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Retrieve Current and Historical Data Using Enterprise Platform from Refinitiv

This example shows how to connect to the Enterprise Platform from Refinitiv™ and retrieve current and historical market data. Before connecting to Refinitiv, configure the Enterprise Platform connections. For details, see Configuring Enterprise Platform from Refinitiv Connections.

Connect to Refinitiv

Connect to Refinitiv using a delayed connection specified by 'dIDN_RDF'. This connection type lets you retrieve current data.

c = reuters('myNS::remoteSession','dIDN_RDF');

Retrieve Current Data

Retrieve current data for Google®.

sec = 'GOOG.O';

d = fetch(c,sec)
d = 

    PROD_PERM: 74.00
    RDNDISPLAY: 66.00
    DSPLY_NAME: 'DELAYED-15GOOGLE'
    ...

d contains a large number of Refinitiv market data fields. This output shows the product permissions information, PROD_PERM, the display information for the IDN terminal device, RDNDISPLAY, and the expanded name for the instrument, DSPLY_NAME. sec contains the Refinitiv security name for Google.

Close the Refinitiv connection.

close(c)

Retrieve Historical Data

Connect to Refinitiv using a connection that is not delayed as specified by 'IDN_RDF'. This connection type lets you retrieve historical data.

c = reuters('myNS::remoteSession','IDN_RDF');

Retrieve monthly market data from June 1, 2012 through December 31, 2012 for Google.

fromdate = '06/01/2012'; % beginning of date range for historical data 
todate = '12/31/2012'; % ending of date range for historical data 
period = 'm'; % monthly period for data

d = history(c,sec,fromdate,todate,period)
d = 

         DATE: [7x1 double]
        CLOSE: [7x1 double]
         OPEN: [7x1 double]
         HIGH: [7x1 double]
          LOW: [7x1 double]
       VOLUME: [7x1 double]
         VWAP: [7x1 double]
    BLOCK_VOL: [7x1 double]
          ASK: [7x1 double]
          BID: [7x1 double]

d is a structure with the following fields:

  • Date

  • Closing price

  • Open price

  • High price

  • Low price

  • Volume

  • Volume weighted average price (VWAP)

  • Block volume

  • Ask price

  • Bid price

For this example, the structure fields contain market data from June through December.

Display the open price.

d.OPEN
ans =

        702.24
        679.50
        759.05
        ...

Close the Refinitiv Connection

close(c)

See Also

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