rdthloader - Retrieve data from Reuters Datascope Tick History file

Syntax

x = rdthloader(file) x = rdthloader(file,'date',{DATE1}) x = rdthloader(file,'date',{DATE1, DATE2}) x = rdthloader(file,'security',{SECNAME}) x = rdthloader(file,'start',STARTREC) x = rdthloader(file,'records', NUMRECORDS)

Arguments

Specify the following arguments as name-value pairs. You can specify any combination of name-value pairs in a single call to rdthloader.

`file`	Reuters Datascope Tick History file from which to retrieve data.
`'date'`	Use this argument with `{DATE1, DATE2}` to retrieve data between and including the specified dates. Specify the dates as numbers or strings.
`'security'`	Use this argument to retrieve data for `SECNAME`, where `SECNAME` is a cell array containing a list of security identifiers for which to retrieve data.
`'start'`	Use this argument to retrieve data beginning with the record `STARTREC`, where `STARTREC` is the record at which `rdthloader` begins to retrieve data. Specify `STARTREC` as a number.
`'records'`	Use this argument to retrieve `NUMRECORDS` number of records.

Description

x = rdthloader(file) retrieves tick data from the Reuters Datascope Tick History file file and stores it in the structure x.

x = rdthloader(file,'date',{DATE1}) retrieves tick data from file with date stamps of value DATE1.

x = rdthloader(file,'date',{DATE1, DATE2}) retrieves tick data from file with date stamps between DATE1 and DATE2.

x = rdthloader(file,'security',{SECNAME}) retrieves tick data from file for the securities specified by SECNAME.

x = rdthloader(file,'start',STARTREC) retrieves tick data from file beginning with the record specified by STARTREC.

x = rdthloader(file,'records', NUMRECORDS) retrieves NUMRECORDS number of records from file.

Examples

Retrieve all ticks from the file file.csv with date stamps of 02/02/2007:

x = rdthloader('file.csv','date',{'02/02/2007'})

Retrieve all ticks from file.csv between and including the dates 02/02/2007 and 02/03/2007:

 x = rdthloader('file.csv','date',{'02/02/2007',...
'02/03/2007'})

Retrieve all ticks from file.csv for the security XYZ.O:

 x = rdthloader('file.csv','security',{'XYZ.O'})

Retrieve the first 10,000 tick records from file.csv:

 x = rdthloader('file.csv','records',10000)

Retrieve data from file.csv, starting at record 100,000:

  x = rdthloader('file.csv','start',100000)

Retrieve up to 100,000 tick records from file.csv, for the securities ABC.N and XYZ.O, with date stamps between and including the dates 02/02/2007 and 02/03/2007:

x = rdthloader('file.csv','records',100000,...
               'date',{'02/02/2007','02/03/2007'},...
               'security',{'ABC.N','XYZ.O'})

rdthloader - Retrieve data from Reuters Datascope Tick History file

Syntax

Arguments

Description

Examples

See Also