Finding ESG data in Datastream using the ASSET4 template

A detailed source of environmental, social and governance (ESG) data can be found in Thomson Reuters Datastream.

Instead of choosing the appropriate datatypes in a regular Datastream time series request, you can download the ASSET4 template. This is hard to find in the InfoBase support platform (replacement for Extranet) so I suggest you get it from the Datastream Excel add-in toolbar, although this method is not quite as easy as you would like.

Open Datastream in Excel the usual way (remember the desktop icon “DSSetup – Shortcut”). Click on the Datastream ribbon tab, go to the Request Tables group and click Sample Sheets. Tick the button ‘Equities : ESG ASSET4 – Sector Industry  analysis’ then click the Download button.

Find the ASSEST4 template with the ‘Sample Sheets’ button and download it.

The Download & Open button does the same as the Download button, it doesn’t open the file.

ASSET4 template downloads to a hidden folder.

The template takes the form of a macro-enabled Excel workbook and is downloaded to a hidden folder. Click on Start > Computer, click in the address bar and type the following:
C:\ProgramData\datastream\datastream advance\User

Note that ‘ProgramData’ is not the same as ‘Program Files’ or ‘Program Files (x86)’, it is a hidden folder. As you type the rest of the path, Windows should suggest auto-completions, which you can accept.

ASSET4 file location, in the hidden C:\ProgramData folder.

ASSET4 file location (animated)

From here, open the file and accept any warnings about enabling content.

ASSET4 introduction

There are many sheets (tabs), starting with Home. Click on ESG Filters to select your search criteria. Choose (1) a sector or industry such as Telecommunications Services and (2) criteria across the environmental, social and corporate governance categories such as Water Use Total, Women Managers and Size of Board. When ready, click the Go button.

ASSET4 search criteria

Wait a few minutes while the data is downloaded to the Data Table sheet.

ASSET4 data table

The tables and charts of the many other sheets are automatically updated to reflect your search (except the Data Fields definitions sheet). For example, the Bottom 5’s sheet.

ASSET4 example results

If you find a datatype you would like to use in a regular time series request, make a note of its code.

See also earlier post Environmental, Social and Governance (ESG) Data from July 2013.