Syntax

Description

D = history(c,s,f,fromdate,todate)returns the historical data for the security lists, for the fieldsf, for the datesfromdatetotodate.

Examples

Retrieve end of daySIX Financial Informationdata for the specified security for the past 5 days.

c = tlkrs('US12345','userapid01','userapid10') ids = tkfieldtoid(c,{'Bid','Ask'},'history'); d = history(c,{'1758999,149,134'},ids,floor(now)-5,floor(now));

d = XRF: [1x1 struct] IL: [1x1 struct] I: [1x1 struct] HL: [1x1 struct] HD: [1x1 struct] P: [1x1 struct]

d.Icontains the instrument IDs,d.HDcontains the dates, andd.Pcontains the pricing data.

View the dates:

d.HD.d ans = '20110225' '20110228' '20110301'

View the pricing field IDs:

d.P.k ans = '3,2' '3,3' '3,2' '3,3' '3,2' '3,3'

View the pricing data:

d.P.v ans = '45.32' '45.33' '45.26' '45.27' '44.94' '44.95'

Convert the field identification values ind.P.kto their corresponding field names like this:

d.P.k = tkidtofield(c,d.P.k,'history')

See Also

getdata|timeseries|tkfieldtoid|tkidtofield|tlkrs