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security

Retrieve security information

Description

example

d = security(c,universeid,startdate,enddate) returns security information using an IHS Markit® connection, universe name, and date range.

example

d = security(c,universeid,startdate,enddate,identifier) specifies the type of security to retrieve.

Examples

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Using an IHS Markit connection, retrieve security information using a date range within a specified universe.

Create an IHS Markit connection using your user name and password. c is an ihsmarkitrs object.

username = 'ABCDEF';
password = 'ABC123';
c = ihsmarkitrs(username,password);

Retrieve security information for the US Total Cap universe from January 1, 2017 through December 31, 2017 using the IHS Markit connection. d is a table that contains the security information.

universeid = "US Total Cap";
startdate = "2017-01-01";
enddate = "2017-12-31";
d = security(c,universeid,startdate,enddate);

Display the first few rows of security information.

head(d)
ans =

  8×7 table

       mid         startDate        endDate         cusip        sedol      ticker    quotCountry
    __________    ____________    ____________    __________    ________    ______    ___________

    1.3183e+05    '05/10/2013'    '01/01/2050'    '03265410'    '203206'    'ADI'         ''     
    1.3262e+05    '05/10/2013'    '01/01/2050'    '00790310'    '200784'    'AMD'         ''     
    1.3492e+05    '05/10/2013'    '01/01/2050'    '09676110'    '210775'    'BOBE'        ''     
    1.4093e+05    '05/10/2013'    '01/01/2050'    '12550910'    '219647'    'CI'          ''     
    1.4205e+05    '05/10/2013'    '01/01/2050'    '14428510'    '217750'    'CRS'         ''     
    1.4224e+05    '05/10/2013'    '01/01/2050'    '12640810'    '216075'    'CSX'         ''     
    1.4226e+05    '05/10/2013'    '01/01/2050'    '21683110'    '222260'    'CTB'         ''     
    1.4344e+05    '05/10/2013'    '01/01/2050'    '24801910'    '226036'    'DLX'         ''     

The variables are:

  • mid — IHS Markit identification code

  • startDate — Start date of the factor in the universe

  • endDate — End date of the factor in the universe

  • cusip — CUSIP security identifier

  • sedol — SEDOL security identifier

  • ticker — Ticker security identifier

  • quotCountry — Market country of the security

Using an IHS Markit connection, retrieve security information using a date range within a specified universe. Specify the type of security to retrieve.

Create an IHS Markit connection using your user name and password. c is an ihsmarkitrs object.

username = 'ABCDEF';
password = 'ABC123';
c = ihsmarkitrs(username,password);

Retrieve security information for the US Total Cap universe from January 1, 2017 through December 31, 2017 using the IHS Markit connection. Specify retrieving only SEDOL security identifiers. d is a table that contains the security information.

universeid = "US Total Cap";
startdate = "2017-01-01";
enddate = "2017-12-31";
identifier = "sedol";
d = security(c,universeid,startdate,enddate,identifier);

Display the first few rows of security information.

head(d)
ans =

  8×5 table

       mid         startDate        endDate        sedol      quotCountry
    __________    ____________    ____________    ________    ___________

    1.3233e+05    '05/10/2013'    '01/01/2050'    '200111'        ''     
      1.33e+05    '05/10/2013'    '01/01/2050'    '204617'        ''     
    1.3353e+05    '05/10/2013'    '01/01/2050'    '206051'        ''     
    1.3376e+05    '05/10/2013'    '01/01/2050'    '206650'        ''     
    1.4304e+05    '05/10/2013'    '01/01/2050'    '227646'        ''     
    1.4424e+05    '05/10/2013'    '01/01/2050'    '231380'        ''     
    1.4498e+05    '05/10/2013'    '01/01/2050'    '232204'        ''     
      1.46e+05    '05/10/2013'    '01/01/2050'    '234292'        ''     

The variables are:

  • mid — IHS Markit identification code

  • startDate — Start date of the factor in the universe

  • endDate — End date of the factor in the universe

  • sedol — SEDOL security identifier

  • quotCountry — Market country of the security

Input Arguments

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IHS Markit connection, specified as an ihsmarkitrs object.

Universe name, specified as a character vector or string scalar.

Example: 'US Total Cap'

Data Types: char | string

Start date for a data request, specified as a datetime array, numeric scalar, character vector, or string scalar.

Example: "2017-01-01"

Data Types: double | char | string | datetime

End date for a data request, specified as a datetime array, numeric scalar, character vector, or string scalar.

Example: "2017-12-31"

Data Types: double | char | string | datetime

Security type to retrieve, specified as one or more of these values: 'ticker', 'cusip', or 'sedol'. You can specify these values as a character vector, string scalar, cell array of character vectors, or string array.

Output Arguments

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Security information, returned as a table. The following table describes the variables in the returned data. (The variables for security type vary depending on the type that you specify in the identifier input argument.)

Variable NameDescriptionData Type

mid

IHS Markit identification code

double

startDate

Start date of the factor in the universe

cell array of character vectors

endDate

End date of the factor in the universe

cell array of character vectors

cusip

CUSIP security identifier

cell array of character vectors

ticker

Ticker security identifier

cell array of character vectors

sedol

SEDOL security identifier

cell array of character vectors

quotCountry

Market country of the security

cell array of character vectors

Introduced in R2018b