Contents

Functions

• Function List
• stockasset
• stocktable
• getsp500list

Examples

• Creating the stockasset class object
• Indexing the stockasset object
• Updating stockasset historical data
• Viewing the stockasset object
• Retreiving S&P500 constituent listings

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Functions

Function List

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stockasset

The stockasset class object is a unique tool for retreiving, managing, and storing historical stock data. It is similar to a strucure class object, in that the '.' (dot ) syntax can be used to access its properties and methods. Note: All historical price and volume data is normalized for splits/dividends.

See: Creating the stockasset class object, Indexing the stockasset array object

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Methods and properties of stockasset class objects

All indicator and overlay functions are methods of stockasset class objects. The 'update' method (example) is a unique method for updating the historical data contained within the stockasset object.

The properties for stockasset class objects are listed below, where 'obj' is a stockasset object with n days of historical data. Note that in the event that certain properties cannot be retrieved, either due to network issues or their lack of availability, the field will be left empty.

See: Updating stockasset historical data

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stocktable

Information contained in the stockasset object is easily viewed with the stocktable funciton:

See: Viewing the stockasset object

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getsp500list

The most current S&P500 constituent list is retreived and parsed with this function.

Sector abbreviatons

See: Retreiving S&P500 constituent listings

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Examples

Creating the stockasset class object

Suppose we wish to retrieve two years of historical data ending on May 1, 2009 for the following companies:

StockList = {'DIS', 'PG', 'JPM', 'XOM', 'JNJ', 'GE', 'MSFT', 'EXC', 'MON'};

The stockasset object is constructed:

MyStocks = stockasset([2009 05 01], '2years' , StockList)

While the data is being retreived, a download status window displays the current action, and whether the retrieval was succesful. When complete, the status window will appear as:

The resulting object 'MyStocks' is:

MyStocks = 


  1x9 stockasset

  Properties:
    Symbol
    Name
    Exchange
    StartDate
    EndDate
    Dates
    Open
    High
    Low
    Close
    Volume
    AdjCl
    ShortData


  Methods

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Indexing the stockasset array object

To access a single stock, index the stockasset array with a numeric index, or symbol string:
MyStocks(2), or MyStocks('GE')

MyStocks('GE')


		   stockasset

  Properties:
       Symbol: 'GE'
         Name: 'General Electric Company'
     Exchange: 'NYSE'
    StartDate: '2007-05-01'
      EndDate: '2009-05-01'
        Dates: {506x1 cell}
         Open: [506x1 double]
         High: [506x1 double]
          Low: [506x1 double]
        Close: [506x1 double]
       Volume: [506x1 double]
        AdjCl: [506x1 double]
    ShortData: [1x1 struct]

  Methods

For the 'ShortData' field:

MyStocks('GE').ShortData

    Interest: [506x1 double]
      Avgvol: [506x1 double]
       Ratio: [506x1 double]

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Updating stockasset historical data

The 'update' method is used to update historical data from the 'EndDate' to 'now'. It returns the updated stockasset object. Continuing from the example above, with MyStocks(1).EndDate = '2009 05 01', suppose today is May 7, 2009, and we want to update MyStocks:

MyUpdatedStocks = MyStocks.update;

produces:

MyUpdatedStocks('GE')


		   stockasset

  Properties:
       Symbol: 'GE'
         Name: 'General Electric Company'
     Exchange: 'NYSE'
    StartDate: '2007-05-01'
      EndDate: '2009-05-07'
        Dates: {510x1 cell}
         Open: [510x1 double]
         High: [510x1 double]
          Low: [510x1 double]
        Close: [510x1 double]
       Volume: [510x1 double]
        AdjCl: [510x1 double]
    ShortData: [1x1 struct]

  Methods

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Viewing the stockasset object

Continuing from above, the properties of 'MyStocks' are viewed with stocktable:

stocktable(MyStocks)

Produces the follwing table:

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Retreiving S&P500 constituent listings

Retreive all current S&P500 listed stocks:

StockList = getsp500list;

Retreive 10 random S&P500 listed stocks:

StockList = getsp500list(10);

Retreive all S&P500 listed stocks in the 'Health Care' sector

StockList = getsp500list('HC');

Retreive 10 random S&P500 listed stocks in the 'Consumer Staples' sector:

StockList = getsp500list('CS', 10);