Mathworks DATAFEED TOOLBOX RELEASE NOTES

Datafeed Toolbox™ Release
Notes

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Datafeed Toolbox™ Release Notes

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Summary by Version ............................... 1

Contents

Version 3.5 (R2010a) Datafeed Toolbox Software

Version 3.4 (R2009b) Datafeed Toolbox Software

Version 3.3 (R2009a) Datafeed Toolbox Software

Version 3.2 (R2008b) Datafeed Toolbox Software

Version 3.1 (R2008a) Datafeed Toolbox Software

Version 3.0 (R2007b) Datafeed Toolbox Software

Version 2.0 (R2007a) Datafeed Toolbox Software

Version 1.9 (R2006b) Datafeed Toolbox Software

Version 1.8 (R2006a) Datafeed Toolbox Software

Version 1.7 (R14SP3) Datafeed Toolbox Software

..... 4

..... 6

..... 7

..... 8

..... 9

..... 10

..... 11

..... 12

..... 13

..... 14

Version 1.6 (R14SP2) Datafeed Toolbox Software

Compatibility Summary for Datafeed Toolbox

Software

........................................ 16

..... 15

iii

iv Contents

SummarybyVersion

This table provides quick access to what’s new in each version. For
clarification, see “Using Release Notes” on page 2 .

Datafeed Toolbox™ Release Notes

Version
(Release)

Latest Versi
V3.5 (R2010a

V3.4 (R2009b)

V3.3 (R2009a)

V3.2 (R2

V3.1 (R2008a)

V3.0 (R2007b)

V2.0

008b)

(R2007a)

on

)

New Features
and Changes

Yes
Details

Yes
Details

Yes
Details

Yes
Details

Yes
Details

Yes

ls

Detai

Yes
Details

Version
Compatibilit
Consideratio

Yes
Summary

No Bug Reports

No Bug Repor

No Bug Reports

No Bug Reports

No Bug Re

No No No

Fixed Bugs

y

and Known

ns

Problems

Bug Reports
Includes fix

Includes fixes

Include

Includes fixes

Includes fixes

Inclu

es

ts

sfixes

ports

des fixes

Related
Documentation
at Web Site

Printable Release
Notes: PDF

Current product
documentation

No

No

No

No

No

V1.9 (R2006b)

V1.8 (R2006a)

.7 (R14SP3)

V1

V1.6 (R14SP2)

Yes
Details

Yes

ails

Det

Yes
Details

Yes
Details

No No No

No No No

No No No

No No No

1

Datafeed Toolbox™ Release Notes

Using Release No

Use release note

• New features

• Changes

• Potential imp

Review the re
product (for
bugs, or comp

If you are up
review the c
you upgrad

What Is in t

New Featu

• New func

• Changes

s when upgrading to a new er version to learn about:

act o n your existing files and practices

lease notes for other M athWorks™ products required for this

example, MATLAB

atibility considerations in other products impact you.

grading from a softw are version other than the most recent one,

urrent release notes and all interim versions. For example, when

e from V1.0 to V1.2, review the release notes for V1.1 and V1.2.

he Release Notes

res and Changes

tionality

to existing functionality

tes

®

or Simulink®). Determine if enhancements,

Versio

When a n
versi
impac

Comp
Repo
in in
comp

Fix

The
vi

n Compatibility Considerations

ew feature or change introduces a reported incompatibil ity between

ons, the Compatibility Considerations subsection explains the

t.

atibility issues reported after the product release appear under Bug
rts at The MathWorks™ Web site. Bug fixes can sometimes result
compatibilities, so review the fixed bugs in Bug Reports for any

atibility impact.

ed Bugs and Known Problems

MathWorks offers a user-searchable Bug Reports database so you can

ew Bug Reports. The development team updates this database at release

2

SummarybyVersion

time and as more information becomes available. Bug Reports include
provisions for any known workarounds or file replacem ents. Information is
available for bugs existing in or fixed in Release 14SP2 or later. Information
is not avail able for all bugs in earlier releases.

Access Bug Reports using y our MathWorks Account.

3

Datafeed Toolbox™ Release Notes

Version 3.5 (R2010a) Datafeed Toolbox Software

This table summarizes new features in Version 3.5 (R2010a).

New Features and
Changes

Yes
Details below

Version
Compatibility
Considerations

Yes — Details labeled
as Compatibility
Considerations in
descriptions of new
features and changes.
See also
Summary.

New features and changes follow.

• “Support for B loomberg Version 3 ” on page 4

• “Support for Bloomberg Pre-V3 Access Deprecated” on page 4

Fixed Bugs an d
Known Problems

Bug Reports
Includes fixes

Related
Documentation at
Web Site

Printable Release
Notes: PDF

Current product
documentation

Support for Bloomberg Version 3

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 Bloombe rg users allowing them to run on 64-bit Windows
machines.

