What Is the Financial Time Series Tool?

The Financial Time Series Tool (ftstool) provides a graphical user interface to create and manage financial time series (fints) objects. ftstool interoperates with the Financial Time Series Graphical User Interface (ftsgui) and Interactive Chart (chartfts). In addition, you can use Datafeed Toolbox™ or Database Toolbox™ software to connect to external data sources.

A financial time series object minimally consists of:

• Desc, which is the description field.

• Freq, which is a frequency indicator field.

• Dates, which is a date vector field. If the date vector incorporates time-of-day information, the object contains an additional field named times.

• In addition, you can have at least one data series vector. You can specify names for any data series vectors. If you do not specify names, the object uses the default names series1, series2, series3, and so on.

In general, the workflow for using FTSTool is:

1. Acquire data.

2. Create a variable.

3. Convert the variable to fints.

4. Convert fints to a MATLAB double object.

To obtain the data for ftstool, you need to use a MATLAB double object or a financial time series (fints) object. You can use previously stored internal data on your computer or you can connect to external data sources using Datafeed Toolbox or Database Toolbox software.

Note   You must obtain a license for these products from MathWorks before you can use either of these toolboxes.

After creating a financial time series object, you can use ftstool to change the characteristics of the time series object, including merging with other financial time series objects, removing rows or columns, and changing the frequency. You can also use ftstool to generate various forms of plotted output and you can reconvert a fints object to a MATLAB double-precision matrix.

Financial Time Series Tool (FTSTool)

Getting Started with FTSTool

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