intraday

Request intra-day data from Refinitiv DataScope Select

Since R2023a

Syntax

d = intraday(c,sec,fields)

Description

d = intraday(c,sec,fields) returns intra-day data using:

• DataScope Select object created by the datascopeSelect function

• Refinitiv™ security list information (for example, Reuters^® Instrument Codes, or RICs)

• Refinitiv intra-day fields

Examples

Retrieve Intra-day Data for One Security

Use a DataScope Select connection to retrieve intra-day data for one security.

Create a Refinitiv DataScope Select connection by using a username and password. The appearance of the connection object c in the MATLAB^® workspace indicates a successful connection.

с = datascopeSelect("username","password")

Retrieve intra-day data for the ABDE.O security. Using the intraday function, retrieve the ask price and previous close price.

sec = ["ABDE.O","Ric"];
fields = ["Ask Price","Previous Close Price"];
d = intraday(c,sec,fields)

    d =
  
      1x4 table
  
        IdentifierType    Identifier    Ask Price    Previous Close Price
        ______________    __________    ________    __________________
  
             Ric            ABDE.O       162.49           170.03

Input Arguments

c — Refinitiv DataScope Select connection

connection object

Refinitiv DataScope Select connection, specified as a connection object created with datascopeSelect.

sec — Security

string array | cell array of character vectors

Security, specified as an N-by-2 string array or cell array of character vectors. The first column of the string array or cell array identifies the security. The second column identifies the type of security (for example, Reuters Instrument Code, or RIC).

Example: ["IBM.N","Ric"]

fields — Fields

string array | cell array of character vectors

Fields, specified as a string array or cell array of character vectors. Specify Refinitiv intra-day fields to retrieve intra-day data. You can search for fields in MyRefinitiv.

Example: ["Ask Price","Previous Close Price"]

Output Arguments

d — Intra-day data

table

Intra-day data, returned as a table with these variables:

• IdentifierType

• Identifier

• Field names, specified in the fields input argument

Version History

Introduced in R2023a