Code covered by the BSD License
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builduniverse(y,s,d1,d2,p)
BUILDUNIVERSE Portfolio matrix with total return price data from Yahoo.
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close(c)
CLOSE Close connection to Yahoo.
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display(c)
DISPLAY Yahoo connection object display method.
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get(c,p)
GET Get YahooRT connection properties.
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isconnection(c)
ISCONNECTION True if valid YahooRT connection.
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subsref(a,s)
SUBSREF Subscripted reference for Datafeed Toolbox object.
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trpdata(y,s,d1,d2,p)
TRPDATA Data needed to generate total return price series.
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yahooRT(varargin)
YAHOORT Extends the YAHOO datafeed to allow real-time access for Yahoo Premium
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Contents.m
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yahooRTdemo.m
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View all files
Real-Time Datafeed from Yahoo!
by Eric Johnson
30 Jun 2008
(Updated 10 Sep 2008)
Extension of Datafeed Toolbox's Yahoo object, allowing real-time data to be fetched
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Watch this File
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| File Information |
| Description |
YAHOORT Extends the Datafeed Toolbox's YAHOO object, allowing real-time data to be fetched from Yahoo's Premium Finance service.
Requirements:
- Datafeed Toolbox license
- Yahoo account subscribed to Yahoo Premium Finance.
1. To install, simply unzip the contents of 'yahooRT.zip' to a location on the MATLAB path.
2. Try running 'yahooRTdemo.m' during active US trading hours (9:30am-4:00pm ET). You should observe a difference of ~15 minutes between the base YAHOO.FETCH and YAHOORT.FETCH.
*You will need to set the USERNAME and PASSWORD variables in this file before you run it*
3. For more information, type
>> help yahooRT
Please contact me at eric.johnson@mathworks.com if you have any questions.
Thanks for checking out my project!
*Updates*
9/9/08 - Fixed authentication issue on 64-bit MATLAB. |
| Required Products |
Datafeed Toolbox
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| MATLAB release |
MATLAB 7.6 (R2008a)
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| Other requirements |
A Yahoo account with a subscription to Yahoo Premium Finance. A free trial is available (see http://finance.yahoo.com). |
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| Comments and Ratings (1) |
| 09 Sep 2008 |
Scott F
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| Updates |
| 10 Sep 2008 |
Now works with 64-bit MATLAB. |
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