R-Datastream
Simple framework library for communicating between Thompson Reuters Datastream service API and R.
Requirements
This package makes use of RCurl and jsonlite libraries. Please make sure you have those installed before using this package. Both libraries can be installed by typing:
install.packages('RCurl')
install.packages('jsonlite')
Usage
To use the package you will need to have access to Thompson Reuters Datastream. After importing the RDatastream.r file you can retrieve a DataFrame with the query data by calling:
getData(username, password, instrument, datatype, data_start, data_end, frequency)
To retrieve multiple instruments with multiple data types use:
getDataMatrix(username, password, c(instruments), c(datatypes), c(daterange))
Where instruments and datatypes is a vector of each and daterange is a 3-item vector with order (start date, end date, frequency)
This returns a named list of DataFrames, with each DataFrame representing an instrument and each instrument DataFrame containing each DataType as a column (with Date as the first column).