A Basic Guide to Datastream

Suthawan Prukumpai, Ph.D.

February, 2015

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 Contents

Research process

Thomson Reuters Eikon

Thomson Reuters

Thomson Reuters Datastream

Some tips

This manual teaches you the basic of the Datastream interface. Trial and error is
the best way to learn Datastream
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 Research process

1. Research idea

Variables
2. Research design
Data description
Frequency
3. Data collection
Time period
Data source
4. Data analysis
etc...

5. Conclusion

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Thomson Reuters Eikon

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 Getting started

Q. Who produces Datastream?

A. Thomson Reuters
Q. Where can I find access to a Datastream terminal?

A. Computer Lab on 7th floor, please contact .

Q. What kind of data will I find on Datastream?

A. Mainly economic, company and financial data both historical and current.

- Coverage is worldwide including Thailand.

- Available frequencies are daily, weekly, monthly, quarterly and annual.

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 Getting started

Data categories:-
1. Equities 10. Commodities

2. Equity indices 11. Derivatives

3. Unit trusts 12. Constituent lists

4. Investment trusts 13. User created indices

5. Bonds & Convertibles 14. User created local lists

6. Bond indices & CDS 15. User created time series

7. Economics

8. Exchange rate

9. Interest rate

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 Getting started

Two main types of interface:-

A. Thomson Reuters Eikon

B. Excel add-ins

Data coverage:-

1. Financial market: fundamental data, market indices

2. Company financial data (Worldscope)

3. Economic indicator (National government, OECD, IMF)

4. Earnings forecast (IBES)

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 A. Thomson Reuters Eikon

Step 1. Double click on Thomson Reuters Eikon icon

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 B. Excel Add-ins

Step 1. Double click on excel shortcut icon

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 B. Excel Add-ins

Step 2A. Making request: Static request

Editor: to edit 1. Select series from

multiple series series navigator

2. Select data type

3. Specify the date you want to retrieve

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 B. Excel Add-ins

Step 2. Making request: Static request

4. Refine result/ display options

Embed: request is embedded

as a dynamic, refreshable
object.

Transpose: display series data in row instead of column

5. Then submit!

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 B. Excel Add-ins

Step 2B. Making request: Time series request

Tick to get time series for each item
1. Select series from
series navigator

4. Select data 2. Select data type

3. Specify date
frequency
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 B. Excel Add-ins

Step 2. Making request: Static request

5. Refine result/ display options

Embed: request is embedded

as a dynamic, refreshable
object.

Transpose: display series data in row instead of column

6. Then submit!

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Examples

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 Example 1

Q. How to find the beta for a company?

A. Betas are available as a static data, so you must retrieve data for a specific date

1. Data categories: Equities

2. Series: Siam cement

3. Request type: Single series Static data

4. Settings -> Data type search button: choose Beta

5. Select date

6. Click on Run now

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 Example 2

Q. How to find the price index of Japan Stock Exchange?

A. Two main types of benchmark indices used; TOPIX and NIKKEI 225

1. Data categories: Equity Indices

2. Find series -> Series explorer

3. Japan: Drill down to get indices; TOPIX and NIKKEI 225

4. Data type: Price index (PI)

5. Setting and choose the frequency

6. Choose time period

7. Click on Run now

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 Example 3

Q. How to find PTTs total assets for year 2010 - 2013?

A. 1. Data categories: Equities

2. Find series: PTT (search by mnemonic)

3. Data type: total assets

4. Choose time period

5. Click on Run now

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 Example 4

Q. How to find inflation rate over year 2014 of Thailand?

A. The inflation rate can be calculated from the changes in Consumer Price Index

1. Explore: Data categories: Economics

2. Find series: Consumer price (search by name) + Thailand (Market)

3. Request type: Single series Time series data

4. Data type: Default

5. Setting and adjust frequency to monthly

6. Choose time period

7. Click on Run now

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 Example 5

Q. How to find the price of crude oil?

A. There are several kinds of crude oil benchmarks e.g. West Texas (WTI), Brent
Crude, Dubai (Arab Gulf), etc.

1. Explore: Data categories: Commodities

2. Find series: Crude oil (search by name)

3. Request type: Single series Time series data

4. Data type: Price

5. Setting and adjust frequency

6. Choose time period

7. Click on Run now

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Some tips

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 Some tips

Commonly used data types:-

Key data types: Dividend yield (DY); Earnings per share (EPS); Market value

(MV); Price (adjusted) (P); Price index (PI); Total return index (RI); Turnover by
volume (VO); Market to book value (MTBV); Number of shares (NOSH); Total
assets (DWTA);

Commonly used data categories:-

Indices: SET (BNGKSET); SET100 (BNGK100); SET50 (BNGKS50); MAI

(BNGKMAI)

Economics: GDP (THGDP...D); MLR (THLOAN..); CPI (THCONPRCF)

Commodity: Commodity (GSCITOT); Oil (OILWTIN); Gold spot (GSGCSPT)

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 Some tips

There are three ways to use a mnemonic on an index. Example SET index

1. BNGKSET: If you leave the mnemonic like this, you will search for the values of
the index itself.

2. LBNGKSET: If you type an L in front of it, you will search for all separate
companies listed on the index. However, the companies that are listed on the
index at the moment you are searching.

3. LBNGKSET0710: Now you can decide which composition of an index you would
like to search by specify the date, e.g. July 2010.

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 Some tips

If you cannot find some data categories or data type, please refer to other
database for example;

1. International Financial Statistics (IFS): macro and financial statistics for

each country

2. www.thaibma.or.th : Thai Bond Price & Yield Curve

3. www.bot.or.th

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 Some tips

You can also create your own list to facilitate your research.

1. Download the mnemonic of all data you need into excel.

i.e. Create a list of Thai stocks whose ticker begins with A

- Static request for LBNGKSET and then data type = local code (LOC) and name
(WC06001)

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 Some tips
2. Click: Lists (Create from Range)

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 Some tips

3. To request data using your own list, click

Select you own

created list from here

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