Datastream Web Service - About REST Service

The Datastream Web Service provides a REST based web service, built using WCF framework, to access Datastream content. You can either use JSON or XML (pox) based request/response. You can use any platform that issue HTTP requests for integration. The HTTP GET based operations are simpler to use but the HTTP POST based operations offer richer functionality. You can refer this test page to see the JSON/XML request and response messages for various operations along with the different parameters you can use.

GETTING STARTED

First understand the operations and data format to use from here. For the GET based operations, you will pass the request parameters in the URL as query string. Following are the steps you will typically use during integration when using the GET based methods:

Obtain a secure token by invoking the Token operation, passing your username and password as query string.
Retrieve the data by calling the Data operation, passing the appropriate instrument, data types and date information as query string.

You have to parse the returned repsonse to extract the results. You can control whether the responses need to be in JSON or XML by setting the Accept header or use the format query string. Note that all the query string values should be properly URL encoded.

You will not be able to retrieve data for multiple requests in a single call with the GET based operation. The POST based GetDataBundle operation can be used for this purpose. If you want to use POST based operations for all your requests, then you can use the GetToken and GetData counterparts.

TOKEN RETRIEVAL

A secure token is needed in order to retrieve data from the service. You can obtain a token using Token (or GetToken). You have to pass as part of this operation your Datastream Id (eg. ZABC123) and password. You will get back a secure token as part of the response and you will use this token for subsequent data access. Following code snippet shows an example token request and response:

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HTTP Method: GET
Url: https://product.datastream.com/DSWSClient/V1/DSService.svc/rest/Token 
Query String: ?username=yourDatastreamID&password=yourpassword

Response
{
    "Properties":null,
    "TokenExpiry":"\/Date(1358511071286)\/",
    "TokenValue":"n9IcXCXIq+Ap01D2F84B72EF6414D3F08105B5"
}

{
    "Properties":null,
    "TokenExpiry":"\/Date(1358511071286)\/",
    "TokenValue":"n9IcXCXIq+Ap01D2F84B72EF6414D3F08105B5"
}

HTTP Method: GET
Url: https://product.datastream.com/DSWSClient/V1/DSService.svc/rest/Token 
Query String: ?username=yourDatastreamID&password=yourpassword


Response
<DSGetTokenResponse xmlns="http://dsws.datastream.com/client/V1/" xmlns:i="http://www.w3.org/2001/XMLSchema-instance">
    <Properties i:nil="true"/>    
    <TokenExpiry>2013-01-30T19:15:12.4958593Z</TokenExpiry>
    <TokenValue>n9IcXCXIq+ApBEe0z1h2bsablXWhFOCTAAX/+A34O90PF27D5A53DB67AC</TokenValue>   
</DSGetTokenResponse>

<DSGetTokenResponse xmlns="http://dsws.datastream.com/client/V1/" xmlns:i="http://www.w3.org/2001/XMLSchema-instance">
    <Properties i:nil="true"/>    
    <TokenExpiry>2013-01-30T19:15:12.4958593Z</TokenExpiry>
    <TokenValue>n9IcXCXIq+ApBEe0z1h2bsablXWhFOCTAAX/+A34O90PF27D5A53DB67AC</TokenValue>
</DSGetTokenResponse>

Sub GetToken()
    
    ' Gets a token given the username and credentials
    ' This method uses HTTP GET passing the request parameters using the URL query string
    ' The data exchange format is XML

    Const URL = "https://product.datastream.com/dswsclient/V1/DSService.svc/rest/"

    ' Pick username and password
    Dim UserName As String: UserName = "yourDatastreamId"
    Dim Password As String: Password = "yourpassword"

    ' Form the query string containing username and password
    Dim QueryString As String: QueryString = "Token?username=" + URLEncode(UserName) + "&password=" + URLEncode(Password) + "&format=xml"
   

   
    ' Issue the request to server
    Dim DswsSvc As New MSXML2.XMLHTTP
    DswsSvc.Open "GET", URL + QueryString, False
    DswsSvc.send

    
    ' Load the response xml
    Dim ResponseDoc As New MSXML2.DOMDocument
    ResponseDoc.LoadXML (DswsSvc.responseText)
    

    ' Check for errors
    If ResponseDoc.ChildNodes(0).nodeName = "DSFault" Then
        MsgBox ResponseDoc.SelectSingleNode("//Message").Text, vbCritical, "Datastream Web Service GetToken Error"
        Exit Sub
    End If


    
    ' Parse the response to get the token and expiry
    Dim Token As String: Token = ResponseDoc.SelectSingleNode("//TokenValue").Text
    Dim TokenExpiryString As String: TokenExpiryString = ResponseDoc.SelectSingleNode("//TokenExpiry").Text


    
    ' Note that expiry timestamp is in UTC
    Dim TokenExpiry As Date
    TokenExpiry = DateSerial(CInt(Mid(TokenExpiryString, 1, 4)), CInt(Mid(TokenExpiryString, 6, 2)), CInt(Mid(TokenExpiryString, 9, 2))) + _
                    TimeSerial(CInt(Mid(TokenExpiryString, 12, 2)), CInt(Mid(TokenExpiryString, 15, 2)), CInt(Mid(TokenExpiryString, 18, 2)))

    
End Sub

Sub GetToken()

    ' Gets a token given the username and credentials
    ' This method uses HTTP GET passing the request parameters using the URL query string
    ' The data exchange format is XML

    Const URL = "https://product.datastream.com/dswsclient/V1/DSService.svc/rest/" 

     ' Pick username and password
    Dim UserName As String: UserName = "yourDatastreamId"
    Dim Password As String: Password = "yourpassword"

    ' Form the query string containing username and password
    Dim QueryString As String: QueryString = "Token?username=" + URLEncode(UserName) + "&password=" + URLEncode(Password) + "&format=xml"
   
    ' Issue the request to server
    Dim DswsSvc As New MSXML2.XMLHTTP
    DswsSvc.Open "GET", URL + QueryString, False
    DswsSvc.send
    
    ' Load the response xml
    Dim ResponseDoc As New MSXML2.DOMDocument
    ResponseDoc.LoadXML (DswsSvc.responseText)
   
    ' Check for errors
    If ResponseDoc.ChildNodes(0).nodeName = "DSFault" Then
        MsgBox ResponseDoc.SelectSingleNode("//Message").Text, vbCritical, "Datastream Web Service GetToken Error"
        Exit Sub
    End If
    
    ' Parse the response to get the token and expiry
    Dim Token As String: Token = ResponseDoc.SelectSingleNode("//TokenValue").Text
    Dim TokenExpiryString As String: TokenExpiryString = ResponseDoc.SelectSingleNode("//TokenExpiry").Text
    
    ' Note that expiry timestamp is in UTC
    Dim TokenExpiry As Date
    TokenExpiry = DateSerial(CInt(Mid(TokenExpiryString, 1, 4)), CInt(Mid(TokenExpiryString, 6, 2)), CInt(Mid(TokenExpiryString, 9, 2))) + _
                    TimeSerial(CInt(Mid(TokenExpiryString, 12, 2)), CInt(Mid(TokenExpiryString, 15, 2)), CInt(Mid(TokenExpiryString, 18, 2))) 
    
End Sub

Note
The tokens have an expiry time and the response contains the timestamp (in UTC) when the token will expire. You can cache the token until this expiry time and use it for data requests. You need to obtain the token again if it has expired.

UNDERSTANDING REQUESTS

A data request consists of an instrument (eg. VOD.L), data types (eg. PH), date information (eg. Start/End dates of a time series) and optional request properties. An instrument is generally a symbol (such as RIC, Datastream Mnemonic, ISIN etc.) but it can also be a complex expression. You can specify properties for the instrument (eg. are they set of instruments rather than a single instrument). The data types contain the field codes for which you want to retrieve the data. You can lookup the instruments from here and browse the available data types from here. The expression syntax can be found here.

The service supports point-in-time data (snapshot) as well as time series data retrieval. For a snapshot date you will specify a single date, while for a time series date the start date, end date and frequency information will be specified. Note that the DateKind must be populated appropriately. You can use absolute dates (eg. 2012-11-24), relative dates (eg. -30D) or certain literals (eg. BDATE) as dates.