Support for Bloomberg Pre-V3 Access Deprecated

Bloomberg has released a new version of their API. They are not disabling
the older API but no longer support it. The existing
will display warnings notifying the users that they should move to the
methods. The ActiveX methods for bloomberg will also generate warnings.
The

bloomberg class a nd its accompanying methods will be removed in a

future release

4

bloomberg methods

blp

Version 3.5 (R2010a) Datafeed Toolbox™ So ftware

Compatibility Considerations

Update your code to use the new blp class a nd its accompanying methods.
For example:

b = bloomberg;
d = fetch(b,'FOOB US Equit y', 'GETDATA','LAST_PRICE');
d = fetch(b,'FOOB US Equit y', 'TIMESERIES','10/30/2009');
d = fetch(b,'FOOB US Equit y', 'HISTORY','LAST_PRICE', ...

'10/01/2009','10/31/2009');

becomes

b = blp;
d = getdata(b,'FOOB US Equ ity ','LAST_PRICE');
d = timeseries(b,'FOOB US Equity','10/30/2009');
d = history(b,'FOOB US Equ ity ','LAST_PRICE', ...

'10/01/2009','10/31/2009');

Seethefunctionreferencepageforblp for more information.

5

Datafeed Toolbox™ Release Notes

Version 3.4 (R2009b) Datafeed Toolbox Software

This table summarizes new features in Version 3.4 (R2009b).

New Features and
Changes

Yes
Details below

Version
Compatibility
Considerations

No Bug Reports

New features and changes follow.

Fixed Bugs an d
Known Problems

Includes fixes

Related
Documentation at
Web Site

Printable Release
Notes: PDF

Current product
documentation

Support for New A ccess Methods

• Reuters®Time Series One allows you to access historical end of day data

from Reuters.

• New Bloomberg methods use the Bloomberg ActiveX

®

interface.

6

Version 3.3 (R2009a) Datafeed Toolbox™ So ftware

Version 3.3 (R2009a) Datafeed Toolbox Software

This table summarizes new features in Version 3.3 (R2009a).

New Features and
Changes

Yes
Details below

Version
Compatibility
Considerations

No Bug Reports

New features and changes follow.

Fixed Bugs an d
Known Problems

Includes fixes

Related
Documentation at
Web Site

Printable Release
Notes: PDF

Current product
documentation

Support for Retrieving New Types of Data

The Datafeed Toolbox™ softw are now supports retrieving data from the
following sources:

• Reuters Datascope Tick History software via the Web

• Enhanced Kx Systems

• RFA 6 for Reuters Market Data System

• Haver Analytics data aggregation

For more information, see “Reuters Datascope Tick History”, “Kx Systems”,
and “Haver Analytics” in the Datafeed Toolbox documentation.

®

, Inc. kdb+ data type support

7

Datafeed Toolbox™ Release Notes

Version 3.2 (R2008b) Datafeed Toolbox Software

This table summarizes new features in Version 3.2 (R2008b).

New Features and
Changes

Yes
Details below

Version
Compatibility
Considerations

No Bug Reports

New features and changes follow.

Fixed Bugs an d
Known Problems

Includes fixes

Related
Documentation at
Web Site

No

Support for Retrieving New Types of Data

The Datafeed Toolbox software now supports retrieving data from the
following sources:

• Reuters Datascope Tick History software

• Reuters Knowledge Direct software

• Reuters Newscope software

For more information, see “Reuters Datascope Tick History”, “Reuters
Knowledge Direct”, and “Reuters Newscope ” in the Datafeed Toolbox
documentation.

8

Version 3.1 (R2008a) Datafeed Toolbox™ So ftware

Version 3.1 (R2008a) Datafeed Toolbox Software

This table summarizes new features in Version 3.1 (R2008a).

New Features and
Changes

Yes
Details below

Version
Compatibility
Considerations

No Bug Reports

New features and changes follow.

Fixed Bugs an d
Known Problems

Includes fixes

Related
Documentation at
Web Site

No

Datafeed Toolbox Software Support for Hyperfeed
Data Service Discontinued

The Datafeed Toolbox so ftware no longe r supports Hyperfeed®data service.

9

Datafeed Toolbox™ Release Notes

Version 3.0 (R2007b) Datafeed Toolbox Software

This table summarizes new features in Version 3.0 (R2007b).

New Features and
Changes

Yes
Details below

Version
Compatibility
Considerations

No Bug Reports

New features and changes follow.

Fixed Bugs an d
Known Problems

Includes fixes

Related
Documentation at
Web Site

No

Reuters Market Data System Support

Datafeed Toolbox support has been added for Reuters Market Data System.
For m ore information, see

reuters in the D atafeed Toolbox documentation.

