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history

End of day SIX Financial Information data

Syntax

D = history(c,s,f,fromdate,todate)

Description

D = history(c,s,f,fromdate,todate) returns the historical data for the security list s, for the fields f, for the dates fromdate to todate.

Examples

Retrieve end of day SIX Financial Information data for the specified security for the past 5 days.

c = tlkrs('US12345','userapid01','userapid10')
ids = tkfieldtoid(c,{'Bid','Ask'},'history');
d = history(c,{'1758999,149,134'},ids,floor(now)-5,floor(now));
d = 

    XRF: [1x1 struct]
     IL: [1x1 struct]
      I: [1x1 struct]
     HL: [1x1 struct]
     HD: [1x1 struct]
      P: [1x1 struct]

d.I contains the instrument IDs, d.HD contains the dates, and d.P contains the pricing data.

View the dates:

d.HD.d

ans = 

    '20110225'
    '20110228'
    '20110301'

View the pricing field IDs:

d.P.k

ans = 

    '3,2'
    '3,3'
    '3,2'
    '3,3'
    '3,2'
    '3,3'

View the pricing data:

d.P.v

ans = 

    '45.32'
    '45.33'
    '45.26'
    '45.27'
    '44.94'
    '44.95'    

Convert the field identification values in d.P.k to their corresponding field names like this:

d.P.k = tkidtofield(c,d.P.k,'history')
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