Retrieve historical data from Datastream Web Services from Refinitiv
[
returns a d,response] = history(___)ResponseMessage object that contains an error message. To access
the error message, see Access Datastream Web Services Error Messages.
Use a Datastream Web Services connection to retrieve historical data for the specified security.
Create a Datastream Web Services connection using your user name and password.
username = 'ABCDEF'; password = 'abcdef12345'; c = datastreamws(username,password)
c =
datastreamws with properties:
Username: 'ABCDEF'
TimeOut: 100
c is the datastreamws connection object with the
Username and TimeOut properties. The
Username property contains the specified user name. The
TimeOut property specifies waiting for a maximum of 100 seconds to
return historical data before canceling the request.
Adjust the display format to display currency.
format bankRetrieve historical end-of-day price data for the last year. Specify the
VOD security. d is a timetable that contains the
date in the first variable and the end-of-day price in the second variable.
sec = 'VOD';
d = history(c,sec);Display the first few prices.
head(d)
ans =
8×1 timetable
Time VOD
____________________ ______
03-May-2017 00:00:00 202.95
04-May-2017 00:00:00 203.70
05-May-2017 00:00:00 204.95
08-May-2017 00:00:00 205.15
09-May-2017 00:00:00 205.15
10-May-2017 00:00:00 206.60
11-May-2017 00:00:00 206.25
12-May-2017 00:00:00 211.05Use the end-of-day prices to make investment decisions for the VOD
security.
Use a Datastream Web Services connection to retrieve historical data for the specified security, fields, and date.
Create a Datastream Web Services connection using your user name and password.
c is the datastreamws connection object.
username = 'ABCDEF'; password = 'abcdef12345'; c = datastreamws(username,password);
Adjust the display format to display currency.
format bankRetrieve and display historical end-of-day price data for March 29, 2018. Specify
the VOD security and these fields:
Opening price
High price
Last closing price
d is a timetable with the date in the first variable
and the fields in the subsequent variables.
sec = "VOD"; fields = ["PO";"PH";"P"]; date = datetime('03-29-2018','InputFormat','MM-dd-yyyy'); d = history(c,sec,fields,date)
d =
1×3 timetable
Time PO PH P
____________________ ______ ______ ______
29-Mar-2018 00:00:00 194.94 196.01 194.22Use the end-of-day prices for each field to make investment decisions for the
VOD security.
Use a Datastream Web Services connection to retrieve historical data for the specified security, fields, and date range.
Create a Datastream Web Services connection using your user name and password.
c is the datastreamws connection object.
username = 'ABCDEF'; password = 'abcdef12345'; c = datastreamws(username,password);
Adjust the display format to display currency.
format bankRetrieve historical end-of-day price data from April 1, 2018 through April 30, 2018.
Specify the VOD security and these fields:
Opening price
High price
Last closing price
d is a timetable with the date in the first variable
and the fields in the subsequent variables.
sec = "VOD"; fields = ["PO";"PH";"P"]; startdate = datetime('04-01-2018','InputFormat','MM-dd-yyyy'); enddate = datetime('04-30-2018','InputFormat','MM-dd-yyyy'); d = history(c,sec,fields,startdate,enddate);
Display the first few prices.
head(d)
ans =
8×3 timetable
Time PO PH P
____________________ ______ ______ ______
02-Apr-2018 00:00:00 NaN NaN 194.22
03-Apr-2018 00:00:00 193.70 194.15 193.90
04-Apr-2018 00:00:00 196.64 198.10 197.22
05-Apr-2018 00:00:00 200.45 203.90 203.65
06-Apr-2018 00:00:00 203.15 205.15 204.00
09-Apr-2018 00:00:00 204.35 205.45 203.65
10-Apr-2018 00:00:00 204.45 205.90 205.60
11-Apr-2018 00:00:00 205.50 207.70 206.30Use the end-of-day prices for each field to make investment decisions for the
VOD security.
Use a Datastream Web Services connection to retrieve historical data for the specified security, fields, date range, and period.
Create a Datastream Web Services connection using your user name and password.
c is the datastreamws connection object.
username = 'ABCDEF'; password = 'abcdef12345'; c = datastreamws(username,password);
Adjust the display format to display currency.
format bankRetrieve and display historical end-of-day price data from January 1, 2017 through
December 31, 2017. Specify the VOD security and these fields:
Opening price
High price
Last closing price
Specify a quarterly period. d is a timetable with the
date in the first variable and the fields in the subsequent variables.
sec = "VOD"; fields = ["PO";"PH";"P"]; startdate = datetime('01-01-2017','InputFormat','MM-dd-yyyy'); enddate = datetime('12-31-2017','InputFormat','MM-dd-yyyy'); period = 'Q'; d = history(c,sec,fields,startdate,enddate,period)
d =
4×3 timetable
Time PO PH P
____________________ ______ ______ ______
01-Jan-2017 00:00:00 NaN NaN 199.85
01-Apr-2017 00:00:00 209.00 209.10 206.65
01-Jul-2017 00:00:00 217.65 219.20 218.70
01-Oct-2017 00:00:00 209.35 211.60 210.50Use the quarterly prices for each field to make investment decisions for the
VOD security.
c — Datastream Web Services connectiondatastreamws objectDatastream Web Services connection, specified as a datastreamws
object.
sec — SecuritySecurity, specified as a character vector, cell array of character vectors, string
scalar, or string array. Use a character vector or string scalar to specify one
security. Use a cell array of character vectors or string array to specify multiple
securities. For a constituent list, specify a single security in the
sec input argument, for example,
"LFTSE100".
Example: "VOD"
Data Types: char | string | cell
fields — Field listField list, specified as a character vector, cell array of character vectors, string scalar, or string array. Use a character vector or string scalar to specify one field. Use a cell array of character vectors or string array to specify multiple fields.
Example: ["PH","PO","P"]
Data Types: char | string | cell
date — Datedatetime array | numeric scalar | string scalar | character vectorDate, specified as a datetime array, numeric scalar, string
scalar, or character vector. Use this date to retrieve historical data for a specific
day.
Example: datetime('03-29-2018','InputFormat','MM-dd-yyyy')
Data Types: double | char | string | datetime
startdate — Start datedatetime array | numeric scalar | string scalar | character vectorStart date of a date range, specified as a datetime array,
numeric scalar, string scalar, or character vector. The default start date is the first
date of available historical data for the specified security
sec.
Example: datetime('04-01-2018','InputFormat','MM-dd-yyyy')
Data Types: double | char | string | datetime
enddate — End datedatetime array | numeric scalar | string scalar | character vectorEnd date of a date range, specified as a datetime array, numeric
scalar, string scalar, or character vector. The default end date is the latest date of
available historical data for the specified security sec.
Example: datetime('04-30-2018','InputFormat','MM-dd-yyyy')
Data Types: double | char | string | datetime
period — Period'D' | 'W' | 'M' | 'Q' | 'Y'Period, specified as one of these values:
'D' — Daily
'W' — Weekly
'M' — Monthly
'Q' — Quarterly
'Y' — Yearly
You can specify the value as a character vector or string scalar. The default period
depends on the specified security sec.
d — Historical dataHistorical data, returned as a timetable or table. The history
function returns a timetable with data for one security. For multiple securities, the
history function returns a timetable for the first syntax only
and a table of nested timetables for the other syntaxes. To access one of the nested
timetables, use dot notation, for example, d.VOD.
response — Response messagematlab.net.http.ResponseMessageResponse message, returned as a matlab.net.http.ResponseMessage object. The
ResponseMessage object contains an error message. To access the
error message, see Access Datastream Web Services Error Messages.