You can also specify additional request properties to customize your responses (eg. return expanded instrument name). If you need to specify the type of the instrument, you can use the special SYM# function. For example SYM#(VOD.L,RIC) specifies that the instrument type is a RIC. Following code snippet provides an example data request:

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HTTP Method: GET
Query String:?token=n9IcXCXIq%2bA7F9D4603&instrument=VOD&datatypes=PL%2cPH&datekind=TimeSeries&start=-30D&end=-20D&freq=D


HTTP Method: POST
{
    
    "DataTypes":[
    {
        "Properties":null,
        "Value":"PL"
    },
    {
        "Properties":null,
        "Value":"PH"
    }],
    "Date":
    {
        "End":"-20D",
        "Frequency":"D",
        "Kind":1,
        "Start":"-30D"
   },
   "Instrument":
    {
        "Properties":null,
        "Value":"VOD"
    },
   "Tag":null
}

{
    
    "DataTypes":[
    {
        "Properties":null,
        "Value":"PL"
    },
    {
        "Properties":null,
        "Value":"PH"
    }],
    "Date":
    {
        "End":"-20D",
        "Frequency":"D",
        "Kind":1,
        "Start":"-30D"
   },
   "Instrument":
    {
        "Properties":null,
        "Value":"VOD"
    },
   "Tag":null
}

HTTP Method: GET
Query String:?token=n9IcXCXIq%2bA7F9D4603&instrument=VOD&datatypes=PL%2cPH&datekind=TimeSeries&start=-30D&end=-20D&freq=D


HTTP Method: POST
<DataRequest>
   <DataTypes>
        <DSDataType>
            <Properties i:nil="true"/>
            <Value>PL</Value>
        </DSDataType>
        <DSDataType>
            <Properties i:nil="true"/>
            <Value>PH</Value>
        </DSDataType>
    </DataTypes>
    <Date>
        <End>-20D</End>
        <Frequency>D</Frequency>
        <Kind>TimeSeries</Kind>
        <Start>-30D</Start>
   </Date>
   <Instrument>
        <Properties i:nil="true"/>
        <Value>VOD</Value>
   </Instrument>
   <Tag i:nil="true"/>
</DataRequest>

<DataRequest>
   <DataTypes>
        <DSDataType>
            <Properties i:nil="true"/>
            <Value>PL</Value>
        </DSDataType>
        <DSDataType>
            <Properties i:nil="true"/>
            <Value>PH</Value>
        </DSDataType>
    </DataTypes>
    <Date>
        <End>-20D</End>
        <Frequency>D</Frequency>
        <Kind>TimeSeries</Kind>
        <Start>-30D</Start>
   </Date>
   <Instrument>
        <Properties i:nil="true"/>
        <Value>VOD</Value>
   </Instrument>
   <Tag i:nil="true"/>
</DataRequest>

Function DataRequestForHttpGET() As String

    ' Collect the request parameters
    Dim Series As String: Series = "VOD"
    Dim DataTypes As String: DataTypes = "PL,PH"
    Dim DateKind As String: DateKind = "TimeSeries"
    Dim StartDate As String: StartDate = "-30D"
    Dim EndDate As String: EndDate = "-20D"
    Dim Frequency As String: Frequency = "D"
    Dim Token As String : Token = GetToken()

    ' For HTTP GET based Data() - we will simply pass the parameters in query string
    Dim QueryString As String
    QueryString = "token=" + URLEncode(Token) + "&instrument=" + URLEncode(Series) + "&datatypes=" + URLEncode(DataTypes) + "&datekind=" + URLEncode(DateKind) + "&start=" + URLEncode(StartDate) + "&end=" + URLEncode(EndDate) + "&freq=" + URLEncode(Frequency) + "&format=xml"

    ' Return the query string
    DataRequestForHttpGET = QueryString


End Function


Function DataRequestForHttpPOST() As String

    ' Collect the request parameters
    Dim Series As String: Series = "VOD"
    Dim DataTypes As String: DataTypes = "PL,PH"
    Dim DateKind As String: DateKind = "TimeSeries"
    Dim StartDate As String: StartDate = "-30D"
    Dim EndDate As String: EndDate = "-20D"
    Dim Frequency As String: Frequency = "D"
    Dim Token As String : Token = GetToken()

    ' For HTTP POST based GetData() - we will pass the parameters as XML
    ' Load the request xml from template
    Const RequestXmlTemplate = "<DSGetDataRequest xmlns='http://dsws.datastream.com/client/V1/' xmlns:i='http://www.w3.org/2001/XMLSchema-instance'><DataRequest><DataTypes><DSDataType><Properties i:nil='true'/><Value/></DSDataType></DataTypes><Date><End/><Frequency/><Kind/><Start/></Date><Instrument><Properties i:nil='true'/><Value/></Instrument><Tag i:nil='true'/></DataRequest><TokenValue/></DSGetDataRequest>"

    Dim RequestDoc As New MSXML2.DOMDocument
    RequestDoc.LoadXML RequestXmlTemplate

        
    ' Set the token
    RequestDoc.SelectSingleNode("//TokenValue").Text = Token

    ' Get the request node
    Dim DataRequestNode As MSXML2.IXMLDOMNode
    Set DataRequestNode = RequestDoc.SelectSingleNode("//DataRequest")

    ' Set the instrument
    DataRequestNode.SelectSingleNode("//Instrument/Value").Text = Series

    ' Set the datatypes
    Dim DataTypesNode As MSXML2.IXMLDOMNode
    Dim DataTypeTemplateNode As MSXML2.IXMLDOMNode
    Dim DataTypeNode As MSXML2.IXMLDOMNode
  
    Set DataTypesNode = DataRequestNode.SelectSingleNode("//DataTypes")
    Set DataTypeTemplateNode = DataTypesNode.SelectSingleNode("DSDataType")
    DataTypesNode.RemoveChild DataTypeTemplateNode
    Dim DataType As Variant
    For Each DataType In Split(DataTypes, ",")
        Set DataTypeNode = DataTypeTemplateNode.CloneNode(True)
        DataTypeNode.SelectSingleNode("Value").Text = CStr(DataType)
        DataTypesNode.appendChild DataTypeNode
    Next DataType

    ' Set the date
    DataRequestNode.SelectSingleNode("//Date/Kind").Text = DateKind
    DataRequestNode.SelectSingleNode("//Date/Start").Text = StartDate
    DataRequestNode.SelectSingleNode("//Date/End").Text = EndDate
    DataRequestNode.SelectSingleNode("//Date/Frequency").Text = Frequency

   
    ' Finally return the post data string
    DataRequestForHttpPOST = RequestDoc.XML

End Function


Function DataRequestForHttpGET() As String
    ' Collect the request parameters
    Dim Series As String: Series = "VOD"
    Dim DataTypes As String: DataTypes = "PL,PH"
    Dim DateKind As String: DateKind = "TimeSeries"
    Dim StartDate As String: StartDate = "-30D"
    Dim EndDate As String: EndDate = "-20D"
    Dim Frequency As String: Frequency = "D"
    Dim Token As String : Token = GetToken()

    ' For HTTP GET based Data() - we will simply pass the parameters in query string
    Dim QueryString As String: QueryString = "token=" + URLEncode(Token) + "&instrument=" + URLEncode(Series) + "&datatypes=" + URLEncode(DataTypes) + "&datekind=" + URLEncode(DateKind) + "&start=" + URLEncode(StartDate) + "&end=" + URLEncode(EndDate) + "&freq=" + URLEncode(Frequency) + "&format=xml" 

    ' Return the query string
    DataRequestForHttpGET = QueryString

End Function

Function DataRequestForHttpPOST() As String

    ' Collect the request parameters
    Dim Series As String: Series = "VOD"
    Dim DataTypes As String: DataTypes = "PL,PH"
    Dim DateKind As String: DateKind = "TimeSeries"
    Dim StartDate As String: StartDate = "-30D"
    Dim EndDate As String: EndDate = "-20D"
    Dim Frequency As String: Frequency = "D"
    Dim Token As String : Token = GetToken()

    ' For HTTP POST based GetData() - we will pass the parameters as XML
    ' Load the request xml from template
    Const RequestXmlTemplate = "<DSGetDataRequest xmlns='http://dsws.datastream.com/client/V1/' xmlns:i='http://www.w3.org/2001/XMLSchema-instance'><DataRequest><DataTypes><DSDataType><Properties i:nil='true'/><Value/></DSDataType></DataTypes><Date><End/><Frequency/><Kind/><Start/></Date><Instrument><Properties i:nil='true'/><Value/></Instrument><Tag i:nil='true'/></DataRequest><TokenValue/></DSGetDataRequest>"
    Dim RequestDoc As New MSXML2.DOMDocument
    RequestDoc.LoadXML RequestXmlTemplate
    
    ' Set the token
    RequestDoc.SelectSingleNode("//TokenValue").Text = Token 

    ' Get the request node
    Dim DataRequestNode As MSXML2.IXMLDOMNode 
    Set DataRequestNode = RequestDoc.SelectSingleNode("//DataRequest") 

    ' Set the instrument
    DataRequestNode.SelectSingleNode("//Instrument/Value").Text = Series 

