# timeseries

SIX Financial Information intraday tick data

## Syntax

``D = timeseries(c,s,t)``
``D = timeseries(c,s,{startdate,enddate})``
``D = timeseries(c,s,t,5)``

## Description

example

````D = timeseries(c,s,t)` returns the raw tick data for the SIX Financial Information connection object `c`, the security `s`, and the date `t`. Every trade, best, and ask tick is returned for the given date or date range.```
````D = timeseries(c,s,{startdate,enddate})` returns the raw tick data for the security `s`, for the date range defined by `startdate` and `enddate`.```
````D = timeseries(c,s,t,5)` returns the tick data for the security `s`, for the date `t` in intervals of 5 minutes, for the field `f`. Intraday tick data requested is returned in 5-minute intervals, with the columns representing: FirstHighLowLastVolume weighted averageMoving average ```

## Examples

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Retrieve SIX Financial Information intraday tick data for the past 2 days:

```c = tlkrs('US12345','userapid01','userapid10') d = timeseries(c,{'1758999,149,134'}, ... {floor(now)-.25,floor(now)})```

Display the returned data:

```d = XRF: [1x1 struct] IL: [1x1 struct] I: [1x1 struct] TSL: [1x1 struct] TS: [1x1 struct] P: [1x1 struct] ```

`d.I` contains the instrument IDs, `d.TS` contains the date and time data, and `d.P` contains the pricing data.

Display the tick times:

```d.TS.t(1:10) ```
```ans = '013500' '013505' '013510' '013520' '013530' '013540' '013550' '013600' '013610' '013620' ```

Display the field IDs:

`d.P.k(1:10)`
```ans = '3,4' '3,2' '3,3' '3,4' '3,2' '3,3' '3,4' '3,2' '3,3' '3,4' ```

Convert these IDs to field names (`Mid`, `Bid`, `Ask`) with `tkidtofield`:

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

Load the file `@tlkrs/tkfields.mat` for a listing of the field names and corresponding IDs.

Display the corresponding tick values:

```d.P.v(1:10) ```
```ans = '45.325' '45.32' '45.33' '45.325' '45.32' '45.33' '45.325' '45.32' '45.33' '45.325' ```

## Input Arguments

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Connection object, specified as a `tlkrs` object.

Security, specified as a cell array of character vectors.

Date, specified as a serial date number.

Start date, specified as a serial date number.

End date, specified as a serial date number.

## Version History

Introduced in R2011b