Skip to content

Commit 27fde0c

Browse files
committed
Version 1.12 (2023-03-23)
- Added support for bulk historic exchange prices, splits, dividends, fundamentals (Pro license) - Added support for Filter parameter in price queries - Added support for AvgVolCcy (average trading volume in currency) technicals function - Added support for AGGPeriod parameter for SplitAdjusted technicals queries - Clarified the error message when user token is not authorized for some data-feed data
1 parent 1a72c7b commit 27fde0c

File tree

3 files changed

+29
-12
lines changed

3 files changed

+29
-12
lines changed

EODML.m

Lines changed: 21 additions & 11 deletions
Original file line numberDiff line numberDiff line change
@@ -15,25 +15,36 @@
1515
% UseParallel (Logical) default=0 or false; if true or 1, the query will be parallelized (Analyst/Pro license only)
1616
% Debug (Logical) default=0 or false; if true or 1, extra data will be displayed in Matlab console
1717
% RaiseErrorMsgs (Logical) default=1 or true; if false or 0, errors set the errMsg output arg, rather than raise an error
18+
% Order (String) default='asc'; either 'asc' or 'desc'
1819
%
1920
% Prices:
20-
% DataType (String) default='day'; one of 'day','week','month','live'
21+
% DataType (String) default='day'; one of 'day','week','month','live','intraday','bulk' (bulk in Pro license only)
2122
% Symbols (String :-delimited or cell-array) default=''; e.g., 'IBM' or 'IBM:GOOG' or {'IBM','GOOG'}
2223
% SecType (String) default='equity'; one of 'equity','index','bond'
23-
% Order (String) default='asc'; either 'asc' or 'desc'
2424
% FromDate (Integer or String) default=[]; earliest data date
2525
% ToDate (Integer or String) default=[]; latest data date
26-
% Interval (String) default='5m'; one of '5m','1m','1hr'
26+
% Interval (String) default='5m'; one of '5m','1m','1hr'; only relevant when DataType='intraday'
27+
% Exchange (String) default='US'; only relevant when DataType=bulk (Pro license only)
28+
% Filter (String) default=''; coma-delimited fields e.g. 'close,change,volume'
2729
%
2830
% Fundamentals:
29-
% DataType (String) default='standard'; one of 'standard','bulk','insiderTrading','marketCap'
31+
% DataType (String) default='standard'; one of 'standard','insiderTrading','marketCap','bulk' (bulk in Pro license)
3032
% Symbols (String :-delimited or cell-array) default=''; e.g., 'IBM' or 'IBM:GOOG' or {'IBM','GOOG'}
3133
% SecType (String) default='equity'; one of 'equity','index','bond'
3234
% FromDate (Integer or String) default=[]; earliest data date
3335
% ToDate (Integer or String) default=[]; latest data date
36+
% Exchange (String) default='US'; only relevant when DataType=bulk (Pro license only)
37+
% Filter (String) default=''; coma-delimited groups/fields e.g. 'General,Financials::Balance_Sheet::yearly'
3438
%
35-
% Splits,Dividends,Earnings,Shorts:
36-
% DataType (String) default='standard'; one of 'standard','trends' (trends is only relevant to earnings)
39+
% Splits, Dividends:
40+
% DataType (String) default='standard'; either 'standard' or 'bulk' (bulk in Pro license only)
41+
% Symbols (String :-delimited or cell-array) default=''; e.g., 'IBM' or 'IBM:GOOG' or {'IBM','GOOG'} (unused in bulk)
42+
% FromDate (Integer or String) default=[]; earliest data date
43+
% ToDate (Integer or String) default=[]; latest data date (unused when DataType=bulk)
44+
% Exchange (String) default='US'; only relevant when DataType=bulk (Pro license only)
45+
%
46+
% Earnings, Shorts:
47+
% DataType (String) default='standard'; either 'standard' or 'trends' (trends is only relevant to earnings)
3748
% Symbols (String :-delimited or cell-array) default=''; e.g., 'IBM' or 'IBM:GOOG' or {'IBM','GOOG'}
3849
% FromDate (Integer or String) default=[]; earliest data date
3950
% ToDate (Integer or String) default=[]; latest data date
@@ -42,9 +53,9 @@
4253
% Symbols (String :-delimited or cell-array) default=''; e.g., 'IBM' or 'IBM:GOOG' or {'IBM','GOOG'}
4354
% FromDate (Integer or String) default=[]; earliest data date
4455
% ToDate (Integer or String) default=[]; latest data date
45-
% Function (String) default='SMA'; one of 'SMA','EMA','WMA','RSI','StdDev','AvgVol',
46-
% 'Volatility','SplitAdjusted','AvgVolCcy','Stochastic','StochRSI',
47-
% 'Slope','DMI','ADX','MACD','ATR','CCI','SAR','BBands'
56+
% Function (String) default='SMA'; one of 'SMA','EMA','WMA','RSI','StdDev','AvgVol','AvgVolCcy',
57+
% 'Volatility','SplitAdjusted','AvgVolCcy','Stochastic','StochRSI','Slope',
58+
% 'DMI','ADX','MACD','ATR','CCI','SAR','BBands'
4859
% Period (Number) default=50; number of data points used to calculate the function (2-100k)
4960
% FastPeriod (Number) default=12; used by MACD
5061
% SlowPeriod (Number) default=26; used by MACD
@@ -53,6 +64,7 @@
5364
% FastDPeriod (Number) default=14; used by StochRSI
5465
% SlowKPeriod (Number) default=3; used by Stochastic
5566
% SlowDPeriod (Number) default=3; used by Stochastic
67+
% AGGPeriod (String) default='day'; one of 'day','week','month'; used by SplitAdjusted function
5668
% AdjustDividends (Logical) default=1 or true; if false or 0, close prices are only adjusted for splits, not dividends
5769
%
5870
% Options:
@@ -71,8 +83,6 @@
7183
% Symbol (String) default=''; e.g., 'IBM'
7284
% DataType (String) default='symbol'; either 'symbol' or 'exchange'
7385
%
74-
% Refer to the User Guide for detailed documentation and usage examples.
75-
%
7686
% THIS SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESSED OR IMPLIED, INCLUDING BUT NOT LIMITED
7787
% TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NON-INFRINGEMENT. IN NO EVENT SHALL THE
7888
% AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT

EODML.p

331 Bytes
Binary file not shown.

changelog.log

Lines changed: 8 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -1,9 +1,16 @@
1+
1.12 (2023-03-23)
2+
- Added support for bulk historic exchange prices, splits, dividends, fundamentals (Pro license)
3+
- Added support for Filter parameter in price queries
4+
- Added support for AvgVolCcy (average trading volume in currency) technicals function
5+
- Added support for AGGPeriod parameter for SplitAdjusted technicals queries
6+
- Clarified the error message when user token is not authorized for some data-feed data
7+
18
1.11 (2022-09-08)
29
- Added support for 1hr and 1min intraday data (where available)
310
- Added support for new functions & parameters in technicals query
411
- Added support for ContractName filter parameter in options query
512
- Added support for Filter parameter in standard fundamentals query
6-
- Added support for bulk, insiderTrading & marketCap fundamentals query
13+
- Added support for InsiderTrading & MarketCap fundamentals query
714
- Added support for earnings trends query
815
- Changed query limits for Free,Standard licenses (Analyst,Pro licenses unchanged)
916

0 commit comments

Comments
 (0)