What Is the Financial Time Series App?

Note

The Financial Time Series app will be removed in a future release and will no longer accept a fints object.

Use fts2timetable to convert a fints object to a timetable object. For more information, see Convert Financial Time Series Objects fints to Timetables.

The Financial Time Series app enables you to create and manage financial time series (fints) objects. The Financial Time Series app interoperates with the Financial Time Series Graphical User Interface (ftsgui) and Interactive Chart (chartfts). In addition, you can use Datafeed Toolbox™ software to connect to external data sources.

A financial time series object minimally consists of:

• Desc, which is the description field.

• Freq, which is a frequency indicator field.

• Dates, which is a date vector field. If the date vector incorporates time-of-day information, the object contains an additional field named times.

• In addition, you can have at least one data series vector. You can specify names for any data series vectors. If you do not specify names, the object uses the default names series1, series2, series3, and so on.

In general, the workflow for using the Financial Time Series app is:

1. Acquire data.

2. Create a variable.

3. Convert the variable to fints.

4. Convert fints to a MATLAB^® double object.

To obtain the data for the Financial Time Series app, you need to use a MATLAB double object or a financial time series (fints) object. You can use previously stored internal data on your computer or you can connect to external data sources using Datafeed Toolbox software.

Note

You must obtain a license for these products from MathWorks before you can use Datafeed Toolbox.

After creating a financial time series object, you can use the Financial Time Series app to change the characteristics of the time series object, including merging with other financial time series objects, removing rows or columns, and changing the frequency. You can also use the Financial Time Series app to generate various forms of plotted output and you can reconvert a fints object to a MATLAB double-precision matrix.