todaily

Convert to daily

todaily is not recommended. Use convert2daily instead.

Syntax

newfts = todaily(oldfts)
newfts = todaily(oldfts,'ParameterName',ParameterValue, ...)

Arguments

oldfts

Financial time series object

Description

newfts = todaily(oldfts) converts a financial time series of any frequency to a daily frequency. todaily uses holidays.m to determine valid trading days.

Note

If oldfts contains time-of-day information, newfts displays the time-of-day as '00:00' for those days that did not previously exist in oldfts.

Empty ([ ]) passed as inputs for parameter pair values for todaily trigger the use of the defaults.

newfts = todaily(oldfts,'ParameterName',ParameterValue, ...) accepts parameter name/parameter value pairs as input, as specified in the following table.

Parameter Name	Parameter Value	Description
`CalcMethod`	`Exact`	Returns the value at specific dates/times. No data manipulation occurs.
`CalcMethod`	`v21x`	This mode is compatible with previous versions of this function (Version 2.1.x and earlier). It returns a five-day business week that starts on Monday and ends on Friday.
Note If you set `CalcMethod` to `v21x`, settings for all the following parameter name/parameter value pairs are not supported.
`BusDays`	`0`	Generates a financial time series that ranges from (or between) the first date to the last date in `oldfts` (includes NYSE nonbusiness days and holidays).
`BusDays`	`1`	(Default) Generates a daily financial time series that ranges from the first date to the last date in `oldfts` (excludes NYSE nonbusiness days and holidays and weekends based on `AltHolidays` and `Weekend`). NYSE market closures, holidays, and weekends are observed if `AltHolidays` and `Weekend` are not supplied or empty (`[]`).
`DateFilter`	`Absolute`	(Default) Displays all daily dates between the start and end dates of `oldfts`. Some dates may be disregarded if `BusDays = 1`. Note The default is to create a time series with every date at the specified periodicity, which is with `DateFilter` = `Absolute`. If you use `DateFilter` = `Relative`, the endpoint effects do not apply since only your data defines which dates appear in the output time series object.
`DateFilter`	`Relative`	Displays only dates that exist in `oldfts`. Some dates may be disregarded if `BusDays = 1`.
`TimeSpec`	`First`	Returns only the observation that occurs at the first (earliest) time for a specific date.
`TimeSpec`	`Last`	(Default) Returns only the observation that occurs at the last (latest) time for a specific date.
`AltHolidays`		Vector of dates specifying an alternate set of market closure dates.
`AltHolidays`	`-1`	Excludes all holidays.
`Weekend`		Vector of length 7 containing 0's and 1's. The value `1` indicates a weekend day. The first element of this vector corresponds to Sunday. For example, when Saturday and Sunday are weekend days (default) then `Weekend = [1 0 0 0 0 0 1]`.

Examples

collapse all

Transform Time Series Object from Weekly to Daily Values

Open Live Script

Load the data from the file predict_ret_data.mat and use the fints function to create a time series object with a weekly frequency.

load predict_ret_data.mat
x0 = fints(expdates, expdata, {'Metric'}, 'w', 'Index')

Warning: FINTS is not recommended. Use TIMETABLE instead. For more information, see <a href="matlab:web(fullfile(docroot, 'finance/convert-from-fints-to-timetables.html'))">Convert Financial Time Series Objects (fints) to Timetables</a>.

 
x0 = 
 
    desc:  Index
    freq:  Weekly (2)

