history
End of day SIX Financial Information data
Description
Examples
Retrieve End of Day Data for Security
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
c
— connection object
tlkrs
object
Connection object, specified as a tlkrs
object.
s
— security
cell array of character vectors
Security, specified as a cell array of character vectors.
f
— field IDs
cell array of character vectors
Field IDs, specified as a cell array of character vectors.
fromdate
— start date
serial date number
Start date, specified as a serial date number.
todate
— end date
serial date number
End date, specified as a serial date number.
Version History
Introduced in R2011b
See Also
tlkrs
| getdata
| timeseries
| tkfieldtoid
| tkidtofield
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