Access Chunk records in MATLAB

It's normal and expected that the OnDataReceived event may be raised several times, and that for some of these events the chunk returned into the event handler may be empty. There's a number of ways to extract the timeseries data from the chunk object. Using ToBarRecord (for a single record) or ToBarRecords (for a collection of records) should work when you retrieve the data that can be summarized into OHLC (open/high/low/close). This includes timeseries for ATGOV1YZ=R when you use .WithView("DISC_FACTR") and .WithInterval(CommonInterval.Daily). In this particular example, since there's only one value per day, only the Close property of IBarData will be populated while Open, High and Low will be empty. There may also be some records where all properties are empty (e.g. for dates that fall on a holiday). For more examples of extracting timeseries data from the chunk object see the tutorial for Timeseries data retrieval using Eikon .NET SDK.

Are you using .WithInterval(CommonInterval.Daily)? The result you got suggests you're using .WithInterval(CommonInterval.Tick).

My bad. Records returned for DISC_FACTR view with CommonInterval.Daily actually cannot be converted to bar records. You can convert them to tick records, as you already discovered. Or you can extract the data without any conversion using records.Current.Values property or using records.Current.AllFields property. E.g. records.Current.Values.First() returns the value of the discount factor and records.Current.Values.Last() returns the timestamp.

I'm not sure I understand why you get this error message. System.Collections.Generic.Dictionary.ValueCollection returned by records.Current.Values implements IEnumerable interface, which in turn provides First() method. This surely works in Visual Studio. Perhaps .NET extension methods cannot be used in Matlab? I'm afraid I don't have access to Matlab right now to verify. Well, you could use the same methods to traverse the dictionary returned by records.Current.AllFields as you use to traverse the collection of records returned by chunk.Records:

allFields = records.Current.AllFields.GetEnumerator();
while allFields.MoveNext()
    disp(allFields.Current.Key)
    disp(allFields.Current.Value)