    {'dates:  (53)'}    {'Metric:  (53)'}
    {'01-Jan-1999' }    {[      97.8872]}
    {'08-Jan-1999' }    {[      97.0847]}
    {'15-Jan-1999' }    {[     109.6312]}
    {'22-Jan-1999' }    {[     105.5743]}
    {'29-Jan-1999' }    {[     108.4028]}
    {'05-Feb-1999' }    {[     134.4882]}
    {'12-Feb-1999' }    {[     117.5581]}
    {'19-Feb-1999' }    {[     106.6683]}
    {'26-Feb-1999' }    {[     118.2912]}
    {'05-Mar-1999' }    {[     105.6835]}
    {'12-Mar-1999' }    {[     128.5836]}
    {'19-Mar-1999' }    {[     115.1746]}
    {'26-Mar-1999' }    {[     131.2854]}
    {'02-Apr-1999' }    {[     130.7116]}
    {'09-Apr-1999' }    {[     123.1684]}
    {'16-Apr-1999' }    {[     107.2975]}
    {'23-Apr-1999' }    {[      91.5625]}
    {'30-Apr-1999' }    {[      78.5738]}
    {'07-May-1999' }    {[      65.2904]}
    {'14-May-1999' }    {[      70.8581]}
    {'21-May-1999' }    {[      72.4807]}
    {'28-May-1999' }    {[      72.9190]}
    {'04-Jun-1999' }    {[      64.3460]}
    {'11-Jun-1999' }    {[      59.8743]}
    {'18-Jun-1999' }    {[      55.0026]}
    {'25-Jun-1999' }    {[      49.4032]}
    {'02-Jul-1999' }    {[      49.9485]}
    {'09-Jul-1999' }    {[      47.8061]}
    {'16-Jul-1999' }    {[      61.0517]}
    {'23-Jul-1999' }    {[      58.9313]}
    {'30-Jul-1999' }    {[      53.9584]}
    {'06-Aug-1999' }    {[      44.8472]}
    {'13-Aug-1999' }    {[      45.0463]}
    {'20-Aug-1999' }    {[      45.1088]}
    {'27-Aug-1999' }    {[      56.4897]}
    {'03-Sep-1999' }    {[      61.2449]}
    {'10-Sep-1999' }    {[      58.1012]}
    {'17-Sep-1999' }    {[      50.8974]}
    {'24-Sep-1999' }    {[      46.5143]}
    {'01-Oct-1999' }    {[      38.0806]}
    {'08-Oct-1999' }    {[      33.6664]}
    {'15-Oct-1999' }    {[      34.2992]}
    {'22-Oct-1999' }    {[      33.4202]}
    {'29-Oct-1999' }    {[      36.9287]}
    {'05-Nov-1999' }    {[      35.1278]}
    {'12-Nov-1999' }    {[      41.8128]}
    {'19-Nov-1999' }    {[      35.8199]}
    {'26-Nov-1999' }    {[      36.9495]}
    {'03-Dec-1999' }    {[      36.2880]}
    {'10-Dec-1999' }    {[      33.8457]}
    {'17-Dec-1999' }    {[      33.3868]}
    {'24-Dec-1999' }    {[      32.7737]}
    {'31-Dec-1999' }    {[      28.5665]}

Use todaily to obtain the daily aggregate for the x0 times series.

x1 = todaily(x0)

Warning: FINTS is not recommended. Use convert2daily instead.

 
x1 = 
 
    desc:  TODAILY: Index
    freq:  Daily (1)