    ' Set the datatypes
    Dim DataTypesNode As MSXML2.IXMLDOMNode
    Dim DataTypeTemplateNode As MSXML2.IXMLDOMNode
    Dim DataTypeNode As MSXML2.IXMLDOMNode
  
    Set DataTypesNode = DataRequestNode.SelectSingleNode("//DataTypes")
    Set DataTypeTemplateNode = DataTypesNode.SelectSingleNode("DSDataType")
    DataTypesNode.RemoveChild DataTypeTemplateNode
    Dim DataType As Variant
    For Each DataType In Split(DataTypes, ",")
  
    Set DataTypeNode = DataTypeTemplateNode.CloneNode(True)
    DataTypeNode.SelectSingleNode("Value").Text = CStr(DataType)
    DataTypesNode.appendChild DataTypeNode
    
    Next DataType 

    ' Set the date
   DataRequestNode.SelectSingleNode("//Date/Kind").Text = DateKind
   DataRequestNode.SelectSingleNode("//Date/Start").Text = StartDate
   DataRequestNode.SelectSingleNode("//Date/End").Text = EndDate
   DataRequestNode.SelectSingleNode("//Date/Frequency").Text = Frequency 

   ' Finally return the post data string
   DataRequestForHttpPOST = RequestDoc.XML 

End Function

Note
If you know that your request contains a symbol that is a RIC, it is better to pass the symbol decorated with <symbol>. For example, VOD.L can be passed as <VOD.L>. Alternatively, you can use the verbose syntax SYM#(VOD.L,RIC). This usually speeds up the operation in the backend.

UNDERSTANDING RESPONSES

A data response contains all the requested data types, and, for each data type, the values corresponding to instruments. Note that even though you ask for a single instrument, if the instrument is a list symbol (eg. LFTSE100), you will get back multiple instruments in the response.

The response value is contained inside symbol response value. You can access the Value property to get the appropriate data. For example if you asked for a time series closing price, this property will contain an array of doubles.

A request failure (eg. invalid arguments) would result in a HTTP error. Further you have to check the Type property of a symbol response to see if a specific data type has errors (eg. time series information not available for requested data type).

You can also check additional response properties such as expanded symbol names etc. provided you had asked them during your request. Following code snippet provides an example data response:

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{
    "AdditionalResponses":null,
    "DataTypeNames":null,
    "DataTypeValues":[
    {
        "DataType":"PL",
        "SymbolValues":[
        {
            "Currency":"£",
            "Symbol":"VOD",
            "Type":10,
            "Value":[158.48,159.25,161.2,160.65,161.05,160.65,161,NaN,155.97,155.9]
        }]
    },
    {
        "DataType":"PH",
        "SymbolValues":[
        {
            "Currency":"£",
            "Symbol":"VOD",
            "Type":10,
            "Value":[160.07,162.2,162.92,162.4,162,161.99,163.4,NaN,159.57,159.35]
         }]
     }],
     "Dates":["\/Date(1354665600000+0000)\/","\/Date(1354752000000+0000)\/","\/Date(1354838400000+0000)\/"],
     "SymbolNames":null,
     "Tag":null
}

{
    "AdditionalResponses":null,
    "DataTypeNames":null,
    "DataTypeValues":[
    {
        "DataType":"PL",
        "SymbolValues":[
        {
            "Currency":"£",
            "Symbol":"VOD",
            "Type":10,
            "Value":[158.48,159.25,161.2,160.65,161.05,160.65,161,NaN,155.97,155.9]
        }]
    },
    {
        "DataType":"PH",
        "SymbolValues":[
        {
            "Currency":"£",
            "Symbol":"VOD",
            "Type":10,
            "Value":[160.07,162.2,162.92,162.4,162,161.99,163.4,NaN,159.57,159.35]
         }]
     }],
     "Dates":["\/Date(1354665600000+0000)\/","\/Date(1354752000000+0000)\/","\/Date(1354838400000+0000)\/"],
     "SymbolNames":null,
     "Tag":null
}

<DataResponse>
    <AdditionalResponses i:nil="true"/>
    <DataTypeNames i:nil="true"/>
    <DataTypeValues>
	  <DSDataTypeResponseValue>
		<DataType>PL</DataType>
		<SymbolValues>
		  <DSSymbolResponseValue>
			<Currency>£</Currency>
			<Symbol>VOD</Symbol>
			<Type>DoubleArray</Type>
			<Value i:type="a:ArrayOfdouble" xmlns:a="http://schemas.microsoft.com/2003/10/Serialization/Arrays">
				<a:double>155.97</a:double>
				<a:double>NaN</a:double>
				<a:double>155.9</a:double>
				<a:double>155.45</a:double>
			</Value>
		  </DSSymbolResponseValue>
		</SymbolValues>
	  </DSDataTypeResponseValue>
	  <DSDataTypeResponseValue>
		<DataType>PH</DataType>
		<SymbolValues>
		  <DSSymbolResponseValue>
			<Currency>£</Currency>
			<Symbol>VOD</Symbol>
			<Type>DoubleArray</Type>
			<Value i:type="a:ArrayOfdouble" xmlns:a="http://schemas.microsoft.com/2003/10/Serialization/Arrays">
				<a:double>159.57</a:double>
				<a:double>NaN</a:double>
				<a:double>157.51</a:double>
				<a:double>157.86</a:double>
			</Value>
		  </DSSymbolResponseValue>
		</SymbolValues>
	  </DSDataTypeResponseValue>
    </DataTypeValues>
    <Dates xmlns:a="http://schemas.microsoft.com/2003/10/Serialization/Arrays">
	    <a:dateTime>2012-12-17T00:00:00</a:dateTime>
	    <a:dateTime>2012-12-18T00:00:00</a:dateTime>
	    <a:dateTime>2012-12-19T00:00:00</a:dateTime>
	    <a:dateTime>2012-12-20T00:00:00</a:dateTime>
    </Dates>
    <SymbolNames i:nil="true"/>
    <Tag i:nil="true"/>
</DataResponse>

<DataResponse>
    <AdditionalResponses i:nil="true"/>
    <DataTypeNames i:nil="true"/>
    <DataTypeValues>
	  <DSDataTypeResponseValue>
		<DataType>PL</DataType>
		<SymbolValues>
		  <DSSymbolResponseValue>
			<Currency>£</Currency>
			<Symbol>VOD</Symbol>
			<Type>DoubleArray</Type>
			<Value i:type="a:ArrayOfdouble" xmlns:a="http://schemas.microsoft.com/2003/10/Serialization/Arrays">
				<a:double>155.97</a:double>
				<a:double>NaN</a:double>
				<a:double>155.9</a:double>
				<a:double>155.45</a:double>
			</Value>
		  </DSSymbolResponseValue>
		</SymbolValues>
	  </DSDataTypeResponseValue>
	  <DSDataTypeResponseValue>
		<DataType>PH</DataType>
		<SymbolValues>
		  <DSSymbolResponseValue>
			<Currency>£</Currency>
			<Symbol>VOD</Symbol>
			<Type>DoubleArray</Type>
			<Value i:type="a:ArrayOfdouble" xmlns:a="http://schemas.microsoft.com/2003/10/Serialization/Arrays">
				<a:double>159.57</a:double>
				<a:double>NaN</a:double>
				<a:double>157.51</a:double>
				<a:double>157.86</a:double>
			</Value>
		  </DSSymbolResponseValue>
		</SymbolValues>
	  </DSDataTypeResponseValue>
    </DataTypeValues>
    <Dates xmlns:a="http://schemas.microsoft.com/2003/10/Serialization/Arrays">
	    <a:dateTime>2012-12-17T00:00:00</a:dateTime>
	    <a:dateTime>2012-12-18T00:00:00</a:dateTime>
	    <a:dateTime>2012-12-19T00:00:00</a:dateTime>
	    <a:dateTime>2012-12-20T00:00:00</a:dateTime>
    </Dates>
    <SymbolNames i:nil="true"/>
    <Tag i:nil="true"/>
</DataResponse>

Function InterpretDataResponse(DataResponseNode As  MSXML2.IXMLDOMNode)
    ' The data response contains for each datatype, for each symbol, the values
    ' There are additionally the dates and other responses
    ' In case of snapshot request, values is a single data-point
    ' In case of list request, symbols will contain the constituents of the list

    ' Declarations
    Dim DataTypeNode As MSXML2.IXMLDOMNode
    Dim SymbolNode As MSXML2.IXMLDOMNode
    Dim ValueNode As MSXML2.IXMLDOMNode
    Dim DataType As String
    Dim Symbol As String
    Dim Currncy As String
    Dim ValueType As String
    Dim ValueString As String
    Dim ValueVariant As Variant 

