User manual MATLAB DATAFEED TOOLBOX 3

[. . . ] Datafeed ToolboxTM 3 User's Guide How to Contact The MathWorks Web Newsgroup www. mathworks. com/contact_TS. html Technical Support www. mathworks. com comp. soft-sys. matlab suggest@mathworks. com bugs@mathworks. com doc@mathworks. com service@mathworks. com info@mathworks. com Product enhancement suggestions Bug reports Documentation error reports Order status, license renewals, passcodes Sales, pricing, and general information 508-647-7000 (Phone) 508-647-7001 (Fax) The MathWorks, Inc. 3 Apple Hill Drive Natick, MA 01760-2098 For contact information about worldwide offices, see the MathWorks Web site. Datafeed ToolboxTM User's Guide © COPYRIGHT 1999­2010 by The MathWorks, Inc. The software described in this document is furnished under a license agreement. The software may be used or copied only under the terms of the license agreement. [. . . ] value = get(Connect) returns a MATLAB structure where each field name is the name of a property of Connect. Each field contains the value of the property. See Also datastream. close, datastream, datastream. fetch, datastream. isconnection 6-48 datastream. isconnection Purpose Syntax Arguments Verify whether connections to Thomson Datastream data servers are valid x = isconnection(Connect) Connect Thomson Datastream connection object created with the datastream function. Description Examples x = isconnection(Connect) returns x = 1 if the connection is a valid Thomson Datastream connection, and x = 0 otherwise. Establish a connection to the Thomson Datastream API: c = datastream Verify that c is a valid connection: x = isconnection(c) x=1 See Also datastream. close, datastream, datastream. fetch, datastream. get 6-49 factset Purpose Syntax Arguments Establish connections to FactSet data servers Connect = factset('UserName', 'SerialNumber', 'Password', 'ID') UserName SerialNumber Password ID User login name. FactSet customer identification number. Note FactSet assigns values to all input arguments. Description Examples Connect = factset('UserName', 'SerialNumber', 'Password', 'ID') connects to the FactSet FAST interface. Establish a connection to a FactSet server: Connect = factset('username', '1234', 'password', 'fsid') Connect = user: 'username' serial: '1234' password: 'password' cid: 'fsid' See Also factset. close, factset. fetch, factset. get, factset. isconnection 6-50 factset. close Purpose Syntax Arguments Close connections to FactSet data servers close(Connect) Connect FactSet connection object created with the factset function. Description See Also close(Connect) closes the connection to the FactSet data server. factset 6-51 factset. fetch Purpose Syntax Request data from FactSet data servers data = fetch(Connect) data = fetch(Connect, data = fetch(Connect, data = fetch(Connect, 'ToDate') data = fetch(Connect, 'Period') 'Library') 'Security', 'Fields') 'Security', 'Fields', 'FromDate', 'Security', 'FromDate', 'ToDate', Arguments Connect Library Security FactSet connection object created with the factset function. A MATLAB string or cell array of strings containing the names of securities in a format recognizable by the FactSet server. A MATLAB string or cell array of strings indicating the data fields for which to retrieve data. Date string or serial date number indicating date for the requested data. If you enter today's date, fetch returns yesterday's data. Note You can specify dates in any of the formats supported by datestr and datenum that display a year, month, and day. Fields Date FromDate 6-52 factset. fetch ToDate Period End date for date range. Period values are: · 'd': daily values · 'b': business day daily values · 'm': monthly values · 'mb': beginning monthly values · 'me': ending monthly values · 'q': quarterly values · 'qb': beginning quarterly values · 'qe': ending quarterly values · 'y': annual values · 'yb': beginning annual values · 'ye': ending annual values Description data = fetch(Connect) returns the names of all available formula libraries. data = fetch(Connect, 'Library') returns the valid field names for a given formula library. data = fetch(Connect, 'Security', 'Fields') returns data for the specified security and fields. data = fetch(Connect, 'Security', 'Fields', 'Date') returns security data for the specified fields on the requested date. data = fetch(Connect, 'Security', 'Fields', 'FromDate', 'ToDate') returns security data for the specified fields for the date range FromDate to ToDate. 6-53 factset. fetch data = fetch(Connect, 'Security', 'FromDate', 'ToDate', 'Period') returns security data for the date range FromDate to ToDate with the specified period. Examples Retrieving Names of Available Formula Libraries Obtain the names of available formula libraries: D = fetch(Connect) Retrieving Valid Field Names of a Specified Library Obtain valid field names of the FactSetSecurityCalcs library: D = fetch(Connect, 'fs') Retrieving the Closing Price of a Specified Security Obtain the closing price of the security IBM: D = fetch(Connect, 'IBM', 'price') Retrieving the Closing Price of a Specified Security Using Default Date Period Obtain the closing price for IBM using the default period of the data: D = fetch(C, 'IBM', 'price', '09/01/07', '09/10/07') Retrieving the Monthly Closing Prices of a Specified Security for a Given Date Range Obtain