LSEG Data Library: retrieve date values from get_history function output in Matlab

Peter.Winkler3

Hi!

I am using the LSEG Data Library for Python (function get_history) to retrieve market data. The function output (Python DataFrame "df") is then further processed in Matlab.

I manage to get the field names and values (see below example: Close Price, Volume) applying the following commands:

cellfun(@string,cell(df.columns.values.tolist()),'UniformOutput',false);

cellfun(@string,cell(df.values.tolist()),'UniformOutput',false);

However, I haven't figured out how to extract the Reuters Instrument Code (in this case "XOM") as well as the date values. Can they be accessed using similar commands as above?

Gurpreet

Hello @Peter.Winkler3

We can't help you with Matlab related query; you can ask this general Pandas Dataframe related question on the Matlab forums.

The response dataframe for a single instrument from get_history call has two columns, and an index which is Date, and the name of the Columns is the instrument that you requested. See the attached screenshot -

If you would like to get all the dates in the dataframe, then use df.index.values to get an array.