Datastream

What is this?
How can I gain access?

What is this?

Thomson Datastream's global databases hold time series information for over two million financial instruments, securities and indicators for over 175 countries and 60 markets worldwide, with up to 50 years of historical depth for some series, and over 8,000 different fields, totaling over 100 million time series. This includes:

Equities and Fundamentals

Thomson Datastream has over 75,000 active equities (plus over 30,000 inactives) covering 64 developed and emerging markets with over 50 fields including prices, volumes, market capitalizations, earnings, dividend and corporate action data.
Full coverage of all traded equity instruments, for many markets, with over 30 years of history for the key developed markets.
Data sourced directly from exchanges, leading international and local suppliers, and published reports.

Unit and Investment Trusts

Extensive pricing and dividend coverage for 14 countries, including the top five European funds markets, giving a total coverage of 120,000 funds, including 30,000 UK trusts.
Complete coverage of investment trusts, including daily calculated asset values.

Indices

Thomson Datastream offers unrivalled coverage of over 100,000 indices:

Extensive coverage of market indices for 65 countries, including emerging markets.
Hosting of internationally recognized equity indices from reputable firms, such as MSCI, FTSE, S&P, S&P/EMDB and Dow Jones Stoxx, with constituent lists (including historical lists and weights data) for benchmark equity indices on most markets.
Over 30,000 third-party bond indices among them: JPMorgan, Citigroup, iBoxx and MSCI, with constituent lists available for all JP Morgan and iBoxx indices, including historical lists for the JP Morgan Eurozone indices.
Thomson Datastream Global Equity Indices span over 25 years of daily history and cover 38 markets, 16 regions, and 92 sectors. They offer consistency, transparency, international comparability and long histories.
Thomson Datastream Government Bond Indices calculated following standard industry methodology for all major bond markets, provide extensive historical data and cover a wide range of calculations.

Bonds

Over 100,000 fixed-income instruments and over 200,000 warrants, certificates and convertibles covering 32 markets.
For each bond, there are up to 200 terms and conditions items attached, as well as full historical price and volume details.
Access to a unique database of over 800,000 redeemed fixed-income securities and warrants.

International Macroeconomics

Over 500,000 time series are available with indicators for about 175 countries and history back to the 1950s.
The series are sourced from central banks, national statistics offices and include coverage from ECB Monthly Bulletins, Eurostat, European Commission Business and Consumer Surveys, and Japan's IN database, plus the OECD and IMF databases.
Forecast data for all leading and many developing economies from leading sources, such as EIU, Consensus Economics, WIIW and the OECD.

Commodities

Commodities coverage includes 3,000 spot prices plus major indices from JP Morgan and Goldman Sachs; LME metal prices and Metal Bulletin (giving excellent coverage of the metals market), plus agricultural commodities from Public Ledger, energy and chemicals from ICIS-LOR, forest products, semi- conductors, and electricity from the major power exchanges.

Interest and Exchange Rates

Forex rates for over 45 currencies, with excellent coverage of UK pound and US dollar rates and comprehensive emerging markets coverage. Exchange rate data is available from leading sources, such as WM/Reuters and Tullet Prebon. Over 2,500 interest rates are available from over 50 markets.

Futures and Options

Outstanding futures coverage of 25 countries with over 85,000 contracts with prices and other trading-related information, plus static data such as tick sizes, expiry dates and tick values.

In addition, 5,000 continuous series calculated using six different methods of calculation exist for various term structures.
The options database covers 2,000 contracts with over 300,000 series available. Both trading derived data such as implied volatility and static information are available. Options continuous series exist to provide an uninterrupted view of up to six different types of implied volatility data types, including at-the-money and constant maturities. In addition, coverage is available for the main volatility indices and put call ratios.

How can I gain access?

Datastream is available in our Dataroom, which is to be found in room 2.48 at the House of Finance. If you would like to use it, please set up an appointment with Mrs. Rach-Emma - do not forget to leave your e-mail address and phone number. Current availability of the dataroom can be checked here.