the monthly closing prices for IBM from 09/01/05 to 09/10/07: D = fetch(C, 'IBM', 'price', '09/01/05', '09/10/07', 'm') See Also factset. close, factset, factset. isconnection 6-54 factset. get Purpose Syntax Retrieve properties of FactSet connection objects value = get(Connect, 'PropertyName') value = get(Connect) Arguments Connect PropertyName FactSet connection object created with the factset function. (Optional) A MATLAB string or cell array of strings containing property names. Property names are: · user · serial · password · cid Description value = get(Connect, 'PropertyName') returns the value of the specified properties for the FactSet connection object. value = get(Connect) returns a MATLAB structure where each field name is the name of a property of Connect, and each field contains the value of that property. Examples Establish a connection to a FactSet data server: Connect = factset('Fast_User', '1234', 'Fast_Pass', 'userid') Retrieve the connection property value: h = get(Connect) h= user: 'Fast_User' serial: '1234' password: 'Fast_Pass' 6-55 factset. get cid: 'userid' Retrieve the value of the connection's user property: get(Connect, 'user') ans = Fast_User See Also factset. close, factset. fetch, factset, factset. isconnection 6-56 factset. isconnection Purpose Syntax Arguments Verify whether connections to FactSet data servers are valid x = isconnection(Connect) Connect FactSet connection object created with the factset function. Description Examples x = isconnection(Connect) returns x = 1 if the connection to the FactSet data server is valid, and x = 0 otherwise. Establish a connection, c, to a FactSet data server: c = factset Verify that c is a valid connection: x = isconnection(c); x=1 See Also factset. close, factset. fetch, factset, factset. get 6-57 fred Purpose Syntax Connect to FRED data servers Connect = fred(URL) Connect = fred Arguments Description URL Create a connection using a specified URL. Connect = fred(URL) establishes a connection to a FRED data server. Connect = fred verifies that the URL http://research. stlouisfed. org/fred2/ is accessible and creates a connection. Examples Connect to the FRED data server at the URL http://research. stlouisfed. org/fred2/: c = fred('http://research. stlouisfed. org/fred2/') See Also fred. close, fred. fetch, fred. get, fred. isconnection 6-58 fred. close Purpose Syntax Arguments Close connections to FRED data servers close(Connect) Connect FRED connection object created with the fred function. Description Examples close(Connect) closes the connection to the FRED data server. Make a connection c to a FRED data server: c = fred('http://research. stlouisfed. org/fred2/') Close this connection: close(c) See Also fred 6-59 fred. fetch Purpose Syntax Request data from FRED data servers data = fetch(Connect, 'Security') data = fetch(Connect, 'Security', 'D1') data = fetch(Connect, 'Security', 'D1', 'D2') Arguments Connect 'Security' 'D1' 'D2' FRED connection object created with the fred function. MATLAB string containing the name of a security in a format recognizable by the FRED server. MATLAB string or date number indicating the date from which to retrieve data. MATLAB string or date number indicating the date range from which to retrieve data. Description For a given security, fetch returns historical data using the connection to the FRED data server. data = fetch(Connect, 'Security') returns data for the security Security, using the connection object Connect. data = fetch(Connect, 'Security', 'D1') returns data for the security Security, using the connection object Connect, for the date D1. If you specify today's date for D1, fetch returns data from yesterday. data = fetch(Connect, 'Security', 'D1', 'D2') returns all data for the security Security, using the connection object Connect, for the date range 'D1' to 'D2'. Note You can specify dates in any of the formats supported by datestr and datenum that show a year, month, and day. 6-60 fred. fetch Examples Fetch all available daily U. S. dollar to euro foreign exchange rates: d = fetch(f, 'DEXUSEU') d= Title: 'U. S. / Euro Foreign Exchange Rate' SeriesID: 'DEXUSEU' Source: 'Board of Governors of the Federal Reserve System' Release: 'H. 10 Foreign Exchange Rates' SeasonalAdjustment: 'Not Applicable' Frequency: 'Daily' Units: 'U. S. [. . . ] data = fetch(Connect, 'Security', 'Fields', 'FromDate', 'ToDate') returns security data for the specified fields for the date range FromDate to ToDate. data = fetch(Connect, 'Security', 'FromDate', 'ToDate', 'Period') returns security data for the date range FromDate to ToDate with the indicated period. Examples Retrieving Last Prices for a Set of Equities Connect to the Yahoo!data server to obtain the last prices for a set of equities: y = yahoo; FastFood = fetch(y, {'ko', 'pep', 'mcd'}, 'Last') FastFood = Last: [3x1 double] FastFood. Last ans = 42. 96 45. 71 23. 70 Retrieving a Closing Price on a Specified Date Obtain the closing price for Coca-Cola on April 6, 2000: c = yahoo; ClosePrice = fetch(c, 'ko', 'Close', 'Apr 6 00') ClosePrice = 1. 0e+005 * 7. 3058 0. 0005 See Also yahoo. close, yahoo. get, yahoo. isconnection, yahoo 6-151 yahoo. get Purpose Syntax Retrieve properties of Yahoo!connection objects value = get(Connect, 'PropertyName') value = get(Connect) Arguments Connect PropertyName Yahoo! [. . . ]