fetch

Request data from FactSet

Syntax

data = fetch(Connect) data = fetch(Connect, 'Library') data = fetch(Connect, 'Security', 'Fields') data = fetch(Connect, 'Security', 'Fields', 'FromDate', 'ToDate') data = fetch(Connect, 'Security', 'FromDate', 'ToDate', 'Period')

Arguments

`Connect`	FactSet^® connection object created with the `factset` function.
`Library`	FactSet formula library.
`Security`	A MATLAB^® character vector, string, cell array of character vectors, or string array containing the names of securities in a format recognizable by the FactSet server.
`Fields`	A MATLAB character vector, string, cell array of character vectors, or string array indicating the data fields for which to retrieve data.
`Date`	Date character vector, string, or serial date number indicating date for the requested data. If you enter today's date, `fetch` returns yesterday's data.
`FromDate`	Beginning date for date range. Note You can specify dates in any of the formats supported by `datestr` and `datenum` that display a year, month, and day.
`ToDate`	End date for date range.
`Period`	Period within date range. `Period` values are: `'d'`: daily values `'b'`: business day daily values `'m'`: monthly values `'mb'`: beginning monthly values `'me'`: ending monthly values `'q'`: quarterly values `'qb'`: beginning quarterly values `'qe'`: ending quarterly values `'y'`: annual values `'yb'`: beginning annual values `'ye'`: ending annual values

Description

data = fetch(Connect) returns the names of all available formula libraries.

data = fetch(Connect, 'Library') returns the valid field names for a given formula library.

data = fetch(Connect, 'Security', 'Fields') returns data for the specified security and fields.

data = fetch(Connect, 'Security', 'Fields', 'Date') returns security data for the specified fields on the requested date.

data = fetch(Connect, 'Security', 'Fields', 'FromDate', 'ToDate') returns security data for the specified fields for the date range FromDate to ToDate.

data = fetch(Connect, 'Security', 'FromDate', 'ToDate', 'Period') returns security data for the date range FromDate to ToDate with the specified period.

Examples

Retrieving Names of Available Formula Libraries

Obtain the names of available formula libraries:

D = fetch(Connect)

Retrieving Valid Field Names of a Specified Library

Obtain valid field names of the FactSetSecurityCalcs library:

D = fetch(Connect, 'fs')

Retrieving the Closing Price of a Specified Security

Obtain the closing price of the security IBM:

D = fetch(Connect, 'IBM', 'price')

Retrieving the Closing Price of a Specified Security Using Default Date Period

Obtain the closing price for IBM using the default period of the data:

D = fetch(C, 'IBM', 'price', '09/01/07', '09/10/07')

Retrieving the Monthly Closing Prices of a Specified Security for a Given Date Range

Obtain the monthly closing prices for IBM from 09/01/05 to 09/10/07:

D = fetch(C, 'IBM', 'price', '09/01/05', '09/10/07', 'm')

Documentation