    
    ' Get values for each datatype
     For Each DataTypeNode  In DataResponseNode.SelectNodes("DataTypeValues/DSDataTypeResponseValue")
        DataType = DataTypeNode.SelectSingleNode("DataType").Text
        

          ' Get values for each symbol
         For Each SymbolNode  In DataTypeNode.SelectNodes("SymbolValues/DSSymbolResponseValue")
        
            Symbol = SymbolNode.SelectSingleNode("Symbol").Text
            Currncy = SymbolNode.SelectSingleNode("Currency").Text
            ValueType = SymbolNode.SelectSingleNode("Type").Text
            

             ' Get for each value
             For Each ValueNode  In SymbolNode.SelectSingleNode("Value").ChildNodes
                ValueString = ValueNode.Text
                If (ValueType = "DoubleArray" Or ValueType = "Double") And ValueString <> "NaN" Then
                    ValueVariant = CDbl(ValueString)
                Else
                    ValueVariant = ValueString
                End If

             Next ValueNode

            
         Next SymbolNode

       
     Next DataTypeNode

    
     ' Get dates
     Dim DateNode  As MSXML2.IXMLDOMNode
     Dim DateString  As String
     Dim DateVal  As Date
     For Each DateNode  In DataResponseNode.SelectSingleNode("Dates").ChildNodes
        DateString = DateNode.Text
        DateVal = DateSerial(CInt(Mid(DateString, 1, 4)), CInt(Mid(DateString, 6, 2)), CInt(Mid(DateString, 9, 2)))
     Next DateNode 

 End Function

Private Function InterpretDataResponse(DataResponseNode As MSXML2.IXMLDOMNode)

    ' The data response contains for each datatype, for each symbol, the values
    ' There are additionally the dates and other responses
    ' In case of snapshot request, values is a single data-point
    ' In case of list request, symbols will contain the constituents of the list
    
    ' Declarations
    Dim DataTypeNode As MSXML2.IXMLDOMNode
    Dim SymbolNode As MSXML2.IXMLDOMNode
    Dim ValueNode As MSXML2.IXMLDOMNode
    Dim DataType As String
    Dim Symbol As String
    Dim Currncy As String
    Dim ValueType As String
    Dim ValueString As String
    Dim ValueVariant As Variant
    
   
    ' Get values for each datatype
    For Each DataTypeNode In DataResponseNode.SelectNodes("DataTypeValues/DSDataTypeResponseValue")
        DataType = DataTypeNode.SelectSingleNode("DataType").Text
        
         ' Get values for each symbol
        For Each SymbolNode In DataTypeNode.SelectNodes("SymbolValues/DSSymbolResponseValue")
        
            Symbol = SymbolNode.SelectSingleNode("Symbol").Text
            Currncy = SymbolNode.SelectSingleNode("Currency").Text
            ValueType = SymbolNode.SelectSingleNode("Type").Text
            
            ' Get for each value
            For Each ValueNode In SymbolNode.SelectSingleNode("Value").ChildNodes
                ValueString = ValueNode.Text
                If (ValueType = "DoubleArray" Or ValueType = "Double") And ValueString <> "NaN" Then
                    ValueVariant = CDbl(ValueString)
                Else
                    ValueVariant = ValueString
                End If

            Next ValueNode
            
        Next SymbolNode
        
    Next DataTypeNode
    
    ' Get dates
    Dim DateNode As MSXML2.IXMLDOMNode
    Dim DateString As String
    Dim DateVal As Date
    For Each DateNode In DataResponseNode.SelectSingleNode("Dates").ChildNodes
        DateString = DateNode.Text
        DateVal = DateSerial(CInt(Mid(DateString, 1, 4)), CInt(Mid(DateString, 6, 2)), CInt(Mid(DateString, 9, 2)))
    Next DateNode
    
End Function

DATA RETRIEVAL

You can retrieve the data for a single request using Data operation. Following code snippet provides an example request and response:

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HTTP Method: GET
Url: https://product.datastream.com/DSWSClient/V1/DSService.svc/rest/Data
Query String: ?token=n9IcXCXIq%2bA7F9D4603&instrument=VOD&datatypes=PL%2cPH&datekind=TimeSeries&start=-30D&end=-20D&freq=D

Response
{
    "AdditionalResponses":null,
    "DataTypeNames":null,
    "DataTypeValues":[
    {
        "DataType":"PL",
        "SymbolValues":[
        {
            "Currency":"£",
            "Symbol":"VOD",
            "Type":10,
            "Value":[158.48,159.25,161.2,160.65,161.05,160.65,161,NaN,155.97,155.9]
        }]
    },
    {
        "DataType":"PH",
        "SymbolValues":[
        {
            "Currency":"£",
            "Symbol":"VOD",
            "Type":10,
            "Value":[160.07,162.2,162.92,162.4,162,161.99,163.4,NaN,159.57,159.35]
         }]
    }],
    "Dates":["\/Date(1354665600000+0000)\/","\/Date(1354752000000+0000)\/","\/Date(1354838400000+0000)\/"],
    "SymbolNames":null,
    "Tag":null

}

{
    "AdditionalResponses":null,
    "DataTypeNames":null,
    "DataTypeValues":[
    {
        "DataType":"PL",
        "SymbolValues":[
        {
            "Currency":"£",
            "Symbol":"VOD",
            "Type":10,
            "Value":[158.48,159.25,161.2,160.65,161.05,160.65,161,NaN,155.97,155.9]
        }]
    },
    {
        "DataType":"PH",
        "SymbolValues":[
        {
            "Currency":"£",
            "Symbol":"VOD",
            "Type":10,
            "Value":[160.07,162.2,162.92,162.4,162,161.99,163.4,NaN,159.57,159.35]
         }]
    }],
    "Dates":["\/Date(1354665600000+0000)\/","\/Date(1354752000000+0000)\/","\/Date(1354838400000+0000)\/"],
    "SymbolNames":null,
    "Tag":null

}

HTTP Method: GET
Url: https://product.datastream.com/DSWSClient/V1/DSService.svc/rest/Data
Query String: ?token=n9IcXCXIq%2bA7F9D4603&instrument=VOD&datatypes=PL%2cPH&datekind=TimeSeries&start=-30D&end=-20D&freq=D

Response
<DSDataResponse xmlns="http://dsws.datastream.com/client/V1/" xmlns:i="http://www.w3.org/2001/XMLSchema-instance">
    <AdditionalResponses i:nil="true"/>
    <DataTypeNames i:nil="true"/>
    <DataTypeValues>
	  <DSDataTypeResponseValue>
		<DataType>PL</DataType>
		<SymbolValues>
		  <DSSymbolResponseValue>
			<Currency>£</Currency>
			<Symbol>VOD</Symbol>
			<Type>DoubleArray</Type>
			<Value i:type="a:ArrayOfdouble" xmlns:a="http://schemas.microsoft.com/2003/10/Serialization/Arrays">
				<a:double>155.97</a:double>
				<a:double>NaN</a:double>
				<a:double>155.9</a:double>
				<a:double>155.45</a:double>
			</Value>
		  </DSSymbolResponseValue>
		</SymbolValues>
	  </DSDataTypeResponseValue>
	  <DSDataTypeResponseValue>
		<DataType>PH</DataType>
		<SymbolValues>
		  <DSSymbolResponseValue>
			<Currency>£</Currency>
			<Symbol>VOD</Symbol>
			<Type>DoubleArray</Type>
			<Value i:type="a:ArrayOfdouble" xmlns:a="http://schemas.microsoft.com/2003/10/Serialization/Arrays">
				<a:double>159.57</a:double>
				<a:double>NaN</a:double>
				<a:double>157.51</a:double>
				<a:double>157.86</a:double>
			</Value>
		  </DSSymbolResponseValue>
		</SymbolValues>
	  </DSDataTypeResponseValue>
    </DataTypeValues>
    <Dates xmlns:a="http://schemas.microsoft.com/2003/10/Serialization/Arrays">
	    <a:dateTime>2012-12-17T00:00:00</a:dateTime>
	    <a:dateTime>2012-12-18T00:00:00</a:dateTime>
	    <a:dateTime>2012-12-19T00:00:00</a:dateTime>
	    <a:dateTime>2012-12-20T00:00:00</a:dateTime>
    </Dates>
    <SymbolNames i:nil="true"/>
    <Tag i:nil="true"/>
</DataResponse>

