Datastream: Total market equity indices
Total market country indices
Datastream produces many of their own stock indices, including total market indices representing all the stocks trading in a country’s stock market.
To retrieve them, use the following codes:
In local currency
Totmk + Country code
Examples: Sweden is - Totmksd
Taiwan is - Totmkta
In US dollars
Totm + Country code + $
Example: Brazil is - Totmbr$
Datastream Demo – Equity indices – already know Datastream mnemonic (ticker)
Datastream Demo - browse equity indices
Some of the primary country codes are:
Argentina: AR France: FR Netherlands: NL Sweden: SD
Australia: AU Germany: BD N. Zealand: NZ Switzerland: SW
Austria: OE Greece: GR Norway: NW Taiwan: TA
Belgium: BG Hong Kong: HK Thailand: TH
Brazil: BR India: IN Philippines: PH Turkey: TK
Canada: CN Indonesia: ID Poland: PO U.K: UK
Chile: CL Ireland: IR Portugal: PT U.S.A: US
China: CH Italy: IT Singapore: SG
Denmark: DK Japan: JP S.Africa: SA
Finland: FN Malaysia: MY S.Korea: KO
Mexico: MX Spain: ES
Datastream: Total market equity indices (cont.)
20 datatypes are available for each Global Index:
Datastream Futures
Overview: Most users can use the front contract continuous series. This uses the price of the most current contract and pricing automatically rolls over when the original contract expires.
More advanced users can retrieve individual contracts.
Location: Datastream is located in Firestone Library (A Floor RIS Suite) and in Stokes Library.
Futures - continuous series - front contract.
Datastream Continuous Series Futures Demo
Light Crude Oil future - NCL.
Note the "breakdown" of the correct mnemonic is:
NCLCS00
- NCL - is the mnemonic/symbol for the future (Light crude oil)
- CS - is continuous series
- 00 - [zero, zero] - switch over to a new contract on 1st day of new month trading. Other pricing conventions are available. See the documentation inside Datastream.
Futures – retrieving all individual contracts, live or dead
Datastream Individual Futures Contract Retrieval Demo
Light Crude Oil future - NCL
Use Excel plugin. Check the box for "TS for each item in list." Mnemonic example would be LFUTNCLL or LFUTNCLD (last letter is L for live and D for dead).
LFUTNCLL or LFUTNCLD
- LFUT - L is List, FUT is futures
- NCL - is the mnemonic/symbol for the future (Light crude oil)
- L or D – L retrieves all live contracts, D retrieves all dead contracts
Futures Datatypes
Futures contracts (HELP DT?)
