Is it possible to extract a common denomination of the trade values that are returned using the FETCH function from Datastream objects in Datafeed Toolbox 3.5 (R2010a) ?
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I am using the FETCH function to get results from the Datastream objects in Datafeed Toolbox using the following syntax:
asset_qry = fetch(ds_conn,asset_ticker,{},'12/15/1995','12/15/2010');
I would like to have an option to determine the scale of the data I am requesting. In place of the empty braces, I am looking for a datatype mnemonic that will tell me the scale of the data I am using.
For example:
asset_ticker = 'CLY79AADA' % the data is expressed in millions of USD, while, for asset_ticker = 'USI79AADA' % the data is expressed in billions of USD.
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MathWorks Support Team
2011-1-4
There is no way to determine the unit measure of the reported data in Datastream API. Hence we cannot gather the scale of the trade value that is returned when using the FETCH function in Datafeed Toolbox 3.5 (R2010a).
As a workaround, you have to convert the returned trade value to the desired scale after the retrieval.
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