![\"Man](\"https:\/\/i.postimg.cc\/MpC469HY\/computer-frustration-cartoon-2.gif\")
<\/a>Source: Aliotta’s blog<\/a><\/p><\/div>\n 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<\/a>. 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<\/a> and bloomberg<\/a> manual for these securities are interesting definitely.<\/p>\n User guides are not always very accessible. That is a shame. I found the Thomson Reuters’ user guide<\/a> on the university of Otago’s website. For example, I found his post about the continuous futures time series in datastream<\/a> very useful. The articles shared links toward the Thomson reuters methodology<\/a> and the futures user guide<\/a> of Datastream.\u00a0 Building continuous futures time series is an important issue in financial research, in particular about commodities.<\/p>\n If you find other useful resources, do not hesitate to share in in the comments section.<\/p>\n Views: 194<\/p>","protected":false},"excerpt":{"rendered":" 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 […]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[3],"tags":[5,20,6,4,19,8,7,22,21,9],"class_list":["post-44","post","type-post","status-publish","format-standard","hentry","category-hints","tag-bloomberg","tag-continuous","tag-database","tag-datastream","tag-futures","tag-manual","tag-proprietary","tag-series","tag-time","tag-user-guide"],"_links":{"self":[{"href":"https:\/\/debian-economist.eu\/wp\/index.php?rest_route=\/wp\/v2\/posts\/44","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/debian-economist.eu\/wp\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/debian-economist.eu\/wp\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/debian-economist.eu\/wp\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/debian-economist.eu\/wp\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=44"}],"version-history":[{"count":5,"href":"https:\/\/debian-economist.eu\/wp\/index.php?rest_route=\/wp\/v2\/posts\/44\/revisions"}],"predecessor-version":[{"id":552,"href":"https:\/\/debian-economist.eu\/wp\/index.php?rest_route=\/wp\/v2\/posts\/44\/revisions\/552"}],"wp:attachment":[{"href":"https:\/\/debian-economist.eu\/wp\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=44"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/debian-economist.eu\/wp\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=44"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/debian-economist.eu\/wp\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=44"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}
\nMark Bruyneel, academic support at the UVA, has a nice blog<\/a> about financial data. He is also on twitter<\/a>. He explained well.<\/p>\nMore information about futures contracts in datastream<\/h3>\n