<DSDataResponse xmlns="http://dsws.datastream.com/client/V1/" xmlns:i="http://www.w3.org/2001/XMLSchema-instance">
    <AdditionalResponses i:nil="true"/>
    <DataTypeNames i:nil="true"/>
    <DataTypeValues>
	  <DSDataTypeResponseValue>
		<DataType>PL</DataType>
		<SymbolValues>
		  <DSSymbolResponseValue>
			<Currency>£</Currency>
			<Symbol>VOD</Symbol>
			<Type>DoubleArray</Type>
			<Value i:type="a:ArrayOfdouble" xmlns:a="http://schemas.microsoft.com/2003/10/Serialization/Arrays">
				<a:double>155.97</a:double>
				<a:double>NaN</a:double>
				<a:double>155.9</a:double>
				<a:double>155.45</a:double>
			</Value>
		  </DSSymbolResponseValue>
		</SymbolValues>
	  </DSDataTypeResponseValue>
	  <DSDataTypeResponseValue>
		<DataType>PH</DataType>
		<SymbolValues>
		  <DSSymbolResponseValue>
			<Currency>£</Currency>
			<Symbol>VOD</Symbol>
			<Type>DoubleArray</Type>
			<Value i:type="a:ArrayOfdouble" xmlns:a="http://schemas.microsoft.com/2003/10/Serialization/Arrays">
				<a:double>159.57</a:double>
				<a:double>NaN</a:double>
				<a:double>157.51</a:double>
				<a:double>157.86</a:double>
			</Value>
		  </DSSymbolResponseValue>
		</SymbolValues>
	  </DSDataTypeResponseValue>
    </DataTypeValues>
    <Dates xmlns:a="http://schemas.microsoft.com/2003/10/Serialization/Arrays">
	    <a:dateTime>2012-12-17T00:00:00</a:dateTime>
	    <a:dateTime>2012-12-18T00:00:00</a:dateTime>
	    <a:dateTime>2012-12-19T00:00:00</a:dateTime>
	    <a:dateTime>2012-12-20T00:00:00</a:dateTime>
    </Dates>
    <SymbolNames i:nil="true"/>
    <Tag i:nil="true"/>
</DataResponse>

Sub RetrieveDataForHttpGET()
    
    ' Gets data for a given request
    ' This method uses HTTP GET passing the request parameters using the URL query string
    ' The data exchange format is XML

    Const URL = "https://product.datastream.com/dswsclient/V1/DSService.svc/rest/"

    ' Get Token
    ' Here GetTokenToUse() reads a stored token (got thro' GetToken)
    ' Note that you need not get a token everytime you want to get data
    Dim Token As String: Token = GetTokenToUse() 

    ' Form the query string containing our request
    ' Refer "Understanding Requests" section
    Dim QueryString As String: QueryString = "Data?" + DataRequestForHttpGET()

    
    ' Issue the request to server
    Dim DswsSvc As New MSXML2.XMLHTTP
    DswsSvc.Open "GET", URL + QueryString, False
    DswsSvc.send

    
    ' Load the response xml
    Dim ResponseDoc As New MSXML2.DOMDocument
    ResponseDoc.LoadXML (DswsSvc.responseText)

    
    ' Check for errors
    If ResponseDoc.ChildNodes(0).nodeName = "DSFault" Then
        MsgBox ResponseDoc.SelectSingleNode("//Message").Text, vbCritical, "Datastream Web Service GetData Error"
        Exit Sub
    End If

    
    ' Interpret the response
    ' Refer "Understanding Responses" section
     InterpretDataResponse ResponseDoc.ChildNodes(0)
    
    
End Sub

Sub RetrieveDataForHttpGET()


    ' Gets data for a given request
    ' This method uses HTTP GET passing the request parameters using the URL query string
    ' The data exchange format is XML
    
    Const URL = "https://product.datastream.com/dswsclient/V1/DSService.svc/rest/"

    ' Get Token
    ' Here GetTokenToUse() reads a stored token (got thro' GetToken)
    ' Note that you need not get a token everytime you want to get data
    Dim Token As String: Token = GetTokenToUse()
    
    ' Form the query string containing our request
    ' Refer "Understanding Requests" section 
    Dim QueryString As String: QueryString = "Data?" + DataRequestForHttpGET()
    
    ' Issue the request to server
    Dim DswsSvc As New MSXML2.XMLHTTP
    DswsSvc.Open "GET", URL + QueryString, False
    DswsSvc.send
    
    ' Load the response xml
    Dim ResponseDoc As New MSXML2.DOMDocument
    ResponseDoc.LoadXML (DswsSvc.responseText)
    
    ' Check for errors
    If ResponseDoc.ChildNodes(0).nodeName = "DSFault" Then
        MsgBox ResponseDoc.SelectSingleNode("//Message").Text, vbCritical, "Datastream Web Service GetData Error"
        Exit Sub
    End If
    
    ' Interpret the response
    ' Refer "Understanding Responses" section
    InterpretDataResponse ResponseDoc.ChildNodes(0)
    
    
End Sub

You can also use the POST based GetData operation in order to retrieve data for a single request. Following code snippet provides an example request and response:

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HTTP Method: POST
Url: https://product.datastream.com/DSWSClient/V1/DSService.svc/rest/GetData 

Request
{
    "DataRequest":{
        "DataTypes":[
        {
            "Properties":null,
            "Value":"PL"
        },
        {
            "Properties":null,
            "Value":"PH"
        }],
        "Date":
        {
            "End":"-20D",
            "Frequency":"D",
            "Kind":1,
            "Start":"-30D"
       },
       "Instrument":
        {
            "Properties":null,
            "Value":"VOD"
        },
       "Tag":null
    },
    "Properties":null,
    "TokenValue":"n9IcXCXIq+ApBEe0z1B72EF6414D3F08105B5"
}

Response
{
    "DataResponse":{
        "AdditionalResponses":null,
        "DataTypeNames":null,
        "DataTypeValues":[
        {
            "DataType":"PL",
            "SymbolValues":[
            {
                "Currency":"£",
                "Symbol":"VOD",
                "Type":10,
                "Value":[158.48,159.25,161.2,160.65,161.05,160.65,161,NaN,155.97,155.9]
            }]
        },
        {
            "DataType":"PH",
            "SymbolValues":[
            {
                "Currency":"£",
                "Symbol":"VOD",
                "Type":10,
                "Value":[160.07,162.2,162.92,162.4,162,161.99,163.4,NaN,159.57,159.35]
             }]
         }],
         "Dates":["\/Date(1354665600000+0000)\/","\/Date(1354752000000+0000)\/","\/Date(1354838400000+0000)\/"],
         "SymbolNames":null,
         "Tag":null
    },
    "Properties":null
}

{
    "DataRequest":{
        "DataTypes":[
        {
            "Properties":null,
            "Value":"PL"
        },
        {
            "Properties":null,
            "Value":"PH"
        }],
        "Date":
        {
            "End":"-20D",
            "Frequency":"D",
            "Kind":1,
            "Start":"-30D"
       },
       "Instrument":
        {
            "Properties":null,
            "Value":"VOD"
        },
       "Tag":null
    },
    "Properties":null,
    "TokenValue":"n9IcXCXIq+ApBEe0z1B72EF6414D3F08105B5"
}
{
    "DataResponse":{
        "AdditionalResponses":null,
        "DataTypeNames":null,
        "DataTypeValues":[
        {
            "DataType":"PL",
            "SymbolValues":[
            {
                "Currency":"£",
                "Symbol":"VOD",
                "Type":10,
                "Value":[158.48,159.25,161.2,160.65,161.05,160.65,161,NaN,155.97,155.9]
            }]
        },
        {
            "DataType":"PH",
            "SymbolValues":[
            {
                "Currency":"£",
                "Symbol":"VOD",
                "Type":10,
                "Value":[160.07,162.2,162.92,162.4,162,161.99,163.4,NaN,159.57,159.35]
             }]
         }],
         "Dates":["\/Date(1354665600000+0000)\/","\/Date(1354752000000+0000)\/","\/Date(1354838400000+0000)\/"],
         "SymbolNames":null,
         "Tag":null
    },
    "Properties":null
}

HTTP Method: POST
Url: https://product.datastream.com/DSWSClient/V1/DSService.svc/rest/GetData 

Request
<DSGetDataRequest xmlns="http://dsws.datastream.com/client/V1/" xmlns:i="http://www.w3.org/2001/XMLSchema-instance">
  <DataRequest>
   <DataTypes>
        <DSDataType>
            <Properties i:nil="true"/>
            <Value>PL</Value>
        </DSDataType>
        <DSDataType>
            <Properties i:nil="true"/>
            <Value>PH</Value>
        </DSDataType>
    </DataTypes>
    <Date>
        <End>-20D</End>
        <Frequency>D</Frequency>
        <Kind>TimeSeries</Kind>
        <Start>-30D</Start>
   </Date>
   <Instrument>
        <Properties i:nil="true"/>
        <Value>VOD</Value>
   </Instrument>
   <Tag i:nil="true"/>
  </DataRequest>
  <Properties i:nil="true"/>
  <TokenValue>n9IcXCXIq+ApBA53DB67AC</TokenValue>
</DSGetDataRequest>

