • In Update column – select YES
  • In Request Type column – select TSL (Time Series List – this selection lets you add securities and user-created lists in the same search). Other Request Type formats: S Static request, TS Time Series request, CAF Company Accounts Formats, CH Charts.
  • In Format column – click checkboxes in the pop-up window: Row Titles, Column Titles, and Headings. Alternatively, just enter HRC in top cell.
  • In Series Lookup column – add securities by any or a combination of the following methods:
    • Click Find Series to open the Series Navigator; choose any number of series.
    • Click List Picker icon; choose any number of lists.
      (See also Datastream: Saving a Custom List of Identifiers video tutorial on Video Tutorials page of this guide.)
    • Copy/paste or enter series in Datastream accepted format in a row and separated by commas
  • In Datatype column – leave field blank for default selection (adjusted stock price), or click Datatypes to open the Datatypes Navigator; select any number of data items
  • In Start Date-End Date columns – enter specific date range or relative date, e.g. -1Y
  • In Freq column – select frequency from the drop-down list
    NOTE: For definitions of available data formats, click the red arrow in the top right corner of the label cells where available.
  • In Data Destination column – place the cursor in top empty cell. Click Data Destination label. A pop-up Create Destination Reference window opens. Click the destination cell for your results on a new worksheet. Once the cell reference appears in pop-up window, click OK.
    NOTE: You may need to repeat this step if you need to open a new worksheet.
  1. Click Process Table button. Requested data will populate the spreadsheet. Save results as a new file, if you need to update data in the future.
  2. Click Schedule button to automatically update results on designated date/time if needed.

NOTE: For multiple requests, place each request on a separate line in Request Table template.