    {'dates:  (252)'}    {'Metric:  (252)'}
    {'04-Jan-1999'  }    {[           NaN]}
    {'05-Jan-1999'  }    {[           NaN]}
    {'06-Jan-1999'  }    {[           NaN]}
    {'07-Jan-1999'  }    {[           NaN]}
    {'08-Jan-1999'  }    {[       97.0847]}
    {'11-Jan-1999'  }    {[           NaN]}
    {'12-Jan-1999'  }    {[           NaN]}
    {'13-Jan-1999'  }    {[           NaN]}
    {'14-Jan-1999'  }    {[           NaN]}
    {'15-Jan-1999'  }    {[      109.6312]}
    {'19-Jan-1999'  }    {[           NaN]}
    {'20-Jan-1999'  }    {[           NaN]}
    {'21-Jan-1999'  }    {[           NaN]}
    {'22-Jan-1999'  }    {[      105.5743]}
    {'25-Jan-1999'  }    {[           NaN]}
    {'26-Jan-1999'  }    {[           NaN]}
    {'27-Jan-1999'  }    {[           NaN]}
    {'28-Jan-1999'  }    {[           NaN]}
    {'29-Jan-1999'  }    {[      108.4028]}
    {'01-Feb-1999'  }    {[           NaN]}
    {'02-Feb-1999'  }    {[           NaN]}
    {'03-Feb-1999'  }    {[           NaN]}
    {'04-Feb-1999'  }    {[           NaN]}
    {'05-Feb-1999'  }    {[      134.4882]}
    {'08-Feb-1999'  }    {[           NaN]}
    {'09-Feb-1999'  }    {[           NaN]}
    {'10-Feb-1999'  }    {[           NaN]}
    {'11-Feb-1999'  }    {[           NaN]}
    {'12-Feb-1999'  }    {[      117.5581]}
    {'16-Feb-1999'  }    {[           NaN]}
    {'17-Feb-1999'  }    {[           NaN]}
    {'18-Feb-1999'  }    {[           NaN]}
    {'19-Feb-1999'  }    {[      106.6683]}
    {'22-Feb-1999'  }    {[           NaN]}
    {'23-Feb-1999'  }    {[           NaN]}
    {'24-Feb-1999'  }    {[           NaN]}
    {'25-Feb-1999'  }    {[           NaN]}
    {'26-Feb-1999'  }    {[      118.2912]}
    {'01-Mar-1999'  }    {[           NaN]}
    {'02-Mar-1999'  }    {[           NaN]}
    {'03-Mar-1999'  }    {[           NaN]}
    {'04-Mar-1999'  }    {[           NaN]}
    {'05-Mar-1999'  }    {[      105.6835]}
    {'08-Mar-1999'  }    {[           NaN]}
    {'09-Mar-1999'  }    {[           NaN]}
    {'10-Mar-1999'  }    {[           NaN]}
    {'11-Mar-1999'  }    {[           NaN]}
    {'12-Mar-1999'  }    {[      128.5836]}
    {'15-Mar-1999'  }    {[           NaN]}
    {'16-Mar-1999'  }    {[           NaN]}
    {'17-Mar-1999'  }    {[           NaN]}
    {'18-Mar-1999'  }    {[           NaN]}
    {'19-Mar-1999'  }    {[      115.1746]}
    {'22-Mar-1999'  }    {[           NaN]}
    {'23-Mar-1999'  }    {[           NaN]}
    {'24-Mar-1999'  }    {[           NaN]}
    {'25-Mar-1999'  }    {[           NaN]}
    {'26-Mar-1999'  }    {[      131.2854]}
    {'29-Mar-1999'  }    {[           NaN]}
    {'30-Mar-1999'  }    {[           NaN]}
    {'31-Mar-1999'  }    {[           NaN]}
    {'01-Apr-1999'  }    {[           NaN]}
    {'05-Apr-1999'  }    {[           NaN]}
    {'06-Apr-1999'  }    {[           NaN]}
    {'07-Apr-1999'  }    {[           NaN]}
    {'08-Apr-1999'  }    {[           NaN]}
    {'09-Apr-1999'  }    {[      123.1684]}
    {'12-Apr-1999'  }    {[           NaN]}
    {'13-Apr-1999'  }    {[           NaN]}
    {'14-Apr-1999'  }    {[           NaN]}
    {'15-Apr-1999'  }    {[           NaN]}
    {'16-Apr-1999'  }    {[      107.2975]}
    {'19-Apr-1999'  }    {[           NaN]}
    {'20-Apr-1999'  }    {[           NaN]}
    {'21-Apr-1999'  }    {[           NaN]}
    {'22-Apr-1999'  }    {[           NaN]}
    {'23-Apr-1999'  }    {[       91.5625]}
    {'26-Apr-1999'  }    {[           NaN]}
    {'27-Apr-1999'  }    {[           NaN]}
    {'28-Apr-1999'  }    {[           NaN]}
    {'29-Apr-1999'  }    {[           NaN]}
    {'30-Apr-1999'  }    {[       78.5738]}
    {'03-May-1999'  }    {[           NaN]}
    {'04-May-1999'  }    {[           NaN]}