10

Version 2.0 (R2007a) Datafeed Toolbox™ So ftware

Version 2.0 (R2007a) Datafeed Toolbox Software

This table summarizes new features in Version 2.0 (R2007a):

New Features and
Changes

Yes
Details below

Version
Compatibility
Considerations

No No No

New features and changes follow.

• “Kx Systems, Inc. kdb+ Database S upport” on page 11

• “Haver Analytics Data Support” on page 11

Fixed Bugs an d
Known Problems

Related
Documentation at
Web Site

Kx Systems, Inc. kdb+ Database Support

Support has been added for K x Systems, Inc. kdb+ database.

Haver Analytics Data Support

Support has been added for Haver Analytics financial data.

11

Datafeed Toolbox™ Release Notes

Version 1.9 (R2006b) Datafeed Toolbox Software

This table summarizes new features in Version 1.9 (R2006b):

New Features and
Changes

Yes
Details below

Version
Compatibility
Considerations

No No No

New features and changes follow.

• “Federal Reserve Economic Data” on page 12

• “Additional Fields Added for Yahoo! Support” on page 12

Fixed Bugs an d
Known Problems

Related
Documentation at
Web Site

Federal Reserve Economic Data

Support has been added for Federal Reserve Economic Data (FRED®).

Additional Fields Added for Yahoo! Support

The Yahoo!
a complete list of supported values for market and historical data, see

matlabroot/toolbox/datafeed/datafeed/@yahoo/yhfields.mat.

®

fetch command supports additional values for Fields.For

12

Version 1.8 (R2006a) Datafeed Toolbox™ So ftware

Version 1.8 (R2006a) Datafeed Toolbox Software

This table summarizes new features in Version 1.8 (R2006a):

New Features and
Changes

Yes
Details below

Version
Compatibility
Considerations

No No No

New features and changes follow.

Fixed Bugs an d
Known Problems

Related
Documentation at
Web Site

Thomson Datastream Support Added

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 D atastream data servers.

Thomson Datastream Function Summary

Function Purpose

datastream.close

datastream

datastream.fetch

datastream.get

datastream.isconnection

Closeconnectiontodataserver

Connect to the Thomson Datastream
API

Request data from data server

Get connection object properties

Verify whether connection to data
server is valid

13

Datafeed Toolbox™ Release Notes

Version 1.7 (R14SP3) Datafeed Toolbox Software

This table summarizes new features in Version 1.7 (R14SP3):

New Features and
Changes

Yes
Details below

Version
Compatibility
Considerations

No No No

New features and changes follow.

Fixed Bugs an d
Known Problems

Related
Documentation at
Web Site

Enhanced Capabilities for Bloomberg fetch
Command

The following capabilities have been added to the bloomberg.fetch command:

• Currency conversion

• Security type identifier support

• Real-time support

The real-time support capability effectively replaces the monitoring
capability that had been added to the Bloomberg
Release 1.5. Although the monitoring capability has been removed from
the documentation, the capability remains in the product for backward
compatibility.

fetch command in

14

Version 1.6 (R14SP2) Datafeed Toolbox™ Software

Version 1.6 (R14SP2) Datafeed Toolbox Software

This table summarizes new features in Version 1.6 (R14SP2):

New Features and
Changes

Yes
Details below

Version
Compatibility
Considerations

No No No

New features and changes follow.

Fixed Bugs an d
Known Problems

Related
Documentation at
Web Site

FactSet Data Service Support Added

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.

FactSet Function Summary

Function Purpose

factset.close

factset.fetch

factset.fetch

Closeconnectiontodataserver

Request data from data server

Get connection object properties

factset

factset.isconnection

Connect to FactSet data server

Verify whether connection to data
server is valid

15

Datafeed Toolbox™ Release Notes

Compatibility Summary for Datafeed Toolbox Software

This table summarizes new features and changes that might cause
incompatibilities when you upgrade from an earlier version, or wh en you
use files on multiple versions. Details are provided in the description of the
new feature or change.

Version (Release) New Features and Changes with

Version Compatib ility Impact

Latest Version
Version 3.5 (R2010a)

Version 3.4 (R2009b)

Version 3.3 (R2009a)

Version 3.2 (R2008b)

Version 3.1 (R2008a)

Version 3.0 (R2007b)

Version 2.0 (R2007a)

Version 1.9 (R2006b)

Version 1.8 (R2006a)

Version 1.7 (R14SP3)

Version 1.6 (R14SP2)

See the Compatibility
Considerations subheading for
this change:“Support for Bloomberg
Pre-V3 Access Deprecated” on page 4

None

None

None

None

None

None

None

None

None

None

16