Why do I get an error when I specify date as one of the override options in HISTORY function in Datafeed Toolbox 4.2(R2011b)?

Question

MathWorks Support Team 2013-3-29

I am trying to use the blp/history function to define the override option 'BETA_OVERRIDE_START_DT'.

The date string that I have specified, '20120319', works with getdata.

For example,

d = getdata(c,'AC* MM Equity','BETA_ADJ_OVERRIDABLE',{'BETA_OVERRIDE_REL_INDEX','BETA_OVERRIDE_START_DT'},{'MEXBOL Index','20120319'});

However, when I use the same date string with the HISTORY function I get the error:

Cannot convert input into specified date string.

I am using the HISTORY function in the following manner:

d = history(c,'AC* MM Equity','BETA_ADJ_OVERRIDABLE',overrideOption2)

Where overrideOption2 is...

'BETA_OVERRIDE_REL_INDEX' 'MEXBOL Index'

'BETA_OVERRIDE_START_DT' '20120319'

Why do I get this particular error with HISTORY function?

Answer 1

The error is thrown in MATLAB because the date format '20120319' is not a recognized format in MATLAB.

You can use the DATENUM function to specify the format of the date via the following code:

datenum('19.03.2012','dd.mm.yyyy')

Replace '20120319' with the above command.

 MATLAB will accept the first argument as a date string represented in a format specified by the second argument.