Response
<DSGetDataResponse xmlns="http://dsws.datastream.com/client/V1/" xmlns:i="http://www.w3.org/2001/XMLSchema-instance">
  <DataResponse>
    <AdditionalResponses i:nil="true"/>
    <DataTypeNames i:nil="true"/>
    <DataTypeValues>
	  <DSDataTypeResponseValue>
		<DataType>PL</DataType>
		<SymbolValues>
		  <DSSymbolResponseValue>
			<Currency>£</Currency>
			<Symbol>VOD</Symbol>
			<Type>DoubleArray</Type>
			<Value i:type="a:ArrayOfdouble" xmlns:a="http://schemas.microsoft.com/2003/10/Serialization/Arrays">
				<a:double>155.97</a:double>
				<a:double>NaN</a:double>
				<a:double>155.9</a:double>
				<a:double>155.45</a:double>
			</Value>
		  </DSSymbolResponseValue>
		</SymbolValues>
	  </DSDataTypeResponseValue>
	  <DSDataTypeResponseValue>
		<DataType>PH</DataType>
		<SymbolValues>
		  <DSSymbolResponseValue>
			<Currency>£</Currency>
			<Symbol>VOD</Symbol>
			<Type>DoubleArray</Type>
			<Value i:type="a:ArrayOfdouble" xmlns:a="http://schemas.microsoft.com/2003/10/Serialization/Arrays">
				<a:double>159.57</a:double>
				<a:double>NaN</a:double>
				<a:double>157.51</a:double>
				<a:double>157.86</a:double>
			</Value>
		  </DSSymbolResponseValue>
		</SymbolValues>
	  </DSDataTypeResponseValue>
    </DataTypeValues>
    <Dates xmlns:a="http://schemas.microsoft.com/2003/10/Serialization/Arrays">
	    <a:dateTime>2012-12-17T00:00:00</a:dateTime>
	    <a:dateTime>2012-12-18T00:00:00</a:dateTime>
	    <a:dateTime>2012-12-19T00:00:00</a:dateTime>
	    <a:dateTime>2012-12-20T00:00:00</a:dateTime>
    </Dates>
    <SymbolNames i:nil="true"/>
    <Tag i:nil="true"/>
  </DataResponse>
  <Properties i:nil="true"/>
</DSGetDataResponse>

<DSGetDataRequest xmlns="http://dsws.datastream.com/client/V1/" xmlns:i="http://www.w3.org/2001/XMLSchema-instance">
  <DataRequest>
   <DataTypes>
        <DSDataType>
            <Properties i:nil="true"/>
            <Value>PL</Value>
        </DSDataType>
        <DSDataType>
            <Properties i:nil="true"/>
            <Value>PH</Value>
        </DSDataType>
    </DataTypes>
    <Date>
        <End>-20D</End>
        <Frequency>D</Frequency>
        <Kind>TimeSeries</Kind>
        <Start>-30D</Start>
   </Date>
   <Instrument>
        <Properties i:nil="true"/>
        <Value>VOD</Value>
   </Instrument>
   <Tag i:nil="true"/>
  </DataRequest>
  <Properties i:nil="true"/>
  <TokenValue>n9IcXCXIq+ApBA53DB67AC</TokenValue>
</DSGetDataRequest>

<DSGetDataResponse xmlns="http://dsws.datastream.com/client/V1/" xmlns:i="http://www.w3.org/2001/XMLSchema-instance">
  <DataResponse>
    <AdditionalResponses i:nil="true"/>
    <DataTypeNames i:nil="true"/>
    <DataTypeValues>
	  <DSDataTypeResponseValue>
		<DataType>PL</DataType>
		<SymbolValues>
		  <DSSymbolResponseValue>
			<Currency>£</Currency>
			<Symbol>VOD</Symbol>
			<Type>DoubleArray</Type>
			<Value i:type="a:ArrayOfdouble" xmlns:a="http://schemas.microsoft.com/2003/10/Serialization/Arrays">
				<a:double>155.97</a:double>
				<a:double>NaN</a:double>
				<a:double>155.9</a:double>
				<a:double>155.45</a:double>
			</Value>
		  </DSSymbolResponseValue>
		</SymbolValues>
	  </DSDataTypeResponseValue>
	  <DSDataTypeResponseValue>
		<DataType>PH</DataType>
		<SymbolValues>
		  <DSSymbolResponseValue>
			<Currency>£</Currency>
			<Symbol>VOD</Symbol>
			<Type>DoubleArray</Type>
			<Value i:type="a:ArrayOfdouble" xmlns:a="http://schemas.microsoft.com/2003/10/Serialization/Arrays">
				<a:double>159.57</a:double>
				<a:double>NaN</a:double>
				<a:double>157.51</a:double>
				<a:double>157.86</a:double>
			</Value>
		  </DSSymbolResponseValue>
		</SymbolValues>
	  </DSDataTypeResponseValue>
    </DataTypeValues>
    <Dates xmlns:a="http://schemas.microsoft.com/2003/10/Serialization/Arrays">
	    <a:dateTime>2012-12-17T00:00:00</a:dateTime>
	    <a:dateTime>2012-12-18T00:00:00</a:dateTime>
	    <a:dateTime>2012-12-19T00:00:00</a:dateTime>
	    <a:dateTime>2012-12-20T00:00:00</a:dateTime>
    </Dates>
    <SymbolNames i:nil="true"/>
    <Tag i:nil="true"/>
  </DataResponse>
  <Properties i:nil="true"/>
</DSGetDataResponse>

Sub RetrieveDataForHttpPOST()
    
    ' Gets data for a given request
    ' This method uses HTTP POST passing the request parameters as xml post data
    ' The data exchange format is XML

    Const URL = "https://product.datastream.com/dswsclient/V1/DSService.svc/rest/"

    ' Get Token
    ' Here GetTokenToUse() reads a stored token (got thro' GetToken)
    ' Note that you need not get a token everytime you want to get data
    Dim Token As String: Token = GetTokenToUse()

    ' Form the post data containing our request
    ' Refer "Understanding Requests" section
    Dim PostData As String: PostData = DataRequestForHttpPOST()

    
    ' Issue the request to server
    Dim DswsSvc As New MSXML2.XMLHTTP
    DswsSvc.Open "POST", URL + "GetData", False
    DswsSvc.setRequestHeader "Content-Type", "application/xml"
    DswsSvc.setRequestHeader "Accept", "application/xml"
    DswsSvc.send PostData

    
    ' Load the response xml
    Dim ResponseDoc As New MSXML2.DOMDocument
    ResponseDoc.LoadXML (DswsSvc.responseText)

    
    ' Check for errors
    If ResponseDoc.ChildNodes(0).nodeName = "DSFault" Then
        MsgBox ResponseDoc.SelectSingleNode("//Message").Text, vbCritical, "Datastream Web Service GetData Error"
        Exit Sub
    End If

    
    ' Interpret the response
    ' Refer "Understanding Responses" section
    InterpretDataResponse ResponseDoc.SelectSingleNode("//DataResponse")
    
    
End Sub

Sub RetrieveDataForHttpPOST()


    ' Gets data for a given request
    ' This method uses HTTP POST passing the request parameters as xml post data
    ' The data exchange format is XML
    
    Const URL = "https://product.datastream.com/dswsclient/V1/DSService.svc/rest/"

    ' Get Token
    ' Here GetTokenToUse() reads a stored token (got thro' GetToken)
    ' Note that you need not get a token everytime you want to get data
    Dim Token As String: Token = GetTokenToUse()
    
    ' Form the post data containing our request
    ' Refer "Understanding Requests" section 
    Dim PostData As String: PostData = DataRequestForHttpPOST()
    
    ' Issue the request to server
    Dim DswsSvc As New MSXML2.XMLHTTP
    DswsSvc.Open "POST", URL + "GetData", False
    DswsSvc.setRequestHeader "Content-Type", "application/xml"
    DswsSvc.setRequestHeader "Accept", "application/xml"
    DswsSvc.send PostData 
    
    ' Load the response xml
    Dim ResponseDoc As New MSXML2.DOMDocument
    ResponseDoc.LoadXML (DswsSvc.responseText)
    
    ' Check for errors
    If ResponseDoc.ChildNodes(0).nodeName = "DSFault" Then
        MsgBox ResponseDoc.SelectSingleNode("//Message").Text, vbCritical, "Datastream Web Service GetData Error"
        Exit Sub
    End If
    
