The history function has improved performance.
Support for Bloomberg V3 API for historical technical analysis using blp.tahistory.
Support for Bloomberg V3 API for equity screening service (EQS) using blp.eqs.
The new xtrdr function and related methods provide access to the Trading Technologies® X_TRADER API for 32-bit Windows®.
The haver function and related methods are now supported on 64-bit Windows.
You can now request the broker buy and sell codes of each trade as part of an intraday tick request. These codes identify the market makers.
The blp function has a new timeout mechanism. You can now specify how long to attempt connection before timing out if the connection cannot be made.
The new tlkrs function and related methods provide access to current, historical, and intraday data from SIX Financial Information.
The blp.history method now includes an 'overrideOption' argument.
Many warning and error IDs have changed from their previous versions. These warnings or errors typically appear during a function call.
If you use warning or error IDs, you might need to change the strings you use. For example, if you turned off a warning for a certain ID, the warning might now appear under a different ID. If you use a try/catch statement in your code, replace the old identifier with the new identifier. There is no definitive list of the differences, or of the IDs that changed.
Datafeed Toolbox software now supports retrieving data from eSignal®.
Three new methods for the blp function return information about the Bloomberg V3 connection:
The blp.timeseries method now returns an additional field, Total Tick Value, when returning Bloomberg V3 intraday tick data.
You can now contribute data to a Reuters® datafeed with the new reuters.contrib method.
You can now use the rmdsconfig function to start the Reuters Configuration Editor.
In previous releases, the reuters.fetch function callbacks required two inputs. They now require three. The third input argument is the serviceName.
If you wrote code with the reuters.fetch function in R2010a, it will no longer work. Modify your callbacks to take a third input. Type help rtdemo at the command line to see an example.
In previous releases, if you wanted to connect to Yahoo!® through a proxy server, you needed to supply your IP address and port number. This is no longer necessary. The yahoo function now uses the proxy information supplied in the MATLAB Web Preferences. To view or update your information, select File > Preferences > Web.
Bloomberg has released a new version of their API. The new blp class supports the Bloomberg V3 interface. Support for Bloomberg V3 has been implemented using their Java® API which makes the toolbox platform independent for Bloomberg users allowing them to run on 64-bit Windows machines.
Bloomberg has released a new version of their API. They are not disabling the older API but no longer support it. The existing bloomberg methods will display warnings notifying users that they should move to the blp methods. The ActiveX methods for bloomberg will also generate warnings. The bloomberg class and its accompanying methods will be removed in a future release.
Update your code to use the new blp class and its accompanying methods. For example:
b = bloomberg; d = fetch(b,'FOOB US Equity','GETDATA','LAST_PRICE'); d = fetch(b,'FOOB US Equity','TIMESERIES','10/30/2009'); d = fetch(b,'FOOB US Equity','HISTORY','LAST_PRICE', ... '10/01/2009','10/31/2009');
b = blp; d = getdata(b,'FOOB US Equity','LAST_PRICE'); d = timeseries(b,'FOOB US Equity','10/30/2009'); d = history(b,'FOOB US Equity','LAST_PRICE', ... '10/01/2009','10/31/2009');
See the function reference page for blp for more information.
Datafeed Toolbox software now supports retrieving data from the following sources:
Reuters Datascope Tick History software via the Web
Enhanced Kx Systems®, Inc. kdb+ data type support
RFA 6 for Reuters Market Data System
Haver Analytics data aggregation
Datafeed Toolbox support has been added for Reuters Market Data System. For more information, see reuters in the Datafeed Toolbox documentation.
Version 1.8 of the toolbox adds support for Thomson® Datastream® data service. Version 1.8 provides functions to obtain price, profile, historical, and tick data from Thomson Datastream data servers.
|datastream.close||Close connection to data server|
|datastream||Connect to the Thomson Datastream API|
|datastream.fetch||Request data from data server|
|datastream.get||Get connection object properties|
|datastream.isconnection||Verify whether connection to data server is valid|
The following capabilities have been added to the bloomberg.fetch command:
Security type identifier support
The real-time support capability effectively replaces the monitoring capability that had been added to the Bloomberg fetch command in Release 1.5. Although the monitoring capability has been removed from the documentation, the capability remains in the product for backward compatibility.
Version 1.6 of the toolbox adds support for FactSet data service. Version 1.6 provides functions to obtain price, profile, historical, and tick data from FactSet data servers.
|Release||Features or Changes with Compatibility Considerations|
|R2011b||Warning and Error ID Changes|
|R2010b||Reuters fetch Function Callbacks Now Require Three Inputs|
|R2010a||Bloomberg Pre-V3 Access Not Supported|