rdth.fetch - Request Reuters Datascope Tick History data

Syntax

x = fetch(r,sec) x = fetch(r,sec,tradefields,daterange,reqtype,messtype,exchange,domain)

Description

x = fetch(r,sec) returns information about the security, sec, such as the code, currency, exchange, and and name.

x = fetch(r,sec,tradefields,daterange,reqtype,messtype,exchange,domain) returns data for the request security, sec, based on the type request and message types, reqtype and messtype, respectively. Data for the fields specified by tradefields is returned for the data range bounded by daterange. domain specifies the security type.

Tip Specifying the exchange of the given security improves the speed of the data request.

To obtain more information request and message types and their associated field lists, use the command get(r).

Examples

To create a Reuters Datascope Tick History connection, the command

 r = rdth('user@company.com','mypassword')

returns

r =
client: [1x1 com.reuters.datascope.tickhistory. ...
webservice.client.RDTHApiClient]
user: 'user@company.com'
password: '**********'

To get information pertaining to a particular security, the command

d = fetch(r,'GOOG.O',{'Volume','Price','Exchange ID'},...
{'09/05/2008 12:00:00','09/05/2008 12:01:00'},...
'TimeAndSales','Trade','NSQ','EQU')

returns

d =
'#RIC'      'Date[L]'        'Time[L]'         'Type'...
     'Ex/Cntrb.ID'    'Price'
'GOOG.O'    '05-SEP-2008'    '12:00:01.178'    'Trade'...
    'NAS'            '443.86'
'Volume'
'200'

The command

d = fetch(r,'GOOG.O',{'Volume','Close'},{'09/05/2008'},...
'EndOfDay','End Of Day','NSQ','EQU')

returns

d =
    '#RIC'      'Date[L]'        'Time[L]'       ...
  'Type'    'Close'     'Volume'
    'GOOG.O'    '05-SEP-2008'    '23:59:00.000'   ...
 'End Of Day'    '444.25'    '4538375'

The exchange of the security is x.Exchange or NSQ. To determine the asset domain of the security, use the value of x.Type, in this case 113. Using the information from v = get(r),

j = find(v.InstrumentTypes.Value == 113)

returns

j =46

The command

v.InstrumentTypes.Value(j)

returns

ans =
   113

The command

v.InstrumentTypes.Name(j)

returns

ans = 
    'Equities'

The command

v.AssetDomains.Value(strcmp(v.InstrumentTypes.Name(j),...
v.AssetDomains.Name))

returns

ans = 
    'EQU'

Knowing the security exchange and domain helps the interface to resolve the security symbol and return data more quickly.

rdth.fetch - Request Reuters Datascope Tick History data

Syntax

Description

Examples

See Also