Retrieve security information
d = security(c,universeid,startdate,enddate)
d = security(c,universeid,startdate,enddate,identifier)
Using an IHS Markit connection, retrieve security information using a date range within a specified universe.
Create an IHS Markit connection using your user name and password. c is an
ihsmarkitrs object.
username = 'ABCDEF'; password = 'ABC123'; c = ihsmarkitrs(username,password);
Retrieve security information for the US Total Cap universe from
January 1, 2017 through December 31, 2017 using the IHS Markit connection. d is a table that contains the security
information.
universeid = "US Total Cap"; startdate = "2017-01-01"; enddate = "2017-12-31"; d = security(c,universeid,startdate,enddate);
Display the first few rows of security information.
head(d)
ans =
8×7 table
mid startDate endDate cusip sedol ticker quotCountry
__________ ____________ ____________ __________ ________ ______ ___________
1.3183e+05 '05/10/2013' '01/01/2050' '03265410' '203206' 'ADI' ''
1.3262e+05 '05/10/2013' '01/01/2050' '00790310' '200784' 'AMD' ''
1.3492e+05 '05/10/2013' '01/01/2050' '09676110' '210775' 'BOBE' ''
1.4093e+05 '05/10/2013' '01/01/2050' '12550910' '219647' 'CI' ''
1.4205e+05 '05/10/2013' '01/01/2050' '14428510' '217750' 'CRS' ''
1.4224e+05 '05/10/2013' '01/01/2050' '12640810' '216075' 'CSX' ''
1.4226e+05 '05/10/2013' '01/01/2050' '21683110' '222260' 'CTB' ''
1.4344e+05 '05/10/2013' '01/01/2050' '24801910' '226036' 'DLX' ''
The variables are:
mid — IHS Markit identification code
startDate — Start date of the factor in the universe
endDate — End date of the factor in the universe
cusip — CUSIP security identifier
sedol — SEDOL security identifier
ticker — Ticker security identifier
quotCountry — Market country of the security
Using an IHS Markit connection, retrieve security information using a date range within a specified universe. Specify the type of security to retrieve.
Create an IHS Markit connection using your user name and password. c is an
ihsmarkitrs object.
username = 'ABCDEF'; password = 'ABC123'; c = ihsmarkitrs(username,password);
Retrieve security information for the US Total Cap universe from
January 1, 2017 through December 31, 2017 using the IHS Markit connection. Specify retrieving only SEDOL security identifiers.
d is a table that contains the security information.
universeid = "US Total Cap"; startdate = "2017-01-01"; enddate = "2017-12-31"; identifier = "sedol"; d = security(c,universeid,startdate,enddate,identifier);
Display the first few rows of security information.
head(d)
ans =
8×5 table
mid startDate endDate sedol quotCountry
__________ ____________ ____________ ________ ___________
1.3233e+05 '05/10/2013' '01/01/2050' '200111' ''
1.33e+05 '05/10/2013' '01/01/2050' '204617' ''
1.3353e+05 '05/10/2013' '01/01/2050' '206051' ''
1.3376e+05 '05/10/2013' '01/01/2050' '206650' ''
1.4304e+05 '05/10/2013' '01/01/2050' '227646' ''
1.4424e+05 '05/10/2013' '01/01/2050' '231380' ''
1.4498e+05 '05/10/2013' '01/01/2050' '232204' ''
1.46e+05 '05/10/2013' '01/01/2050' '234292' ''
The variables are:
mid — IHS Markit identification code
startDate — Start date of the factor in the universe
endDate — End date of the factor in the universe
sedol — SEDOL security identifier
quotCountry — Market country of the security
c — IHS Markit connectionihsmarkitrs objectIHS Markit connection, specified as an ihsmarkitrs object.
universeid — Universe nameUniverse name, specified as a character vector or string scalar.
Example: 'US Total Cap'
Data Types: char | string
startdate — Start datedatetime array | numeric scalar | character vector | string scalarStart date for a data request, specified as a datetime array, numeric
scalar, character vector, or string scalar.
Example: "2017-01-01"
Data Types: double | char | string | datetime
enddate — End datedatetime array | numeric scalar | character vector | string scalarEnd date for a data request, specified as a datetime array, numeric scalar,
character vector, or string scalar.
Example: "2017-12-31"
Data Types: double | char | string | datetime
identifier — Security typeSecurity type to retrieve, specified as one or more of these values:
'ticker', 'cusip', or
'sedol'. You can specify these values as a character vector, string
scalar, cell array of character vectors, or string array.
d — Security informationSecurity information, returned as a table. The following table describes the
variables in the returned data. (The variables for security type vary depending on the
type that you specify in the identifier input argument.)
| Variable Name | Description | Data Type |
|---|---|---|
| IHS Markit identification code |
|
| Start date of the factor in the universe | cell array of character vectors |
| End date of the factor in the universe | cell array of character vectors |
| CUSIP security identifier | cell array of character vectors |
| Ticker security identifier | cell array of character vectors |
| SEDOL security identifier | cell array of character vectors |
| Market country of the security | cell array of character vectors |