    ' Interpret the response
    ' Refer "Understanding Responses" section
    InterpretDataResponse ResponseDoc.SelectSingleNode("//DataResponse") 
    
    
End Sub

If you want to combine muliple requests into a single call then you can use GetDataBundle to get the data for all the requests in one-go. Following code snippet provides an example request and response:

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HTTP Method: POST
Url: https://product.datastream.com/DSWSClient/V1/DSService.svc/rest/GetDataBundle 

Request
{
     "DataRequests":[
        {
            "DataTypes":[
            {
                "Properties":null,
                "Value":"PL"
            }],
            "Date":
            {
                "End":"",
                "Frequency":"",
                "Kind":0,
                "Start":"-10D"
            },
            "Instrument":
            {
                "Properties":null,
                "Value":"VOD"
            },
            "Tag":null
        },
        {
            "DataTypes":[
            {
                "Properties":null,
                "Value":"PH"
            }],
            "Date":
            {
                "End":"-0D",
                "Frequency":"D",
                "Kind":1,
                "Start":"-5D"
            },
            "Instrument":
            {
                "Properties":null,
                "Value":"BARC"
            },
            "Tag":null
        }],
    "Properties":null,
    "TokenValue":"FhzsU9Yozo3Ofml6H6D7092"
}

Response
{
    "DataResponses":[
        {
            "AdditionalResponses":null,
            "DataTypeNames":null,
            "DataTypeValues":[
            {
                "DataType":"PL",
                "SymbolValues":[
                {
                    "Currency":"£ ",
                    "Symbol":"VOD",
                    "Type":5,
                    "Value":191.24
                }]
            }],
            "Dates":["\/Date(1407715200000+0000)\/"],
            "SymbolNames":null,
            "Tag":null
      },
      {
            "AdditionalResponses":null,
            "DataTypeNames":null,
            "DataTypeValues":[
            {
                "DataType":"PH",
                "SymbolValues":[
                {
                    "Currency":"£",
                    "Symbol":"BARC",
                    "Type":12,
                    "Value":[222.05,221.95,221.45,223.6,null]
                }]
            }],
            "Dates":["\/Date(1408320000000+0000)\/","\/Date(1408406400000+0000)\/","\/Date(1408492800000+0000)\/","\/Date(1408579200000+0000)\/","\/Date(1408665600000+0000)\/","\/Date(1408924800000+0000)\/"],
            "SymbolNames":null,
            "Tag":null
       }],
       "Properties":null
}

{
     "DataRequests":[
        {
            "DataTypes":[
            {
                "Properties":null,
                "Value":"PL"
            }],
            "Date":
            {
                "End":"",
                "Frequency":"",
                "Kind":0,
                "Start":"-10D"
            },
            "Instrument":
            {
                "Properties":null,
                "Value":"VOD"
            },
            "Tag":null
        },
        {
            "DataTypes":[
            {
                "Properties":null,
                "Value":"PH"
            }],
            "Date":
            {
                "End":"-0D",
                "Frequency":"D",
                "Kind":1,
                "Start":"-5D"
            },
            "Instrument":
            {
                "Properties":null,
                "Value":"BARC"
            },
            "Tag":null
        }],
    "Properties":null,
    "TokenValue":"FhzsU9Yozo3Ofml6H6D7092"
}
{
    "DataResponses":[
        {
            "AdditionalResponses":null,
            "DataTypeNames":null,
            "DataTypeValues":[
            {
                "DataType":"PL",
                "SymbolValues":[
                {
                    "Currency":"£ ",
                    "Symbol":"VOD",
                    "Type":5,
                    "Value":191.24
                }]
            }],
            "Dates":["\/Date(1407715200000+0000)\/"],
            "SymbolNames":null,
            "Tag":null
      },
      {
            "AdditionalResponses":null,
            "DataTypeNames":null,
            "DataTypeValues":[
            {
                "DataType":"PH",
                "SymbolValues":[
                {
                    "Currency":"£",
                    "Symbol":"BARC",
                    "Type":12,
                    "Value":[222.05,221.95,221.45,223.6,null]
                }]
            }],
            "Dates":["\/Date(1408320000000+0000)\/","\/Date(1408406400000+0000)\/","\/Date(1408492800000+0000)\/","\/Date(1408579200000+0000)\/","\/Date(1408665600000+0000)\/","\/Date(1408924800000+0000)\/"],
            "SymbolNames":null,
            "Tag":null
       }],
       "Properties":null
}

HTTP Method: POST
Url: https://product.datastream.com/DSWSClient/V1/DSService.svc/rest/GetDataBundle 

Request
<DSGetDataBundleRequest xmlns="http://dsws.datastream.com/client/V1/" xmlns:i="http://www.w3.org/2001/XMLSchema-instance">
  <DataRequests>
    <DSDataRequest>
      <DataTypes>
        <DSDataType>
          <Properties i:nil="true"/>
          <Value>PL</Value>
        </DSDataType>
      </DataTypes>
      <Date>
        <End/>
        <Frequency/>
        <Kind>Snapshot</Kind>
        <Start>-10D</Start>
      </Date>
      <Instrument>
        <Properties i:nil="true"/>
        <Value>VOD</Value>
      </Instrument>
      <Tag i:nil="true"/>
    </DSDataRequest>
    <DSDataRequest>
      <DataTypes>
        <DSDataType>
          <Properties i:nil="true"/>
          <Value>PH</Value>
        </DSDataType>
      </DataTypes>
      <Date>
        <End>-0D</End>
        <Frequency>D</Frequency>
        <Kind>TimeSeries</Kind>
        <Start>-30D</Start>
      </Date>
      <Instrument>
        <Properties i:nil="true"/>
        <Value>BARC</Value>
      </Instrument>
      <Tag i:nil="true"/>
    </DSDataRequest>
  </DataRequests>
  <Properties i:nil="true"/>
  <TokenValue>FhzsU9Yozo3Ofml6HRMosEvxIAqM9t+6tOvw7K2V19omP1ls/904D06D7092</TokenValue>
</DSGetDataBundleRequest>


Response
<DSGetDataBundleResponse xmlns="http://dsws.datastream.com/client/V1/" xmlns:i="http://www.w3.org/2001/XMLSchema-instance">
  <DataResponses>
    <DSDataResponse>
      <AdditionalResponses i:nil="true"/>
      <DataTypeNames i:nil="true"/>
      <DataTypeValues>
        <DSDataTypeResponseValue>
          <DataType>PL</DataType>
          <SymbolValues>
            <DSSymbolResponseValue>
              <Currency>£ </Currency>
              <Symbol>VOD</Symbol>
              <Type>Double</Type>
              <Value i:type="a:double" xmlns:a="http://www.w3.org/2001/XMLSchema">191.24</Value>
            </DSSymbolResponseValue>
          </SymbolValues>
        </DSDataTypeResponseValue>
      </DataTypeValues>
      <Dates xmlns:a="http://schemas.microsoft.com/2003/10/Serialization/Arrays">
        <a:dateTime>2014-08-11T00:00:00</a:dateTime>
      </Dates>
      <SymbolNames i:nil="true"/>
      <Tag i:nil="true"/>
    </DSDataResponse>
    <DSDataResponse>
      <AdditionalResponses i:nil="true"/>
      <DataTypeNames i:nil="true"/>
      <DataTypeValues>
        <DSDataTypeResponseValue>
          <DataType>PH</DataType>
          <SymbolValues>
            <DSSymbolResponseValue>
              <Currency>£</Currency>
              <Symbol>BARC</Symbol>
              <Type>DoubleArray</Type>
              <Value i:type="a:ArrayOfdouble" xmlns:a="http://schemas.microsoft.com/2003/10/Serialization/Arrays">
                <a:double>222.05</a:double>
                <a:double>221.95</a:double>
                <a:double>221.45</a:double>
                <a:double>223.6</a:double>
                <a:double>NaN</a:double>
              </Value>
            </DSSymbolResponseValue>
          </SymbolValues>
        </DSDataTypeResponseValue>
      </DataTypeValues>
      <Dates xmlns:a="http://schemas.microsoft.com/2003/10/Serialization/Arrays">
        <a:dateTime>2014-08-19T00:00:00</a:dateTime>
        <a:dateTime>2014-08-20T00:00:00</a:dateTime>
        <a:dateTime>2014-08-21T00:00:00</a:dateTime>
        <a:dateTime>2014-08-22T00:00:00</a:dateTime>
        <a:dateTime>2014-08-25T00:00:00</a:dateTime>
      </Dates>
      <SymbolNames i:nil="true"/>
      <Tag i:nil="true"/>
    </DSDataResponse>
  </DataResponses>
  <Properties i:nil="true"/>
</DSGetDataBundleResponse>