    {'05-May-1999'  }    {[           NaN]}
    {'06-May-1999'  }    {[           NaN]}
    {'07-May-1999'  }    {[       65.2904]}
    {'10-May-1999'  }    {[           NaN]}
    {'11-May-1999'  }    {[           NaN]}
    {'12-May-1999'  }    {[           NaN]}
    {'13-May-1999'  }    {[           NaN]}
    {'14-May-1999'  }    {[       70.8581]}
    {'17-May-1999'  }    {[           NaN]}
    {'18-May-1999'  }    {[           NaN]}
    {'19-May-1999'  }    {[           NaN]}
    {'20-May-1999'  }    {[           NaN]}
    {'21-May-1999'  }    {[       72.4807]}
    {'24-May-1999'  }    {[           NaN]}
    {'25-May-1999'  }    {[           NaN]}
    {'26-May-1999'  }    {[           NaN]}
    {'27-May-1999'  }    {[           NaN]}
    {'28-May-1999'  }    {[       72.9190]}
    {'01-Jun-1999'  }    {[           NaN]}
    {'02-Jun-1999'  }    {[           NaN]}
    {'03-Jun-1999'  }    {[           NaN]}
    {'04-Jun-1999'  }    {[       64.3460]}
    {'07-Jun-1999'  }    {[           NaN]}
    {'08-Jun-1999'  }    {[           NaN]}
    {'09-Jun-1999'  }    {[           NaN]}
    {'10-Jun-1999'  }    {[           NaN]}
    {'11-Jun-1999'  }    {[       59.8743]}
    {'14-Jun-1999'  }    {[           NaN]}
    {'15-Jun-1999'  }    {[           NaN]}
    {'16-Jun-1999'  }    {[           NaN]}
    {'17-Jun-1999'  }    {[           NaN]}
    {'18-Jun-1999'  }    {[       55.0026]}
    {'21-Jun-1999'  }    {[           NaN]}
    {'22-Jun-1999'  }    {[           NaN]}
    {'23-Jun-1999'  }    {[           NaN]}
    {'24-Jun-1999'  }    {[           NaN]}
    {'25-Jun-1999'  }    {[       49.4032]}
    {'28-Jun-1999'  }    {[           NaN]}
    {'29-Jun-1999'  }    {[           NaN]}
    {'30-Jun-1999'  }    {[           NaN]}
    {'01-Jul-1999'  }    {[           NaN]}
    {'02-Jul-1999'  }    {[       49.9485]}
    {'06-Jul-1999'  }    {[           NaN]}
    {'07-Jul-1999'  }    {[           NaN]}
    {'08-Jul-1999'  }    {[           NaN]}
    {'09-Jul-1999'  }    {[       47.8061]}
    {'12-Jul-1999'  }    {[           NaN]}
    {'13-Jul-1999'  }    {[           NaN]}
    {'14-Jul-1999'  }    {[           NaN]}
    {'15-Jul-1999'  }    {[           NaN]}
    {'16-Jul-1999'  }    {[       61.0517]}
    {'19-Jul-1999'  }    {[           NaN]}
    {'20-Jul-1999'  }    {[           NaN]}
    {'21-Jul-1999'  }    {[           NaN]}
    {'22-Jul-1999'  }    {[           NaN]}
    {'23-Jul-1999'  }    {[       58.9313]}
    {'26-Jul-1999'  }    {[           NaN]}
    {'27-Jul-1999'  }    {[           NaN]}
    {'28-Jul-1999'  }    {[           NaN]}
    {'29-Jul-1999'  }    {[           NaN]}
    {'30-Jul-1999'  }    {[       53.9584]}
    {'02-Aug-1999'  }    {[           NaN]}
    {'03-Aug-1999'  }    {[           NaN]}
    {'04-Aug-1999'  }    {[           NaN]}
    {'05-Aug-1999'  }    {[           NaN]}
    {'06-Aug-1999'  }    {[       44.8472]}
    {'09-Aug-1999'  }    {[           NaN]}
    {'10-Aug-1999'  }    {[           NaN]}
    {'11-Aug-1999'  }    {[           NaN]}
    {'12-Aug-1999'  }    {[           NaN]}
    {'13-Aug-1999'  }    {[       45.0463]}
    {'16-Aug-1999'  }    {[           NaN]}
    {'17-Aug-1999'  }    {[           NaN]}
    {'18-Aug-1999'  }    {[           NaN]}
    {'19-Aug-1999'  }    {[           NaN]}
    {'20-Aug-1999'  }    {[       45.1088]}
    {'23-Aug-1999'  }    {[           NaN]}
    {'24-Aug-1999'  }    {[           NaN]}
    {'25-Aug-1999'  }    {[           NaN]}
    {'26-Aug-1999'  }    {[           NaN]}
    {'27-Aug-1999'  }    {[       56.4897]}
    {'30-Aug-1999'  }    {[           NaN]}
    {'31-Aug-1999'  }    {[           NaN]}
    {'01-Sep-1999'  }    {[           NaN]}
