hist_stock_data - only 2 decimals with currency
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Hello!
I have a very simple code for downloading the historical prices from yahoo finance. If I use:
%--------
start_date = '01032012';
end_date = '11072012';
stocks = hist_stock_data(start_date, end_date, '^GSPC');
stocks.Date=datenum(stocks.Date);
% reverse vectors old -> new
stocks.Date = stocks.Date(end:-1:1);
stocks.Close = stocks.Close(end:-1:1);
Prices=stocks.Close
%---------
then the vector prices has 4 decimals. However, if I instead of '^GSPC' use 'EURUSD=X', then the 3rd and 4th decimals are always 0, i.e. the numbers are rounden. HOwever, on the website http://finance.yahoo.com/q?s=EURUSD%3DX&ql=0
the quotes have 4 decimals. Is there a way to download currency data with 4 decimals instead of 2?
Thank you very much for your time and consideration!
Alex
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Javier
2012-9-13
编辑:Walter Roberson
2018-7-2
Hello Alex
Procedure to Get Price (EURUSD) with 4 decimals here.If yahoo doesnt allow you go the data , you can go to fred page to get the data (Federal Reserve Economic Data - FRED - St. Louis Fed data manager). Please read the communicate with Data Serve help information in Matlab.
Solution done in Matlab R2012a.
conn=fred;
Instrument='DEXUSEU';
DateIni='Jan 01 2002';
DateEnd='Jan 01 2012';
Field='Close';
Price=fetch(conn,Instrument,Field,DateIni,DateEnd);
How did I identify the name of the instrument ? Go to the FRED Graph section and search the instrument. For the EURO I put EURO and get the result:
DEXEUS, D, USD, $ to 1, USA, NSA.
This means that data are daily, dollar price NSA.
If this solve your question please grade. Best regards
Javier
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