<DSGetDataBundleRequest xmlns="http://dsws.datastream.com/client/V1/" xmlns:i="http://www.w3.org/2001/XMLSchema-instance">
  <DataRequests>
    <DSDataRequest>
      <DataTypes>
        <DSDataType>
          <Properties i:nil="true"/>
          <Value>PL</Value>
        </DSDataType>
      </DataTypes>
      <Date>
        <End/>
        <Frequency/>
        <Kind>Snapshot</Kind>
        <Start>-10D</Start>
      </Date>
      <Instrument>
        <Properties i:nil="true"/>
        <Value>VOD</Value>
      </Instrument>
      <Tag i:nil="true"/>
    </DSDataRequest>
    <DSDataRequest>
      <DataTypes>
        <DSDataType>
          <Properties i:nil="true"/>
          <Value>PH</Value>
        </DSDataType>
      </DataTypes>
      <Date>
        <End>-0D</End>
        <Frequency>D</Frequency>
        <Kind>TimeSeries</Kind>
        <Start>-30D</Start>
      </Date>
      <Instrument>
        <Properties i:nil="true"/>
        <Value>BARC</Value>
      </Instrument>
      <Tag i:nil="true"/>
    </DSDataRequest>
  </DataRequests>
  <Properties i:nil="true"/>
  <TokenValue>FhzsU9Yozo3Ofml6HRMosEvxIAqM9t+6tOvw7K2V19omP1ls/904D06D7092</TokenValue>
</DSGetDataBundleRequest>

<DSGetDataBundleResponse xmlns="http://dsws.datastream.com/client/V1/" xmlns:i="http://www.w3.org/2001/XMLSchema-instance">
  <DataResponses>
    <DSDataResponse>
      <AdditionalResponses i:nil="true"/>
      <DataTypeNames i:nil="true"/>
      <DataTypeValues>
        <DSDataTypeResponseValue>
          <DataType>PL</DataType>
          <SymbolValues>
            <DSSymbolResponseValue>
              <Currency>£ </Currency>
              <Symbol>VOD</Symbol>
              <Type>Double</Type>
              <Value i:type="a:double" xmlns:a="http://www.w3.org/2001/XMLSchema">191.24</Value>
            </DSSymbolResponseValue>
          </SymbolValues>
        </DSDataTypeResponseValue>
      </DataTypeValues>
      <Dates xmlns:a="http://schemas.microsoft.com/2003/10/Serialization/Arrays">
        <a:dateTime>2014-08-11T00:00:00</a:dateTime>
      </Dates>
      <SymbolNames i:nil="true"/>
      <Tag i:nil="true"/>
    </DSDataResponse>
    <DSDataResponse>
      <AdditionalResponses i:nil="true"/>
      <DataTypeNames i:nil="true"/>
      <DataTypeValues>
        <DSDataTypeResponseValue>
          <DataType>PH</DataType>
          <SymbolValues>
            <DSSymbolResponseValue>
              <Currency>£</Currency>
              <Symbol>BARC</Symbol>
              <Type>DoubleArray</Type>
              <Value i:type="a:ArrayOfdouble" xmlns:a="http://schemas.microsoft.com/2003/10/Serialization/Arrays">
                <a:double>222.05</a:double>
                <a:double>221.95</a:double>
                <a:double>221.45</a:double>
                <a:double>223.6</a:double>
                <a:double>NaN</a:double>
              </Value>
            </DSSymbolResponseValue>
          </SymbolValues>
        </DSDataTypeResponseValue>
      </DataTypeValues>
      <Dates xmlns:a="http://schemas.microsoft.com/2003/10/Serialization/Arrays">
        <a:dateTime>2014-08-19T00:00:00</a:dateTime>
        <a:dateTime>2014-08-20T00:00:00</a:dateTime>
        <a:dateTime>2014-08-21T00:00:00</a:dateTime>
        <a:dateTime>2014-08-22T00:00:00</a:dateTime>
        <a:dateTime>2014-08-25T00:00:00</a:dateTime>
      </Dates>
      <SymbolNames i:nil="true"/>
      <Tag i:nil="true"/>
    </DSDataResponse>
  </DataResponses>
  <Properties i:nil="true"/>
</DSGetDataBundleResponse>

Sub RetrieveDataBundleForHttpPOST()
    
    ' Gets data bundle for a given request
    ' This method uses HTTP POST passing the request parameters as xml post data
    ' The data exchange format is XML

    Const URL = "https://product.datastream.com/dswsclient/V1/DSService.svc/rest/"

    ' Get Token
    ' Here GetTokenToUse() reads a stored token (got thro' GetToken)
    ' Note that you need not get a token everytime you want to get data
    Dim Token As String: Token = GetTokenToUse()

    ' Form the post data containing our request
    ' Refer "Understanding Requests" section
    Dim PostData As String: PostData = DataRequestBundleForHttpPOST()

    
    ' Issue the request to server
    Dim DswsSvc As New MSXML2.XMLHTTP
    DswsSvc.Open "POST", URL + "GetDataBundle", False
    DswsSvc.setRequestHeader "Content-Type", "application/xml"
    DswsSvc.setRequestHeader "Accept", "application/xml"
    DswsSvc.send PostData

    
    ' Load the response xml
    Dim ResponseDoc As New MSXML2.DOMDocument
    ResponseDoc.LoadXML (DswsSvc.responseText)

    
    ' Check for errors
    If ResponseDoc.ChildNodes(0).nodeName = "DSFault" Then
        MsgBox ResponseDoc.SelectSingleNode("//Message").Text, vbCritical, "Datastream Web Service GetDataBundle Error"
        Exit Sub
    End If

    
    ' Interpret the response
    ' Refer "Understanding Responses" section
    InterpretDataResponse ResponseDoc.SelectNodes("//DSDataResponse")
    
    
End Sub

Sub RetrieveDataBundleForHttpPOST()


    ' Gets data bundle for a given request
    ' This method uses HTTP POST passing the request parameters as xml post data
    ' The data exchange format is XML
    
    Const URL = "https://product.datastream.com/dswsclient/V1/DSService.svc/rest/"

    ' Get Token
    ' Here GetTokenToUse() reads a stored token (got thro' GetToken)
    ' Note that you need not get a token everytime you want to get data
    Dim Token As String: Token = GetTokenToUse()
    
    ' Form the post data containing our request
    ' Refer "Understanding Requests" section 
    Dim PostData As String: PostData = DataRequestBundleForHttpPOST()
    
    ' Issue the request to server
    Dim DswsSvc As New MSXML2.XMLHTTP
    DswsSvc.Open "POST", URL + "GetDataBundle", False
    DswsSvc.setRequestHeader "Content-Type", "application/xml"
    DswsSvc.setRequestHeader "Accept", "application/xml"
    DswsSvc.send PostData 
    
    ' Load the response xml
    Dim ResponseDoc As New MSXML2.DOMDocument
    ResponseDoc.LoadXML (DswsSvc.responseText)
    
    ' Check for errors
    If ResponseDoc.ChildNodes(0).nodeName = "DSFault" Then
        MsgBox ResponseDoc.SelectSingleNode("//Message").Text, vbCritical, "Datastream Web Service GetDataBundle Error"
        Exit Sub
    End If
    
    ' Interpret the response
    ' Refer "Understanding Responses" section
    InterpretDataResponse ResponseDoc.SelectNodes("//DSDataResponse") 
    
    
End Sub

Note
Your application will perform better if you bundle the data requests together rather than making multiple individual data requests.

REQUEST LIMITS

Whilst each DSDataRequest object supports multiple instruments and datatypes, request limits are imposed by the system. Any one DSDataRequest is restricted to the following limits:

The maximum number of instruments that can be requested: 50
The maximum number of datatypes that can be requested: 50
The maximum number of items (instruments x datatypes) that can be requested: 100

The above limits permit the following example permutations in any one DSDataRequest:

50 instruments x 2 datatypes
2 instruments x 50 datatypes
1 constituent list x 50 datatypes (you can never request more than one constituent list)
10 instruments x 10 datatypes

When used with GetDataBundle requests, where a collection of DSDataRequest objects can be combined, there are additional limits imposed on the number of items that can be requested across the bundle:

The maximum number of DSDataRequests per bundled request: 20
The maximum number of items (instruments x datatypes) across all DSDataRequests: 500

The above limits permit the following example permutations in any one GetDataBundle request:

Up to 5 DSDataRequests each requesting 100 items
10 DSDataRequests each requesting 50 items
20 DSDataRequests each requesting 25 items

Datastream

GETTING STARTED

TOKEN RETRIEVAL

UNDERSTANDING REQUESTS

UNDERSTANDING RESPONSES

DATA RETRIEVAL

REQUEST LIMITS

SEE ALSO