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history

End of day SIX Financial Information data

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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.

example

Examples

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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

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Connection object, specified as a tlkrs object.

Security, specified as a cell array of character vectors.

Field IDs, specified as a cell array of character vectors.

Start date, specified as a serial date number.

End date, specified as a serial date number.

Version History

Introduced in R2011b

See Also

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