This package allows you to  retrieve intra-daily stock price data from Google Finance,  calculate the VWAP at the end of each trading day and  transform intra-daily data to a daily format.
The user is allowed to specify
- the ticker symbol and the exchange on which the security of interest is listed (from Google Finance);
- the interval of the intra-daily data (frequency: 1 second or higher);
- the period (historical dates).
Additionally a function 'getUniqueDayElements' is included to transform the intra-daily data (such as price, volume, high, low, etc) to a daily format.
To retrieve the intra-daily data this package makes use of the function written by Ted Teng, August 2011. The full package for retrieving intra-daily data can be found at: http://www.mathworks.com/matlabcentral/fileexchange/32745-get-intraday-stock-price
Semin Ibisevic (2020). Volume Weighted Average Price from Intra-Daily Data (https://www.mathworks.com/matlabcentral/fileexchange/36115-volume-weighted-average-price-from-intra-daily-data), MATLAB Central File Exchange. Retrieved .
Inspired by: get Intraday Stock Price
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