MATLAB: Access time series in Financial Toolbox

Financial Toolbox

Hi,
After creating financial time series object using 'fints' function, I have difficulty accessing specific time series:
>>fints_tickData = fints(dates,hist_data,[],'d');
>>fints_tickData.series1
Error using fints/subsref (line 141)
The specified property 'series1' does not exist in the object.
Here is fints_tickData object
>>fints_tickData =
desc: (none)
freq: Daily (1)
Columns 1 through 5
'dates: (261)' 'series 1: (261)' 'series 2: (261)' 'series 3: (261)' 'series 4: (261)'
I'm using:
Financial Toolbox Version 5.5 (R2015a)

Best Answer

Hi Andrey. It is not that the series is not created, but rather that all of the datanames have the same length. This means that your data are now referred to as 'series 1','series 2',...,'series10','series11', etc. and not 'series1','series2',...
Since there is a space we have to access this a little different:
num_assets = 12;
num_observ = 22;
data = random('Normal',0,1,num_observ,num_assets);
dates = [today:today+num_observ-1]';
fints_tickData = fints(dates, data, [], 'd');
fints_tickData.(series 1)
Consider using the datanames input to avoid this issue.