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Retrieve Current and Historical Data Using Thomson Reuters

This example shows how to connect to the Reuters® Market Data System (RMDS) and retrieve current and historical Thomson Reuters® market data. Before connecting to Thomson Reuters, configure the RMDS connections. For details, see Configuring Reuters Market Data System Connections.

Connect to Thomson Reuters

Connect to Thomson Reuters 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

d contains a large number of Thomson Reuters 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 Thomson Reuters security name for Google.

Close the Thomson Reuters connection.


Retrieve Historical Data

Connect to Thomson Reuters 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.

ans =


Close the Thomson Reuters Connection


See Also

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