history

End of day SIX Financial Information data

collapse all in page

Syntax

D = history(c,s,f,fromdate,todate)

Description

D = history(c,s,f,fromdate,todate) returns the historical data for the security list s, for the fields f, for the dates fromdate to todate.

example

Examples

collapse all

Retrieve end of day SIX Financial Information data for the specified security for the past 5 days.

c = tlkrs('US12345','userapid01','userapid10')
ids = tkfieldtoid(c,{'Bid','Ask'},'history');
d = history(c,{'1758999,149,134'},ids,floor(now)-5,floor(now));

d = 

    XRF: [1x1 struct]
     IL: [1x1 struct]
      I: [1x1 struct]
     HL: [1x1 struct]
     HD: [1x1 struct]
      P: [1x1 struct]

d.I contains the instrument IDs, d.HD contains the dates, and d.P contains the pricing data.

View the dates:

d.HD.d

ans = 

    '20110225'
    '20110228'
    '20110301'

View the pricing field IDs:

d.P.k

ans = 

    '3,2'
    '3,3'
    '3,2'
    '3,3'
    '3,2'
    '3,3'

View the pricing data:

d.P.v

ans = 

    '45.32'
    '45.33'
    '45.26'
    '45.27'
    '44.94'
    '44.95'

Convert the field identification values in d.P.k to their corresponding field names like this:

d.P.k = tkidtofield(c,d.P.k,'history')

Input Arguments

collapse all

Connection object, specified as a tlkrs object.

Security, specified as a cell array of character vectors.

Field IDs, specified as a cell array of character vectors.

Start date, specified as a serial date number.

End date, specified as a serial date number.

Version History

Introduced in R2011b

See Also

| | | |