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The Data Instrument Language

In e4t a Data URL is subdivided in four parts:

scheme://source/instrument?modifiers

The Data Instrument Language expresses target and qualifiers for third part of a Data URL (instrument).

The target is the mnemonic code (or the expression, if supported by the source) that will be sent to the data provider, whereas qualifiers modifies the nature of the query.

It closely resembles the Datastream symbology, with some minor differences.

TARGET~QUALIFIER~QUALIFIER~QUALIFIER

Request options can be adding qualifier’s to the instrument string. All qualifiers begin with the tilde (~) character. Where order
is important parameters are parsed from the end of the request. Where the request is a Datastream expression including the tilde character (for example, for currency conversion), this is indicated as two adjacent tildes (NYI).

Qualifiers

The following qualifiers are single options which may be combined (with some restrictions) within a single request:

  • ~D Make request a daily time series. This is default for requests < than 5 years.
  • ~W Make request a weekly time series. This is default for requests > than 5 years.
  • ~M Make request a monthly time series. This is default for requests > than 10 years.
  • ~-nY Set start date for time series request to relative number of years ago.
  • ~-nQ Set start date for time series request to relative number of quarters ago.
  • ~-nM Set start date for time series request to relative number of months ago.
  • ~-nW Set start date for time series request to relative number of weeks ago.
  • ~-nD Set start date for time series request to relative number of days ago.
  • ~YYYY-MM-DD Set start date for time series request to absolute date.

  • ~:-nY Set end date for timeseries request to relative number of years ago.
  • ~:-nD Set end date for timeseries request to relative number of days ago.
  • ~:YYYY-MM-D Set end date for timeseries request to absolute date.
  • ~@-nD Set single point time series to relative number of days ie.
    The start date and end date of time seriesrequest are same point.

  • ~@YYYY-MM-DD Set single point time series request to absolute date
    ie. the start date and end
    date of time series request are same point.

  • ~NA=na-value Sets value to be substituted in time series for NaN
    (not a number, or not available condition) with time series.
    Can be either a numeric, for example NA=1,
    or NA=NaN to set the IEEE standard value for NaN.
    By default the DIL handler substitues 0 for NaN in time series
    (which are returned as arrays of double’s).

The code is here.