hist_stock_data - only 2 decimals with currency

Hello!

I have a very simple code for downloading the historical prices from yahoo finance. If I use: %-------- start_date = '01032012'; end_date = '11072012'; stocks = hist_stock_data(start_date, end_date, '^GSPC'); stocks.Date=datenum(stocks.Date); % reverse vectors old -> new stocks.Date = stocks.Date(end:-1:1); stocks.Close = stocks.Close(end:-1:1); Prices=stocks.Close %---------

then the vector prices has 4 decimals. However, if I instead of '^GSPC' use 'EURUSD=X', then the 3rd and 4th decimals are always 0, i.e. the numbers are rounden. HOwever, on the website http://finance.yahoo.com/q?s=EURUSD%3DX&ql=0

the quotes have 4 decimals. Is there a way to download currency data with 4 decimals instead of 2?

Thank you very much for your time and consideration!

Alex

Answer 1

Hello Alex

Procedure to Get Price (EURUSD) with 4 decimals here.If yahoo doesnt allow you go the data , you can go to fred page to get the data (Federal Reserve Economic Data - FRED - St. Louis Fed data manager). Please read the communicate with Data Serve help information in Matlab.

Solution done in Matlab R2012a.

conn=fred;

Instrument='DEXUSEU';

DateIni='Jan 01 2002';

DateEnd='Jan 01 2012';

Field='Close';

Price=fetch(conn,Instrument,Field,DateIni,DateEnd);

How did I identify the name of the instrument ? Go to the FRED Graph section and search the instrument. For the EURO I put EURO and get the result: DEXEUS, D, USD, $ to 1, USA, NSA. This means that data are daily, dollar price NSA.

If this solve your question please grade. Best regards

Javier