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okomarov/metastockr​ead

version 1.7.0.0 (1.3 MB) by Oleg Komarov
Read metastock files (master, emaster, xmaster and .dat/.mwd)

1.6K Downloads

Updated 13 Sep 2017

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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.

Cite As

Oleg Komarov (2021). okomarov/metastockread (https://github.com/okomarov/metastockread), GitHub. Retrieved .

MATLAB Release Compatibility
Created with R2009b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.