Some useful resources about proprietary financial databases

Sometimes, PhD students have to deal with proprietary databases which come along with proprietary softwares. They might be painful to use in particular when your university can not afford the last version. The antediluvian version might be very slow and not ergonomic at all. Moreover, the software is installed very often only on one PC in the whole library. Therefore, your time front of the machine is very limited and you have to be efficient.

First, you would better read manuals. The data team of the Erasmus University of Rotterdam has a nice blog. Moreover, they have a page dedicated to manuals. You can choose the manual which deals with the security which interests you in your research. If like me, you are interested in commodity futures, the datastream and bloomberg manual for these securities are interesting definitely.

User guides are not always very accessible. That is a shame. I found the Thomson Reuters’ user guide on the university of Otago’s website.
Mark Bruyneel, academic support at the UVA, has a nice blog about financial data. He is also on twitter. He explained well.

More information about futures contracts in datastream

For example, I found his post about the continuous futures time series in datastream very useful. The articles shared links toward the Thomson reuters methodology and the futures user guide of Datastream.  Building continuous futures time series is an important issue in financial research, in particular about commodities.

If you find other useful resources, do not hesitate to share in in the comments section.

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