ihsmarkitrs

IHS Markit connection

Description

The ihsmarkitrs function creates an ihsmarkitrs object, which represents an IHS Markit^® connection. First, you must obtain credentials from IHS Markit. For credentials, see the IHS Markit website. After you create an ihsmarkitrs object, you can use the object functions to retrieve factor, security, signal, and universe information.

Creation

Syntax

c = ihsmarkitrs(username,password)

Description

c = ihsmarkitrs(username,password) creates an IHS Markit connection using a password and sets the Username property.

Input Arguments

password — Password

character vector | string scalar

Password, specified as a character vector or string scalar. For credentials, see the IHS Markit website.

Data Types: char | string

Properties

Username — User name

character vector | string scalar

User name, specified as a character vector or string scalar. For credentials, see the IHS Markit website.

Data Types: char | string

TimeOut — Timeout

100 (default) | numeric scalar

Timeout, specified as a numeric scalar that indicates the number of seconds to wait for data to return before canceling the request.

Example: 10

Data Types: double

Object Functions

factorgroups	Retrieve factor group information
factors	Retrieve factor information
security	Retrieve security information
signals	Retrieve signal information
universes	Retrieve universe information

Examples

Retrieve Factor Groups

Using an IHS Markit connection, retrieve factor groups.

Create an IHS Markit connection using your user name and password.

username = 'ABCDEF';
password = 'ABC123';
c = ihsmarkitrs(username,password)

c = 

  ihsmarkitrs with properties:

    Username: 'ABCDEF'
     TimeOut: 100

c is an ihsmarkitrs object with the Username and TimeOut properties. The appearance of the ihsmarkitrs object indicates a successful connection. The Username property contains your IHS Markit user name. The TimeOut property specifies waiting for a maximum of 100 seconds to return factor group data before canceling the request.

Retrieve factor group data using the IHS Markit connection. d is a table that contains factor group information.

d = factorgroups(c);

Display the first few rows of factor group data.

head(d)

ans =

  8×5 table

    id              name              hasCompositeModels    hasSubCompositeModels    hasBasicFactors
    __    ________________________    __________________    _____________________    _______________

     2    'Deep Value'                      true                    true                  true      
     3    'Earnings Momentum'               true                    true                  true      
     4    'Earnings Quality'                true                    true                  true      
     5    'Historical Growth'               true                    true                  true      
     7    'Liquidity, Risk & Size'          true                    true                  true      
     8    'Management Quality'              true                    true                  true      
     9    'Price Momentum'                  true                    true                  true      
    10    'Relative Value'                  true                    true                  true      

d contains these variables:

• Identification number of the factor group

• Name of the factor group

• Whether the factor group contains composite factors

• Whether the factor group contains subcomposite factors

• Whether the factor group contains basic factors

Version History

Introduced in R2018b