history

Thomson Reuters Tick History historical data

Syntax

d = history(c,sec,fields,startdate,enddate)

Description

d = history(c,sec,fields,startdate,enddate) returns historical data using:

• Thomson Reuters^® Tick History connection object

• Thomson Reuters securities (for example, Reuters^® Instrument Codes, or RICs)

• Thomson Reuters historical fields

• Start date for the beginning of the historical date range

• End date for the end of the historical date range

Examples

Retrieve Historical Data for One Security

Use a Thomson Reuters Tick History connection to retrieve historical data for a security.

Create a Thomson Reuters Tick History connection by using a user name and password. The appearance of the connection object c in the MATLAB^® workspace indicates a successful connection.

username = 'username';
password = 'password';
c = trth(username,password);

Retrieve historical data for the IBM^® security. Using the history function, retrieve the open and closing prices for the prior day.

sec = ["IBM.N","Ric"];
fields = ["Open";"Last"];
startdate = datetime('yesterday');
enddate = datetime('today');

d = history(c,sec,fields,startdate,enddate)

d =

  1×2 timetable

       Time        Open      Last 
    __________    ______    ______

    2017/11/02    154.25    153.35

d is a timetable that contains these variables:

• Date for the prior day

• Open price

• Closing price

Retrieve Historical Data for Two Securities

Use a Thomson Reuters Tick History connection to retrieve historical data for two securities.

Create a Thomson Reuters Tick History connection by using a user name and password. The appearance of the connection object c in the MATLAB workspace indicates a successful connection.

username = 'username';
password = 'password';
c = trth(username,password);

Retrieve historical data for the IBM and Ford Motor Company^® securities. Using the history function, retrieve the open and closing prices for the days in the date range from October 30, 2017 through November 3, 2017.

sec = ["IBM.N","Ric";"F.N","Ric"];
fields = ["Open";"Last"];
startdate = datetime('10/30/2017','InputFormat','MM/dd/yyyy');
enddate = datetime('11/03/2017','InputFormat','MM/dd/yyyy');

d = history(c,sec,fields,startdate,enddate)

d =

  10×2 timetable

       Time        Open      Last 
    __________    ______    ______

    2017/10/30    153.76    154.36
    2017/10/31    154.26    154.06
    2017/11/01    153.97    154.03
    2017/11/02    154.25    153.35
    2017/11/03    153.36    151.58
    2017/10/30     12.00     12.10
    2017/10/31     12.14     12.27
    2017/11/01     12.40     12.35
    2017/11/02     12.33     12.42
    2017/11/03     12.40     12.36

d is a timetable that contains these variables:

• Date in the date range

• Open price

• Closing price

The first five rows contain data for the IBM security. The next five rows contain data for the Ford Motor Company security.

Input Arguments

c — Thomson Reuters Tick History connection

connection object

Thomson Reuters Tick History connection, specified as a connection object created with trth.

sec — Security

string array | cell array of character vectors

Security, specified as an N-by-2 string array or cell array of character vectors. The first column of the string array or cell array identifies the security. The second column identifies the type of security (for example, Reuters Instrument Code, or RIC).

Example: ["IBM.N","Ric"]

Data Types: string | cell

fields — Fields

string array | cell array of character vectors

Fields, specified as a string array or cell array of character vectors. Specify Thomson Reuters historical fields to retrieve historical data. You can search for fields in the Thomson Reuters Customer Zone.

Example: ["Low";"Last";"Volume"]

Data Types: string | cell

startdate — Start date

datetime array | string scalar | character vector | numeric scalar

Start date of the date range, specified as a datetime array, string scalar, character vector, or numeric scalar.

Example: datetime('yesterday')

Data Types: double | char | string | datetime

enddate — End date

datetime array | string scalar | character vector | numeric scalar

End date of the date range, specified as a datetime array, string scalar, character vector, or numeric scalar.

Example: datetime('today')

Data Types: double | char | string | datetime

Output Arguments

d — Historical data

timetable

Historical data from Thomson Reuters Tick History, returned as a timetable. Except for the Time variable, each variable in the timetable corresponds to a specified field in the fields input argument.