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1. #Download data from datastream how to#
2. #Download data from datastream install#
3. #Download data from datastream full#

Open the template ( and paste your static data in the template.Į) Click in cells M1 N1 to adapt the following highlighted row length of your static data. Therefore, it is necessary to retrieve additional industry identifiers (here we add the Datastream industry group (INDC) and the SIC (WC07021). Make sure you only copy the data and not the variable headers such as Name, Symbol, RIC and so forth.ĭ) The native sector classification in column J might not be sufficient for most studies. the United States) use the sector filters (or any other filters) to temporarily include and exclude firms.Ĭ) Combine your downloaded Excel sheets by copying and pasting the output below one another.

If your selected countries have more than 10 000 firms (e.g. Then a small Excel symbol on the top right corner of the window appears. However, you can only export up to 10’000 firms to Excel at once.ī) Select some of the countries you want to download data for by filtering them by "Market" that the number of selected firms is below 10 000. Now you have a worldwide selection of all qualified equities! In January 2021 there are over 133 000 available firms. Selecting the firms and downloading firm identifiers:Ī) Follow the selections as shown in the screenshot:Ī1) Open the "Refinitiv Eikon Datastream" tabĪ4) Type: Select "Equity" (exclude ETF's, and other type of funds)Ī5) Security: Select "Major" (exclude minor securities)Ī6) Quote: Select "Primary" (exclude secondary quotes)

#Download data from datastream install#

Further, you must install the Add-in for Microsoft Excel, which can be downloaded here: Before you startįor unexperienced R users it might seem tricky to get the right directory. To access the Refinitiv Eikon database, your institution needs an account. Alternativesįor very small requests, the Datastream Web Service API might be an alternative ( ). Nevertheless, some templates for the data download are provided.

#Download data from datastream full#

Unfortunately, I cannot provide the full dataset because the data is owned by Refinitiv.

#Download data from datastream how to#

Therefore, this repository offers a proposition on how to download and merge Worldscope data via the Refinitiv Eikon Excel Add-in. Due to the lack in a structured dataset, different individuals may result with different data which limits the reproducibility of studies. Refinitiv Eikon offers an unstructured alternative. However, the Compustat access may not be available in some institutions due to its costliness. MotivationĮmpirical databases such as Compustat provide a fully structured dataset of stock quoted firms. This guide aims to be a full instruction on how to download and merge Refinitiv (formerly Thomson Reuters) Datastream Worldscope data into one comprehensive dataset of yearly stock quoted financial statements.