How to Retrieve Time Series Data from Datastream

This help guide provides search samples for exchange rates, stock market index and commodity prices from Datastream. Datastream can be accessed on the "Datastream Station" in the Waterloo Campus Library, on the third floor in front of office 3-310.

Use the links below to navigate to the different sections of this guide.

Finding Monthly Exchange Rates between US and Canadian Dollars for the Past 10 Years

  1. Select Exchange rates in Data Category window
  2. Enter US Canadian in the Enter Series text box and then click Find Series

exchange1

3. Click on CNDOLL$ (symbol) in Datastream Navigator window

exchange2

4. Under Analysis to the left side, click the + sign in front of Single Series - Data and click on Time Series Data

exchange3

5. Click Settings button at the top right corner, adjust the Frequency to Monthly and then click OK.

exchange4

6. In Time Period area tick the box next to -10Y and click Run now!

exchange5

Your data will look something like this:

exchange6

Finding Monthly Prices for Crude Oil in the Past 5 Years

  1. Select Commodities in Data Category window
  2. Enter crude oil in the Enter Series text box and then click Find Series. oil1

3. In Datastream Navigator window you will see more than one result displayed. If necessary, use Refine Search to filter the results. For example, by type or by currency. If the first result matches your request, click on OILBREN (symbol).oil2

4. Under Analysis to the left side, click the + sign in front of Single Series - Data and click on Time Series Data.oil3

5. Click Settings button at the top-right corner, adjust the Frequency to Monthly and then click OK.oil4

6. In Time Period area tick the box next to -5Y and click Run now!

oil5

Your data will look something like this:

oil6

Finding the Daily S&P/TSX Composite Index in the Past 3 Years

  1. Select Equity Indices in Data Category window
  2. Enter S&P/TSX Composite in the Enter Series text box and click Find Series
  3. Click on TTOCOMP in Datastream Navigator window
  4. Follow Steps 4-6 in the sample search for monthly prices of crude oil in the past 5 years. Adjust the Frequency to Daily and Time Period to -3.

Your data will look something like this:

TSX