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eSignal Symbol format for downloading with Matlab Datafeed toolbox

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  • eSignal Symbol format for downloading with Matlab Datafeed toolbox

    New user, have established connectivity between eSignal API and Matlab Datafeed toolbox
    Want to download forex symbol data (e.g. EURJPY A0-FX) and FTSE indices (e.g. $WIAUS-FTSE) into Matlab, using these symbols as defined in eSignal user documentation & using Matlab 'history' or 'timeseries' functions:

    D = history(E,'$WIAUS-FTSE' ,{'time','close','high','low'},{'10/9/2012','14/9/2012'},'D')
    D = history(E,'GBP A0-FX',{'time','close','high','low'},{'10/9/2012','14/9/2012'},'D')

    However, get error messages and no data:
    Invalid symbol $WIAUS-FTSE
    Invalid symbol GBP A0-FX

    Should I use symbols in different format?
    Many thanks for helping

  • #2
    Thought we could jump in here and help you. We are also using Matlab with API. We also subscribe to the FTSE indices data. We have used the history command for end day data. Plugged your D = history(E,'$WIAUS-FTSE' ,{'time','close','high','low'},{'10/9/2012','14/9/2012'},'D') into Matlab. At first no data, and empty matrix. Retried with reversing month and date of your dates and it worked. Example 9/10/2012 & 9/14/2012, the American format instead of the European date format. Matlab is an American format program.
    Hope that helps...

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