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
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