Help Files
Time Series Variants

The time series functions are split into two groups: those that obtain last N traded periods (we call that the time series tail) and those that fetch time series for a date range. Inside each group there are five functions, one for each aggregation: daily, weekly, monthly, quaterly and yearly.

The functions in the first group are getdailytail, getweeklytail, getmonthlytail, getquaterlytail and getyearlytail. They all have the same signature. For example, here's a query that gets last 10 monthly and last 10 yearly bars of /GCL:

>> getmonthlytail(con,'/GCL',10), getyearlytail (con,'/GCL',10)

to which Matlab replies:

Time Series Collection Object: unnamed

Time vector characteristics

      Start date            01-Nov-2010 00:00:00
      End date              01-Aug-2011 00:00:00

Member Time Series Objects:

      Open
      High
      Low
      Close
      Volume
      OpenInterest



Time Series Collection Object: unnamed

Time vector characteristics

      Start date            01-Jan-2002 00:00:00
      End date              01-Jan-2011 00:00:00

Member Time Series Objects:

      Open
      High
      Low
      Close
      Volume
      OpenInterest

The other group of functions are the range functions. Instead of taking the number of data points to return, they take start and end date as arguments. There are again five functions in this group, all with the same signature. They are getdailyrange, getweeklyrange, getmonthlyrange, getquaterlyrange and getyearlyrange. Here's an example:

>> getweeklyrange(con,'/GCL','01-Jan-2010','31-Jan-2010')

to which Matlab replies:

Time Series Collection Object: unnamed

Time vector characteristics

      Start date            27-Dec-2009 00:00:00
      End date              31-Jan-2010 00:00:00

Member Time Series Objects:

      Open
      High
      Low
      Close
      Volume
      OpenInterest