Kawee Numpacharoen, MathWorks
Importing data from a data provider is an important step for any financial modeling process. You can use Datafeed Toolbox™ to retrieve data from various sources. This video demonstrates how to import historical data from Datastream Web Services (DSWS) using MATLAB®.
In this example, you will learn:
1. How to connect to DSWS API
2. How to search for symbols and data codes from Datastream Navigator
3. How to use history function to retrieve historical data with various options, including multiple securities symbols, multiple data types, and different time frequency
The retrieved data is stored in timetable format, which allows you to easily perform other analyses; for example, calculate technical indicators and plot financial charts.