Functions and expressions in Datastream and Extranet

Datastream contains lots of functions and expressions to change datatypes to your own liking/preference. For those that can use the Datastream Extranet, it provides a vast list of possible functions/expressions.

Some general expressions:
- Trading days and non –trading days (e.g. New year’s day & bank holidays)
P en P#S, Weekends don’t apply
- Currency conversion (Datastream uses World Market Reuters series) Useful when comparing equities from different currency markets. (Exchange rate is Reuters)
X(P)~E of X(P)~U$
(ALT190= ¥, ALT156 = £, ALT159=ƒ)
E.g.: ING Groep sector: life insurance (NY, London & Amsterdam)
But you can also use the button in the Datastream menu
- Log-function
Two options: Log (logaritm) and LN (base value mathematic constant e).
E.g. data type RI (total return): LOG#(X(RI))
- Cumulative sum
CMA#(X(RI)) (Calendar Monthly Average)
CSUM#(CMA#(X(RI))) cumulative sum

By replacing the X for a mnemonic or or a DS code and use it in the series/lists field of the menu it is possible to run the function. But that can be a drag, since it has to be done for each single item (note all the brackets)
Tip: It saves loads of work to use the functions / expressions in the datatypes field and have them apply to your entire work set in one single go.


Datastream Extranet: (Datastream customers only)
Extranet provides in depth information on databases published by Thomson Financial.

Functions and Expressions in Extranet:
Select from the menu (Quicklinks) on the right hand side of the page under header
DOWNLOADS, DOCUMENTS AND TRAINING, and click the link Using Datastream Hints and tips
On the next page it is possible to select on subject:
Finding series in Datastream
Functions and expressions
Datastream charting
Datastream Advance for Office (AFO)
User created indices
Each of these subjects opens another page, with in the center of the page downloads and on the right hand side a menu called Useful links (often the same as the former page), but always with the link Functions and definitions. This opens a searchable database.
E.g; Cumulative sum:
CSUM#(Expression, Start Date)
Where Start Date defines the start date for the calculation. This must be earlier than, or the same as, the display period end date. Actual dates are typed in using either the standard DD/MM/YY format or the displacement date formats.
CSUM#(Expression)
If you do not specify a start date, the default is the start date on the input screen.