history

End of day SIX Financial Information data

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.

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