What's fomula(ADV and HISTVOL) in MathWorks

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Cedric Yuan 2018-8-23

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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/416018-what-s-fomula-adv-and-histvol-in-mathworks

评论： Cedric Yuan 2018-10-9

In Excel Add In, I use the below formula to retrieve the data, but what's the same function in MatLab? Thanks.

1. get the ADV of last 4 weeks =HistoricalData("IBM","Average Daily Volume Last 4 Week","04/04/2018","04/04/2018","Daily")

2. Get HISVOL of 30 days =HistoricalData("IBM","HISTVOL (30)","04/04/2018","04/04/2018","Daily", "RemoveArrayHeaders=True")

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Answer 1

Andrew Borghesani 2018-10-9

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https://ww2.mathworks.cn/matlabcentral/answers/416018-what-s-fomula-adv-and-histvol-in-mathworks#answer_340525

Please look at the documentation located here:

https://www.mathworks.com/help/datafeed/retrieve-current-and-historical-money-net-data.html

I hope this helps

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Cedric Yuan 2018-10-9

Hi Andrew, Thanks for your documentation, but I tried to use below parameters to retrieve Average Daily Volume Last 4 weeks, variable( Average Volume) still could not be recognized by MatLab, and the Average Volume variable found from https://www.money.net/datafeed#historic

Do you have any advise? Thanks a lot

--------------------------------------------

s = 'IBM';

date = [datetime('08-Oct-2018') datetime('08-Oct-2018')];

interval = '1D';

f = {'Average Volume'};

d = timeseries(c,s,date,interval,f);

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