Time Series Basics

Now that we have covered quotes, let's get our feet wet with time series. The following line will get the last 10 days of /GCL:

>> hist = getdailytail(con,'/GCL',10)

Matlab will reply with:

Time Series Collection Object: unnamed

Time vector characteristics

      Start date            17-Aug-2011 00:00:00
      End date              30-Aug-2011 00:00:00

Member Time Series Objects:

      Open
      High
      Low
      Close
      Volume
      OpenInterest

(In your case the date range is naturally going to be different; this query was executed on August 30th 2011.)

What we got back from Matlab was a standard Matlab Time Series Collection object containing Time Series objects for Open, High, Low, Close, Volume and OpenInterest.

We can now inspect, say, the Close time series component:

>> hist.Close

To which Matlab will reply with:

  timeseries

  Common Properties:
            Name: 'Close'
            Time: [10x1 double]
        TimeInfo: [1x1 tsdata.timemetadata]
            Data: [1x1x10 double]
        DataInfo: [1x1 tsdata.datametadata]

  More properties, Methods

It's super-easy for us to get the mean and standard deviation of the time series above:

>> mean (hist.Close), std (hist.Close)

to which Matlab will reply with:

ans =

   85.3610


ans =

    2.1085