horzcat
Concatenate financial time series objects horizontally
horzcat
is not recommended. Use timetable
instead. For more information, see Convert Financial Time Series Objects fints to Timetables.
Syntax
horzcat
Description
horzcat
implements horizontal concatenation of financial time
series objects. horzcat
essentially merges the data columns of the
financial time series objects. The time series objects must contain the exact same dates
and times.
When multiple instances of a data series name occur, concatenation adds a suffix to
the current names of the data series. The suffix has the format
_objectname
<
n
>
,
where n
is a number indicating the position of the time series, from
left to right, in the concatenation command. The n
part of the suffix
appears only when there is more than one instance of a particular data series
name.
The description fields are concatenated as well. They are separated by two forward
slashes (//
).
Examples
Construct three financial time series, each containing a data series named
DataSeries
:
firstfts = fints((today:today+4)', (1:5)','DataSeries','d') secondfts = fints((today:today+4)', (11:15)','DataSeries','d') thirdfts = fints((today:today+4)', (21:25)','DataSeries','d')
Warning: FINTS will be removed in a future release. Use TIMETABLE instead. > In fints (line 165) Warning: FINTS will be removed in a future release. Use TIMETABLE instead. > In fints/display (line 66) firstfts = desc: (none) freq: Daily (1) 'dates: (5)' 'DataSeries: (5)' '02-Oct-2017' [ 1] '03-Oct-2017' [ 2] '04-Oct-2017' [ 3] '05-Oct-2017' [ 4] '06-Oct-2017' [ 5] Warning: FINTS will be removed in a future release. Use TIMETABLE instead. > In fints (line 165) Warning: FINTS will be removed in a future release. Use TIMETABLE instead. > In fints/display (line 66) secondfts = desc: (none) freq: Daily (1) 'dates: (5)' 'DataSeries: (5)' '02-Oct-2017' [ 11] '03-Oct-2017' [ 12] '04-Oct-2017' [ 13] '05-Oct-2017' [ 14] '06-Oct-2017' [ 15] Warning: FINTS will be removed in a future release. Use TIMETABLE instead. > In fints (line 165) Warning: FINTS will be removed in a future release. Use TIMETABLE instead. > In fints/display (line 66) thirdfts = desc: (none) freq: Daily (1) 'dates: (5)' 'DataSeries: (5)' '02-Oct-2017' [ 21] '03-Oct-2017' [ 22] '04-Oct-2017' [ 23] '05-Oct-2017' [ 24] '06-Oct-2017' [ 25]
Concatenate the time series horizontally into a new financial time series
newfts
:
newfts = [firstfts secondfts thirdfts secondfts]
Warning: FINTS will be removed in a future release. Use TIMETABLE instead. > In fints/horzcat (line 56) Warning: FINTS will be removed in a future release. Use TIMETABLE instead. > In fints/display (line 66) newfts = desc: // // // freq: Daily (1) 'dates: (5) ' 'DataSeries_firstfts' 'DataSeries_secondft' 'DataSeries_thirdfts' 'DataSeries_secondft' ' ' ': (5) ' 's2: (5) ' ': (5) ' 's4: (5) ' '02-Oct-2017' [ 1] [ 11] [ 21] [ 11] '03-Oct-2017' [ 2] [ 12] [ 22] [ 12] '04-Oct-2017' [ 3] [ 13] [ 23] [ 13] '05-Oct-2017' [ 4] [ 14] [ 24] [ 14] '06-Oct-2017' [ 5] [ 15] [ 25] [ 15]
The resulting object newfts
has data series names
DataSeries_firstfts
, DataSeries_secondfts2
,
DataSeries_thirdfts
, and
DataSeries_secondfts4
.
Verify this with the command
fieldnames(newfts)
Warning: FINTS will be removed in a future release. Use TIMETABLE instead. > In fints/fieldnames (line 21) ans = 'desc' 'freq' 'dates' 'DataSeries_firstfts' 'DataSeries_secondfts2' 'DataSeries_thirdfts' 'DataSeries_secondfts4' 'times'
Use chfield
to change the data series
names.
Note
If all input objects have the same frequency, the new object has that frequency as
well. However, if one of the objects concatenated has a different frequency from the
others, the frequency indicator of the resulting object is set to Unknown
(0)
.
Version History
See Also
busdate
| createholidays
| isbusday
| lbusdate
| nyseclosures