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Total Market Indices

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:                         

  •      PC: Price to cash earnings ratio
  •      BP: Price to book value         
  •      PI: Price index (the default)        
  •      RI: Return index   
  •      RI.R: Return index rebased   
  •      RN: Net return index     
  •      DY: Dividend yield     
  •      DY.R: Dividend yield rebased     
  •      YN: Net dividend yield    
  •      PI.R: Price Index rebased                       
  •      MV: Market value                                       
  •      MV.R: Market value rebased     
  •      VA: Turnover by value                            
  •      PE: Price earnings                                           
  •      PE.R: Price earnings rebased                     
  •      VO: Turnover by Volume                             
  •      SICUR: Currency                                                          
  •      FS: Falls     
  •      RS: Rises  
  •      UC: Unchanged                                                   


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:

- 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).


- 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?)                                          

  •  PO     Price - Opening                 
  •  PH     Price - Intraday High          
  •  PL      Price - Intraday Low          
  •  PS     Price - Settlement (Default)
  •  VM     Volume of Contracts Traded  
  •  OI      Open Interest                   
  •  YD     Yield