What is the equivalent of the 'dis' period option of the "fetch" function for Bloomberg's "history" in the Datafeed Toolbox?
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MathWorks Support Team
on 14 Apr 2014
Answered: MathWorks Support Team
on 18 Jul 2014
I just upgraded to MATLAB R2014a from R2009b. In R2009b I was using the "fetch" function to retrieve data from a Bloomberg connection. I now have to use the new functions of the Datafeed Toolbox R2014a and would like to obtain data for the same days as before, but I am confused by the options of the new "history" command.
What is the equivalent for "history" of using 'Period','dis' in "fetch"?
Accepted Answer
MathWorks Support Team
on 14 Apr 2014
The equivalent periodicity argument is
{'daily','non_trading_weekdays','previous_value'}
For example:
>> history(C,'ABC US Equity','LAST_PRICE','8/01/99','8/10/99',{'daily','non_trading_weekdays','previous_value'})
'non_trading_weekdays' will include dates that are valid trading days but for which there was no activity for the security. You may want to try 'active_days_only' which should return the same data in most cases.
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