Are there functions in MATLAB that allow me to resample my financial time series object without averaging the data?

The data transformation functions available in the Financial Time Series Toolbox 2.1.1 (R14SP1) for frequency conversion perform averaging on the time series. I would like a function that allows me to resample the data without interpolating or averaging.

Answer 1

[MathWorks Support Team]

This enhancement has been incorporated in Release 2006a (R2006a). For previous product releases, read below for any possible workarounds:

The ability to resample financial time series objects without averaging is not available in the Financial Time Series Toolbox.

To work around this issue, you can index into the time series at your specified intervals.