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Metastockread 1.0

  Date Added: August 30, 2013  |  Visits: 245

Metastockread

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Read metastock files (symbols index files: master, emaster, xmaster; data files: .dat and .mwd; no .dop support)SYNTAXES:(1) METASTOCKREAD Read the symbols index file selected with uigetfile and import the data(2) METASTOCKREAD(FULLPATH) Read the file specified by FULLPATHOUT = metastockread(...)OUT is a "m by 1" NON-scalar structure, where "m" is the # of .dat/.mwd files in the same directory of the symbol index files.The (sub)scalar structure has the following fields:- datNum : # of the .dat/.mwd file with the data- symbol : security symbol- name : security name- inDate : initial date as 'yyyy-mm-dd'- fiDate : final date as 'yyyy-mm-dd'- freq : time freq. of the data I (intraday), D (daily), W, M, Q or Y- idFreq : intraday time frequency in minutes- data : time series data with variable number of fields (columns)The data field columns follow the schema:| Date/Time | Open | High | Low | Close | Volume | OpenInterest |For details see helpFor examples see the attached image.WARNING: This function has not been tested extensively therefore I ask to report any unexpected behaviour and to attach the metastock files which you tried to import.p12v2

Requirements: No special requirements
Platforms: Matlab
Keyword: Behaviour Close Columns Columnsthe Daily Datetime Field Files Final Follow Frequency Idfreq Intraday Minutes Number Openinterest Schema Series Unexpected Variable Volume
Users rating: 0/10

License: Freeware Size: 1.35 MB
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