Introduction to DataStream Datatypes

Datastream datatypes allow you to specify what information is downloaded for an equity, an exchange rate, a stock index or other category of statistical information available from this powerful database. This guide will show you how to use datatypes to produce a time series of specific stock information for Dell Computers.

1. We start by clicking on the Datastream-AFO [1] located on the top of the Excel program on the Datastream terminal in the Long Library. Next we select Time Series Request [2].
   
   
   
   
   
   
2. In this Time Series Request window, we will select an equity, Dell Computers [1], and obtain several variables for this stock on a daily basis for the last several years. By clicking on the Dt [2] icon, we open up the Datatype Mnemonic Picker window.
   
   
   
   
   
   
3. The Datatype Mnemonic Picker window allows us to select from a long list of statistical variables. We first must select a Datatype Category that matches our search category. Since we are after stock information, we select Equity from the pull down menu so as to match our search query for Dell stock. Notice that there are selections for other kinds of search categories-including Index, Warrants, Bonds, Exchange rates, etc.
   
   
   
   
   
   
4. Now we can select the appropriate Datatype Type. These types are created by different sources, including Datastream itself and from outside data producers such as IBES and MSCI. Haas does not have access to all of these sources; consequently not all of them will work. The Key Datatypes, DS Time Series Datatypes, and DS Static Datatypes tend to work most often. When we select Key Datatypes [1], the list of datatypes changes to reflect this choice [2].
   
   
   
   
   
   
5. Next we need to select the datatype (s) for our search. We can use the scroll bar [1] to peruse through the options. If we are not sure what a datatype term means, we can often get a definition by highlighting the term and clicking on Definitions [2]. Here we see a definition of Turnover by Volume [3]. Not all terms are defined.
   
   
   
   
   
   
6. We decide that Turnover By Volume [1] is what we want and leave it highlighted. We can select more than one datatype by holding down on the Alt key while clicking on the box that appears to the left of the datatype [2]. In this case, we are also adding the datatype Price Index to our search. We click OK [3] to return to the Time Series Request window.
   
   
   
   
   
   
7. We are now back in the Times Series Request window where the codes for Turnover By Volume (VO) and Price Index (PI) have automatically been added to the Dataypes box [1]. Once the Start Date and Freq[uency] boxes [2] have been set, we click on Submit [3] to start downloading our query directly into Excel.
   
   
   
   
   
   
8. The resulting spreadsheet contains both turnover by volume and price index information for Dell going back two years on a daily basis.