MATLAB: How to Access stock data for a fraction of a day using Datafeed Toolbox 3.2 (R2008b)

Datafeed Toolboxfinancehavermarketsecuritiesyahoo

I have a list of stocks. I would like to obtain Bloomberg data on those stocks for specific time periods over the last week. I only want the data for the period of time that I specify. For example, I would like to return the prices of IBM US Equity for each minute within the following intervals. I do not want the full day's worth of data.
23 Feb 09 10AM – 10:30AM
24 Feb 09 9:15AM – 9:45AM
25 Feb 09 2PM – 3:15PM

Best Answer

It is possible to return data for some fraction of a day. Unfortunately, only a single contiguous date range can be requested at a time.
Here is an example of retrieving data for IBM US Equity for the following periods:
2/23/2009 10:00am - 10:30am
2/24/2009 9:30am-9:45am
2/25/2009 2:00pm - 3:15pm
b = bloomberg
d1 = fetch(b,'IBM US Equity','TIMESERIES',{'02/23/2009 10:00:00','02/23/2009 10:30:00'},1)
d2 = fetch(b,'IBM US Equity','TIMESERIES',{'02/24/2009 09:30:00','02/24/2009 09:45:00'},1)
d3 = fetch(b,'IBM US Equity','TIMESERIES',{'02/25/2009 14:00:00','02/25/2009 15:15:00'},1)
d = [d1;d2;d3]
Note that a 24 hour clock is used to specify the time of day.
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