rdthloader

Retrieve data from Thomson Reuters 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.

fileThomson Reuters™ 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 Thomson Reuters 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'})
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