fts2ascii

Write elements of time series data into ASCII file

Syntax

stat = fts2ascii(filename, tsobj, exttext)
stat = fts2ascii(filename, dates, data, colheads, desc, exttext)

Arguments

filename

Name of an ASCII file

tsobj

Financial time series object

exttext

(Optional) Extra text. A string written after the description line (line 2 in the file).

dates

Column vector containing dates. Dates must be in serial date number format and can specify time of day.

data

Column-oriented matrix. Each column is a series.

colheads

(Optional) Cell array of column headers (names); first cell must always be the one for the dates column. colheads will be written to the file just before the data.

desc

(Optional) Description string, which will be the first line in the file.

Description

stat = fts2ascii(filename, tsobj, exttext) writes the financial time series object tsobj into an ASCII file filename. The data in the file is tab delimited.

stat = fts2ascii(filename, dates, data, colheads, desc, exttext) writes into an ASCII file filename the dates, times, and data contained in the column vector dates and the column-oriented matrix data. The first column in filename contains the dates, followed by times (if specified). Subsequent columns contain the data. The data in the file is tab delimited.

stat indicates whether file creation is successful (1) or not (0).

Examples

expand all

Use fts2ascii to Write a Time Series to an ASCII File

Create a data file with time information.

dates = ['01-Jan-2001';'01-Jan-2001'; '02-Jan-2001'; ...
'02-Jan-2001'; '03-Jan-2001';'03-Jan-2001'];
times = ['11:00';'12:00';'11:00';'12:00';'11:00';'12:00'];
serial_dates_times = [datenum(dates), datenum(times)];
data = round(10*rand(6,2));

Use fts2ascii to write the time series to an ascii file.

stat = fts2ascii('myfts_file2.txt',serial_dates_times,data, ...
{'dates';'times';'Data1';'Data2'},'My FTS with Time')
stat =

     1

Read the data file back and create a financial time series object using ascii2fts.

MyFts = ascii2fts('myfts_file2.txt','t',1,2,1)
 
MyFts = 
 
    desc:  My FTS with Time
    freq:  Unknown (0)

    'dates:  (6)'    'times:  (6)'    'Data1:  (6)'    'Data2:  (6)'
    '01-Jan-2001'    '11:00'          [          8]    [          3]
    '     "     '    '12:00'          [          9]    [          5]
    '02-Jan-2001'    '11:00'          [          1]    [         10]
    '     "     '    '12:00'          [          9]    [         10]
    '03-Jan-2001'    '11:00'          [          6]    [          2]
    '     "     '    '12:00'          [          1]    [         10]

See Also

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