Metastockread

Read metastock files (master, emaster, xmaster and .dat/.mwd)

Description

Read metastock files (symbols index files: master, emaster, xmaster; data files: .dat and .mwd; no .dop support)

SYNTAXES:
(1) METASTOCKREAD Read the symbols index file selected with uigetfile and import the data
(2) METASTOCKREAD(FULLPATH) Read the file specified by FULLPATH

OUT = metastockread(...)
OUT is a "m by 1" NON-scalar structure, where "m" is the # of .dat/.mwd files in the same directory of the symbol index files.

The (sub)scalar structure has the following fields:
- datNum : # of the .dat/.mwd file with the data
- symbol : security symbol
- name : security name
- inDate : initial date as 'yyyy-mm-dd'
- fiDate : final date as 'yyyy-mm-dd'
- freq : time freq. of the data I (intraday), D (daily), W, M, Q or Y
- idFreq : intraday time frequency in minutes
- data : time series data with variable number of fields (columns)

The data field columns follow the schema:

| Date/Time | Open | High | Low | Close | Volume | OpenInterest |

For details see help
For examples see the attached image.

WARNING: This function has not been tested extensively therefore I ask to report any unexpected behaviour and to attach the metastock files which you tried to import.

p12v4

• MATLAB release: MATLAB 7.9 (2009b)

[Shailesh Joshi]

By any chance do you have program to write to metastock format?

[Oleg Komarov]

I may if there's request.

[Shailesh Joshi]

I will be happy to have program which will write data in metastock format. Mostly I convert it after downloading manually.

[Han Oostdijk]

nice well structured example of reading binary data.

[Tony Tran]

For whose who need to export to Metastock format
Step 1: output to text format, see the example

% format AAM,20100913,24.40,24.90,23.70,24.00,13600,0
fid = fopen('scindex.txt','w');
for i=1:size(SCIndex)
    sdate=datestr(TDate(i),'yyyymmdd');
    fprintf(fid, 'SCINDEX,%s,%.2f,%.2f,%.2f,%.2f,0\n',sdate,SCIndex(i),SCIndex(i),SCIndex(i),SCIndex(i));
end
fclose(fid);

Then call external program to convert the text file to MS. asc2ms can be found easily by google.

% execute
dos('asc2ms -r recordReplace -f "scindex.txt" -o "D:\MetaStock Data\VNINDEX"');

[Oleg Komarov]

I will look into the problem after the 12th of nov.
I hope I'll be able to write a metastockwrite function, in the meantime you can use the solution suggested by Tony.

[cheng]

just i want;so thanks

[James Kunce]

Thank you!! Exactly what I was looking for and works great.