Data for Stock Indices (including each individual company in an index e.g. NASDAQ 100)

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1 Data for Stock Indices (including each individual company in an index e.g. NASDAQ 100) Before you start: please work through the guide Logging on and getting started with Datastream. It would also be helpful if you have used our guide for Company/Equity Data as this outlines some of the generic steps in more detail than this guide. 1. We will search for FTSE 100. To begin, open Excel. 2. Click on Datastream tab then Time Series Request. The following box will appear: 3. To find the index you are interested in, click on This will open the Datastream Navigator (see below). The Navigator is used to find Datastream Mnemonics (codes). In this example we will find data for each of the FTSE 100 companies. 4 Click on the X button in the Search Box to clear any previous search. Then Click on choose a single category where you can choose Equity Indices (Note that the default Data Category is Equities.)

2 5. Type ftse 100 into the search box. Click Search. You will see the first ten results matching your search, with the most relevant results at the top. If necessary, use Refine Search to filter the results. For example, by Market (country) or by currency. When you click on a variable, more detailed information is displayed below. Further information can be displayed in the editable chart on the left. Choosing the right Index look for an index from the country and currency you are interested in. Also look for those with 3 stars. 6. Tick the box next to FTSE 100 and then click on use. This will return you to the Time Series Request box and place the symbol in the Series/Lists box. If you want aggregate data for the index, leave the code as it is. If you want data for each company in the index type an L in front of the code (e.g. LFTSE100). You must also put a tick against TS for each item in list.

3 7. By default, Datastream will give you price (P), i.e. share price for the company. If you would like another type of data (e.g. market value), you will need to search for the code. To find another Datatype, click on Make sure that the Datatype category is set to equity indices. Then search for market value to find the correct Mnemonic (code). To find the definitions of the codes, click on the row to highlight the chosen code and the definitions box will open. When you put a tick in the box next to your chosen datatype, the Use link will appear. Click on Use this will return you to the Time Series Request box and place the code in the Datatypes box. IMPORTANT NOTE: we do not have access to all data types. We do have access to Key Datatypes, Worldscope and Datastream datatypes. We also have access to some IBES datatypes. 3

4 8. In the Frequency box, use the drop down list to choose the frequency of the data, i.e. daily, weekly, monthly, quarterly, yearly. Note: not all datatypes are available for all frequencies, so you may need to try different options. 9. Choose the time period you are interested in by entering a Start Date and End Date in the format dd/mm/yy. Alternatively you can enter a Start Date number of days (D), weeks (W), months (M), quarters (Q), or years (Y) ago from today, e.g. -3D means start three days ago from today -10Y means start ten years ago from today (note: you must use upper case letters) 10. In the Options section tick: Display Row Titles Display Column Titles Display Headings Display Currency Embed Visible button IMPORTANT Do NOT tick Auto Refresh. (This will link your Excel spreadsheet to Datastream and wipe out your data when you use a different computer.) 11. Click on submit. 4

5 Your data will look something like this and will run to several pages: Remember to save your work to your memory stick or H:drive. Note: data will be downloaded into the Excel cell that you are clicked in when you open the Time Series Request box. If you want to download more data on the same companies you can return to your search and add this to your time series request. If you want to search for new indices open a new worksheet in Excel instead. If you want to add to or amend your search, you can use the visible button that is embedded in your spreadsheet. By default it is entitled refresh, but if you right click on this you get the option to choose editor as shown here. Choosing editor will return you to the time series search box where you can add new datatypes. 5

6 Equities Indices by Sector or Industry You can use Datastream to list all the companies in an index with their industry names and/or sector names. a. Open a Static Request box from within Excel. b. Click on the Find Series button and use the Navigator to find your index. In this example, we have selected NASDAQ 100. c. Type an L in front of the code to instruct Datastream to list each company in the index. The code for the NASDAQ 100 should now be LNASA100. d. In the Datatypes box type: NAME,ICBIN,ICBSN NAME name of company ICBIN industry name ICBSN sector name e. In the Options section, tick: Display Row Titles Display Column Titles Display Headings Embed Visible button (Do NOT tick auto refresh ) f. Click on Submit. Your data should look something like this: Remember to save your work to your memory stick or H:drive. When you have finished in Datastream, please log off by choosing file and exit. [HJR/JMH Feb N.B. Some content courtesy of Adam Hill/ Harry Gibbs, Southampton University Library 2012] 6