Home > Business Databases > Requesting monthly data in Datastream – what happens?

Requesting monthly data in Datastream – what happens?

Please select the “Read more …” link to see the excellent original post with valuable tips about monthly data in Datastream – wordpress reblogging doesn’t work smoothly in this case.

Another post highlighting the same point – http://researchfinancial.wordpress.com/2013/07/12/datastream-turnover-by-volume/

Also reblogged on Aberconway Library blog – http://abcyliby.wordpress.com/2013/07/15/requesting-monthly-data-in-datastream-what-happens/

EDSC manuals, tips & tricks

In a Time Series Request in Datastream you can choose the frequency. Available options are Daily, Weekly, Monthly, Quarterly and Yearly. What happens when your serie has a daily frequency and you request the data with a monthly frequency? That depends on the datatype you request.

P and MV
When you download the closing price (P) or market value (MV) of an equity with a monthly frequency, you get data for one day of each month. Which day Datastream uses, depends on the start date entered in the request: if the start date is 1/1/2005, you get the P and MV of the first (trading) day of each month. If you enter 1/31/2005 as the start date you get the P and MV of the last trading day of each month.

Be aware: this is not a monthly average – it’s just the data on one particular day of the…

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  1. markgreenwood
    23 July 2013 at 6:43 am

    Monthly data on WRDS is always the end of the month – with Datastream it depends on the start date you choose, and you have to take special care with Turnover by Volume (TO) – for more detail see the above excellent post from EDSC tips & hints ( http://datateamoftheeur.wordpress.com/2013/07/11/requesting-monthly-data-in-datastream-what-happens/ ).

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