okomarov/metastockr​ead

Version 1.7.0.0 (1.3 MB) by Oleg Komarov
Read metastock files (master, emaster, xmaster and .dat/.mwd)
4.5
(6)
1.6K Downloads
Updated 13 Sep 2017
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Read metastock files (symbols index files: master, emaster, xmaster; data files: .dat and .mwd; no .dop support)
SYNTAXES:
(1) METASTOCKREAD Read the symbols index file selected with uigetfile and import the data
(2) METASTOCKREAD(FULLPATH) Read the file specified by FULLPATH

OUT = metastockread(...)
OUT is a "m by 1" NON-scalar structure, where "m" is the # of .dat/.mwd files in the same directory of the symbol index files.

The (sub)scalar structure has the following fields:
- datNum : # of the .dat/.mwd file with the data
- symbol : security symbol
- name : security name
- inDate : initial date as 'yyyy-mm-dd'
- fiDate : final date as 'yyyy-mm-dd'
- freq : time freq. of the data I (intraday), D (daily), W, M, Q or Y
- idFreq : intraday time frequency in minutes
- data : time series data with variable number of fields (columns)

The data field columns follow the schema:

| Date/Time | Open | High | Low | Close | Volume | OpenInterest |

For details see help
For examples see the attached image.

Cite As

Oleg Komarov (2024). okomarov/metastockread (https://github.com/okomarov/metastockread), GitHub. Retrieved .

MATLAB Release Compatibility
Created with R2009b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.7.0.0

Fixes suggeste dby Richard and Goryn, ported to github
1.6.0.0

- Cross platform compatible filepath handling (thanks to Thiago Tavares for reporting)
- got rid of dataread for forward compatibility
1.5.0.0

Uploaded wrong file.
1.4.0.0

Fixed erroneous date conversion for intraday series. As pointed out by Luca LPr the month had the same value as minutes due to same name of the variable.
1.3.0.0

Added fix for buggy *.dat files as pointed out by Davide Dalmasso
1.2.0.0

Added fix for buggy *.dat files as pointed out by Davide Dalmasso
1.1.0.0

Added link to FEX page, edited example and edited description.
1.0.0.0

To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.