MATLAB: What is the equivalent of the ‘dis’ period option of the “fetch” function for Bloomberg’s “history” in the Datafeed Toolbox

Question

I just upgraded to MATLAB R2014a from R2009b. In R2009b I was using the "fetch" function to retrieve data from a Bloomberg connection. I now have to use the new functions of the Datafeed Toolbox R2014a and would like to obtain data for the same days as before, but I am confused by the options of the new "history" command.

What is the equivalent for "history" of using 'Period','dis' in "fetch"?

Answer 1

The equivalent periodicity argument is

 

{'daily','non_trading_weekdays','previous_value'}

 

For example:

 

>> history(C,'ABC US Equity','LAST_PRICE','8/01/99','8/10/99',{'daily','non_trading_weekdays','previous_value'})

 

'non_trading_weekdays' will include dates that are valid trading days but for which there was no activity for the security. You may want to try 'active_days_only' which should return the same data in most cases.