What is the equivalent of the 'dis' period option of the "fetch" function for Bloomberg's "history" in the Datafeed Toolbox?

Question

MathWorks Support Team 2014-4-14

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/142391-what-is-the-equivalent-of-the-dis-period-option-of-the-fetch-function-for-bloomberg-s-history

回答： MathWorks Support Team 2014-7-18

I just upgraded to MATLAB R2014a from R2009b. In R2009b I was using the "fetch" function to retrieve data from a Bloomberg connection. I now have to use the new functions of the Datafeed Toolbox R2014a and would like to obtain data for the same days as before, but I am confused by the options of the new "history" command.

What is the equivalent for "history" of using 'Period','dis' in "fetch"?

请先登录，再回答此问题。

Answer 1

MathWorks Support Team 2014-4-14

0
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/142391-what-is-the-equivalent-of-the-dis-period-option-of-the-fetch-function-for-bloomberg-s-history#answer_145615

The equivalent periodicity argument is

{'daily','non_trading_weekdays','previous_value'}

For example:

>> history(C,'ABC US Equity','LAST_PRICE','8/01/99','8/10/99',{'daily','non_trading_weekdays','previous_value'})

'non_trading_weekdays' will include dates that are valid trading days but for which there was no activity for the security. You may want to try 'active_days_only' which should return the same data in most cases.