    {'02-Sep-1999'  }    {[           NaN]}
    {'03-Sep-1999'  }    {[       61.2449]}
    {'07-Sep-1999'  }    {[           NaN]}
    {'08-Sep-1999'  }    {[           NaN]}
    {'09-Sep-1999'  }    {[           NaN]}
    {'10-Sep-1999'  }    {[       58.1012]}
    {'13-Sep-1999'  }    {[           NaN]}
    {'14-Sep-1999'  }    {[           NaN]}
    {'15-Sep-1999'  }    {[           NaN]}
    {'16-Sep-1999'  }    {[           NaN]}
    {'17-Sep-1999'  }    {[       50.8974]}
    {'20-Sep-1999'  }    {[           NaN]}
    {'21-Sep-1999'  }    {[           NaN]}
    {'22-Sep-1999'  }    {[           NaN]}
    {'23-Sep-1999'  }    {[           NaN]}
    {'24-Sep-1999'  }    {[       46.5143]}
    {'27-Sep-1999'  }    {[           NaN]}
    {'28-Sep-1999'  }    {[           NaN]}
    {'29-Sep-1999'  }    {[           NaN]}
    {'30-Sep-1999'  }    {[           NaN]}
    {'01-Oct-1999'  }    {[       38.0806]}
    {'04-Oct-1999'  }    {[           NaN]}
    {'05-Oct-1999'  }    {[           NaN]}
    {'06-Oct-1999'  }    {[           NaN]}
    {'07-Oct-1999'  }    {[           NaN]}
    {'08-Oct-1999'  }    {[       33.6664]}
    {'11-Oct-1999'  }    {[           NaN]}
    {'12-Oct-1999'  }    {[           NaN]}
    {'13-Oct-1999'  }    {[           NaN]}
    {'14-Oct-1999'  }    {[           NaN]}
    {'15-Oct-1999'  }    {[       34.2992]}
    {'18-Oct-1999'  }    {[           NaN]}
    {'19-Oct-1999'  }    {[           NaN]}
    {'20-Oct-1999'  }    {[           NaN]}
    {'21-Oct-1999'  }    {[           NaN]}
    {'22-Oct-1999'  }    {[       33.4202]}
    {'25-Oct-1999'  }    {[           NaN]}
    {'26-Oct-1999'  }    {[           NaN]}
    {'27-Oct-1999'  }    {[           NaN]}
    {'28-Oct-1999'  }    {[           NaN]}
    {'29-Oct-1999'  }    {[       36.9287]}
    {'01-Nov-1999'  }    {[           NaN]}
    {'02-Nov-1999'  }    {[           NaN]}
    {'03-Nov-1999'  }    {[           NaN]}
    {'04-Nov-1999'  }    {[           NaN]}
    {'05-Nov-1999'  }    {[       35.1278]}
    {'08-Nov-1999'  }    {[           NaN]}
    {'09-Nov-1999'  }    {[           NaN]}
    {'10-Nov-1999'  }    {[           NaN]}
    {'11-Nov-1999'  }    {[           NaN]}
    {'12-Nov-1999'  }    {[       41.8128]}
    {'15-Nov-1999'  }    {[           NaN]}
    {'16-Nov-1999'  }    {[           NaN]}
    {'17-Nov-1999'  }    {[           NaN]}
    {'18-Nov-1999'  }    {[           NaN]}
    {'19-Nov-1999'  }    {[       35.8199]}
    {'22-Nov-1999'  }    {[           NaN]}
    {'23-Nov-1999'  }    {[           NaN]}
    {'24-Nov-1999'  }    {[           NaN]}
    {'26-Nov-1999'  }    {[       36.9495]}
    {'29-Nov-1999'  }    {[           NaN]}
    {'30-Nov-1999'  }    {[           NaN]}
    {'01-Dec-1999'  }    {[           NaN]}
    {'02-Dec-1999'  }    {[           NaN]}
    {'03-Dec-1999'  }    {[       36.2880]}
    {'06-Dec-1999'  }    {[           NaN]}
    {'07-Dec-1999'  }    {[           NaN]}
    {'08-Dec-1999'  }    {[           NaN]}
    {'09-Dec-1999'  }    {[           NaN]}
    {'10-Dec-1999'  }    {[       33.8457]}
    {'13-Dec-1999'  }    {[           NaN]}
    {'14-Dec-1999'  }    {[           NaN]}
    {'15-Dec-1999'  }    {[           NaN]}
    {'16-Dec-1999'  }    {[           NaN]}
    {'17-Dec-1999'  }    {[       33.3868]}
    {'20-Dec-1999'  }    {[           NaN]}
    {'21-Dec-1999'  }    {[           NaN]}
    {'22-Dec-1999'  }    {[           NaN]}
    {'23-Dec-1999'  }    {[           NaN]}
    {'27-Dec-1999'  }    {[           NaN]}
    {'28-Dec-1999'  }    {[           NaN]}
    {'29-Dec-1999'  }    {[           NaN]}
    {'30-Dec-1999'  }    {[           NaN]}
    {'31-Dec-1999'  }    {[       28.5665]}

Version History

Introduced before R2006a