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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
ivContents
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
NoBug Reports
NoBug Repor
NoBug Reports
NoBug Reports
NoBug Re
NoNoNo
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
NoNoNo
NoNoNo
NoNoNo
NoNoNo
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
NoBug 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
NoBug 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
NoBug 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
NoBug 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
NoBug 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
NoNoNo
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
NoNoNo
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
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
NoNoNo
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
FunctionPurpose
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
NoNoNo
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
NoNoNo
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
FunctionPurpose
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
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