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Request intra-day data from Refinitiv DataScope Select

Since R2023a



    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


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    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

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

    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, 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

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    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