Access time series in Financial Toolbox

Hi,

After creating financial time series object using 'fints' function, I have difficulty accessing specific time series:

>>fints_tickData = fints(dates,hist_data,[],'d');

>>fints_tickData.series1
Error using fints/subsref (line 141)
The specified property 'series1' does not exist in the object.

Here is fints_tickData object

>>fints_tickData = 

      desc:  (none)
      freq:  Daily (1)

    Columns 1 through 5

      'dates:  (261)'    'series 1:  (261)'    'series 2:  (261)'    'series 3:  (261)'    'series 4:  (261)'

I'm using:

Financial Toolbox                                     Version 5.5        (R2015a)

[Andrey Vasilyev]

fints doesnt work properly if there are time series for more than 10 assets.

Answer 1

[Brendan Hamm]

Hi Andrey. It is not that the series is not created, but rather that all of the datanames have the same length. This means that your data are now referred to as 'series 1','series 2',...,'series10','series11', etc. and not 'series1','series2',...

Since there is a space we have to access this a little different:

num_assets = 12;
num_observ = 22;
data = random('Normal',0,1,num_observ,num_assets);
dates = [today:today+num_observ-1]';
fints_tickData = fints(dates, data, [], 'd');
fints_tickData.(series 1)

Consider using the datanames input to avoid this issue.

Answer 2

[Abhishek Pandey]

Hi Andrey,

I understand you are having trouble accessing specific time series after creating a financial time series using “fints” function.

I tried to reproduce this issue using dummy data, but it seems to be working for me. I believe there might be an issue with the data. I get the error message that you have provided when I try to display a time series which doesn’t have any entries in it. However, there might be some other reason as well. If possible, share the data that you are using to create the financial time series object.

Here is what I tried using the dummy data:

data = [1:60; 21:80]';
dates = [today:today+59]';
fints_tickData = fints(dates, data, [], 'd');

Accessing “series1” or “series2” displays the respective data.

fints_tickData.series1
fints_tickData.series2

However accessing “series3” displays the same error message to me.

fints_tickData.series3

- Abhishek

[Andrey Vasilyev]

Thanks for looking into this.

The problem arises when there are more than 10 time series. In your example there are 2.

Please see if that works:

num_assets = 12;
num_observ = 22;
data = random('Normal',0,1,num_observ,num_assets);

dates = [today:today+num_observ-1]';
fints_tickData = fints(dates, data, [], 'd');
fints_tickData.series1