instgetcell
Data and context from instrument variable
Description
[
retrieves data and context from an instrument variable.DataList
,FieldList
,ClassList
,IndexSet
,TypeSet
] = instgetcell(InstSet
,Name,Value
)
Note
instgetcell
is best used for programming where the
structure of the instrument variable is not known. instget
gives more direct
access to the data in a variable.
Examples
Retrieve Data and Context from Instrument Variable
Retrieve the instrument set ExampleInst
from the data file InstSetExamples.mat
. ExampleInst
contains three types of instruments: Option
, Futures
, and TBill
.
load InstSetExamples;
instdisp(ExampleInst)
Index Type Strike Price Opt Contracts 1 Option 95 12.2 Call 0 2 Option 100 9.2 Call 0 3 Option 105 6.8 Call 1000 Index Type Delivery F Contracts 4 Futures 01-Jul-1999 104.4 -1000 Index Type Strike Price Opt Contracts 5 Option 105 7.4 Put -1000 6 Option 95 2.9 Put 0 Index Type Price Maturity Contracts 7 TBill 99 01-Jul-1999 6
Get the prices and contracts from all instruments.
FieldList = {'Price'; 'Contracts'}
FieldList = 2x1 cell
{'Price' }
{'Contracts'}
DataList = instgetcell(ExampleInst, 'FieldName', FieldList )
DataList=2×1 cell array
{7x1 double}
{7x1 double}
P = DataList{1}
P = 7×1
12.2000
9.2000
6.8000
NaN
7.4000
2.9000
99.0000
C = DataList{2}
C = 7×1
0
0
1000
-1000
-1000
0
6
Get all the option data: Strike
, Price
, Opt
, Contracts
.
[DataList, FieldList, ClassList] = instgetcell(ExampleInst,'Type','Option')
DataList=4×1 cell array
{5x1 double}
{5x1 double}
{5x4 char }
{5x1 double}
FieldList = 4x1 cell
{'Strike' }
{'Price' }
{'Opt' }
{'Contracts'}
ClassList = 4x1 cell
{'dble'}
{'dble'}
{'char'}
{'dble'}
Look at the data as a comma-separated list.
DataList{:}
ans = 5×1
95
100
105
105
95
ans = 5×1
12.2000
9.2000
6.8000
7.4000
2.9000
ans = 5x4 char array
'Call'
'Call'
'Call'
'Put '
'Put '
ans = 5×1
0
0
1000
-1000
0
Input Arguments
InstSet
— Instrument variable
structure
Instrument variable containing a collection of instruments, specified as
InstSet
structure. Instruments are classified by
type; each type can have different data fields. The stored data field is a
row vector or character vector for each instrument.
Data Types: struct
Name-Value Arguments
Specify optional pairs of arguments as
Name1=Value1,...,NameN=ValueN
, where Name
is
the argument name and Value
is the corresponding value.
Name-value arguments must appear after other arguments, but the order of the
pairs does not matter.
Before R2021a, use commas to separate each name and value, and enclose
Name
in quotes.
Example: DataList =
instgetcell(ExampleInst,'FieldName',FieldList)
FieldName
— Name of each data field for instrument
all fields available for returned set of
instruments (default) | cell array of character vectors
Index
— Number of instruments
all indices available in instrument variable (default) | vector
Number of instruments, specified as the comma-separated pair
consisting of 'Index'
and an
NINST
-by-1
vector of positions
of instruments to work on. If Type
is also entered,
instruments referenced must be one of the types and contained in
Index
.
Data Types: double
Type
— Number of types
all types in the instrument variable (default) | character vector
Number of types, specified as the comma-separated pair consisting of
'Type'
and a
NTYPES
-by-1
cell array of
character vectors restricting instruments worked on to match one of
Type
types.
Data Types: char
| cell
Output Arguments
DataList
— Data contents for each field
cell array
Data content for each field, returned as an
NFIELDS
-by-1
cell array of data
contents for each field. Each cell is an
NINST
-by-M
array, where each row
corresponds to a separate instrument in IndexSet
. Any
data which is not available is returned as NaN
or as
spaces.
FieldList
— Name of each field in DataList
cell array
Name of each field in DataList
, returned as an
NFIELDS
-by-1
cell array of
character vectors.
ClassList
— Data class of each field
array
Data class of each field, returned as an
NFIELDS
-by-1
cell array of
character vectors. The class determines how arguments are parsed. Valid
character vectors are 'dble'
, 'date'
,
and 'char'
.
IndexSet
— Positions of instruments
cell array
Positions of instruments, returned as an
NINST
-by-1
vector of positions of
instruments returned in DataList
.
TypeSet
— Type of each instrument
cell array
Type of each instrument, returned as an
NINST
-by-1
cell array of character
vectors listing the type of each instrument row returned in
DataList
.
Version History
Introduced before R2006a
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