Documentation

Connect to Refinitiv

Connect to Refinitiv using a delayed connection specified by 'dIDN_RDF'. This connection type lets you retrieve current data.

c = reuters('myNS::remoteSession','dIDN_RDF');

Retrieve Current Data

Retrieve current data for Google^®.

sec = 'GOOG.O';

d = fetch(c,sec)

d = 

    PROD_PERM: 74.00
    RDNDISPLAY: 66.00
    DSPLY_NAME: 'DELAYED-15GOOGLE'
    ...

d contains a large number of Refinitiv market data fields. This output shows the product permissions information, PROD_PERM, the display information for the IDN terminal device, RDNDISPLAY, and the expanded name for the instrument, DSPLY_NAME. sec contains the Refinitiv security name for Google.

Close the Refinitiv connection.

close(c)

Retrieve Historical Data

Connect to Refinitiv using a connection that is not delayed as specified by 'IDN_RDF'. This connection type lets you retrieve historical data.

c = reuters('myNS::remoteSession','IDN_RDF');

Retrieve monthly market data from June 1, 2012 through December 31, 2012 for Google.

fromdate = '06/01/2012'; % beginning of date range for historical data 
todate = '12/31/2012'; % ending of date range for historical data 
period = 'm'; % monthly period for data

d = history(c,sec,fromdate,todate,period)

d = 

         DATE: [7x1 double]
        CLOSE: [7x1 double]
         OPEN: [7x1 double]
         HIGH: [7x1 double]
          LOW: [7x1 double]
       VOLUME: [7x1 double]
         VWAP: [7x1 double]
    BLOCK_VOL: [7x1 double]
          ASK: [7x1 double]
          BID: [7x1 double]

d is a structure with the following fields:

For this example, the structure fields contain market data from June through December.

Display the open price.

d.OPEN

ans =

        702.24
        679.50
        759.05
        ...

Close the Refinitiv Connection

close(c)