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Indices Sample Search


Sample Search: Give the S&P500 quotes for 1992-1993 on a monthly basis.

Finding the Code:

  • To find Datastream codes for stock indices enter HELP SI? in the "Program Number" area in the main program window. The new program window will prompt you to choose the geographic region the index is concerned with, from a given list. Choose the United States from the resulting list of available indices and press Enter. Choose Standard & Poor's 500 indices and press Enter. The code for the S&P500 in Datastream is S&PCOMP. The available datatypes for this series are listed alongside the codes. PI or price index is the default for stock indices.
Finding the Program:

Step 1
  • To find the values for an index over a period of time, select Time Series as your type of request. Next, select indices as the type of data to be retrieved. From the resulting list of programs, choose the one that says: Up to 104 values for any series in a calendar format and press Enter.
Step 2
  • In the new program window enter the series code S&PCOMP. Tab to the next line and enter the frequency (M for monthly). Tab and enter the dates 1/1/92 and 31/12/92 and press Enter. The desired data should appear on the screen in calendar form. If you entered any parameters incorrectly, the program will stop, describe your error, and allow you to enter each item again.

Things to Remember:

Datastream categorizes stock indices into two sections: national indices and global indices. National indices include data derived directly from the individual country's stock exchanges and indices.

National Indices:
1 A - L (Argentina to Luxembourg)
2 M - Z (Malaysia to Zimbabwe)
3 Discontinued Codes

The following countries have data directed from the exchanges:
Argentina Australia, Austria, Bangladesh, Belgium, Brazil, Canada, Chile, China, Colombia, Croatia, Cyprus, Czech Republic, Denmark, Ecuador, Egypt, Estonia, Finland, France, Germany, Greece, Hong Kong, Hungary, Iceland, India, Indonesia, Ireland, Israel, Italy, Japan, Jordan, Kenya, Lebanon, Luxembourg, Malaysia, Mauritius, Mexico, Morocco, Netherlands, New Zealand, Nigeria, Norway, Oman, Pakistan, Peru, Philippines, Poland, Portugal, Romania, Russia, Singapore, Slovakia, Slovenia, South Africa, South Korea, Spain, Sri Lanka, Sweden, Switzerland, Taiwan, Thailand, Turkey, UK, USA, Venezuela, and Zimbabwe.

Dates of coverage and availability of datatypes vary widely. Datastream is constantly expanding coverage, so always check HELP SI? for the latest coverage.

Datastream also obtains market data from a number of organizations. Data for each country is grouped under the issuer and is not found in the national indices section.

The following provide data under the Global Indices section:
Datastream Global Indices, Jardine Fleming Small Cap Indices, ING Barings Emerging Markets, M.S.C.I. Indices, Cazenove Rosenberg Small Companies, Nomura East European indices, Dow Jones Global Indices, Private Investor Indices, FT/S&P World Indices, GPR-Life Real Estate Securities, European Indices, IFC Emerging Markets, HSBC Securities Indices, and Salomon Smith Barney World Equity.

Of particular interest are the IFC (International Finance Corporation) Emerging Markets data. A vast number of developing countries are covered in this dataset by the IFC portion of the World Bank. With many of the private providers, Princeton's access is limited to select portions of the data.