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Anyone a Datastream wiz?

Gulbrand

Joined
9/24/09
Messages
2
Points
11
To tell the truth you probably don't have to be much of an expert on Datastream Advance to help me out.

I am planning on doing some rather large scale regressions on time series data from different listed companies (primarily dividend adjusted stock prices). Thing is, as far as I can tell, I'm only able to extract data from a mere 10 companies at a time using the multiple time series feature. Ideally I would like to be able to extract data from thousands of companies at a time.

Is there any way of retrieving data from this many, or at least more than ten, companies in one go, using Datastream? I am getting the impression that the excel add-in might do the trick, but have as of yet been unable to figure out how this can be included in excel (it has not appeared in my add-in list).

I'm very thankful for any and all info anyone here can provide me with on the matter, including referring me to a forum where I am more likely to get an answer.
 
We use Datastream at work but we get raw data through files. I don't know the details though. We are able to run thousands of regressions also. Try to talk to the vendor directly.
 
After you install Datastream, browse from Excel addin box for AdvanceOffice.xla (VBA based) under Datastream folder in ProgramFiles.
It is password protected though. But what is great at least, when you "open" it you can read the source and then do additional coding based on your needs. The base version of Datastream addin (without coding modification) I found very slow and hard to use for large sets of data (I used it for pricing). The best app for your needs would be FactSet but it is relatively expensive.
 
We don't do it in excel. We get data directly into our Linux server where we do the processing. We don't like Windows.
 
Thank you for all the help, guys! The excel add-in is working ok for now.
 
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