security

Retrieve security information

Syntax

d = security(c,universeid,startdate,enddate)

d = security(c,universeid,startdate,enddate,identifier)

Description

d = security(c,universeid,startdate,enddate) returns security information using an IHS Markit^® connection, universe name, and date range.

d = security(c,universeid,startdate,enddate,identifier) specifies the type of security to retrieve.

Examples

Retrieve Security Information

Using an IHS Markit connection, retrieve security information using a date range within a specified universe.

Create an IHS Markit connection using your user name and password. c is an ihsmarkitrs object.

username = 'ABCDEF';
password = 'ABC123';
c = ihsmarkitrs(username,password);

Retrieve security information for the US Total Cap universe from January 1, 2017, through December 31, 2017, using the IHS Markit connection. d is a table that contains the security information.

universeid = "US Total Cap";
startdate = "2017-01-01";
enddate = "2017-12-31";
d = security(c,universeid,startdate,enddate);

Display the first few rows of security information.

head(d)

ans =

  8×7 table

       mid         startDate        endDate         cusip        sedol      ticker    quotCountry
    __________    ____________    ____________    __________    ________    ______    ___________

    1.3183e+05    '05/10/2013'    '01/01/2050'    '03265410'    '203206'    'ADI'         ''     
    1.3262e+05    '05/10/2013'    '01/01/2050'    '00790310'    '200784'    'AMD'         ''     
    1.3492e+05    '05/10/2013'    '01/01/2050'    '09676110'    '210775'    'BOBE'        ''     
    1.4093e+05    '05/10/2013'    '01/01/2050'    '12550910'    '219647'    'CI'          ''     
    1.4205e+05    '05/10/2013'    '01/01/2050'    '14428510'    '217750'    'CRS'         ''     
    1.4224e+05    '05/10/2013'    '01/01/2050'    '12640810'    '216075'    'CSX'         ''     
    1.4226e+05    '05/10/2013'    '01/01/2050'    '21683110'    '222260'    'CTB'         ''     
    1.4344e+05    '05/10/2013'    '01/01/2050'    '24801910'    '226036'    'DLX'         ''     

The variables are:

• mid — IHS Markit identification code

• startDate — Start date of the factor in the universe

• endDate — End date of the factor in the universe

• cusip — CUSIP security identifier

• sedol — SEDOL security identifier

• ticker — Ticker security identifier

• quotCountry — Market country of the security

Retrieve Security Information for Specific Security Type

Using an IHS Markit connection, retrieve security information using a date range within a specified universe. Specify the type of security to retrieve.

Create an IHS Markit connection using your user name and password. c is an ihsmarkitrs object.

username = 'ABCDEF';
password = 'ABC123';
c = ihsmarkitrs(username,password);

Retrieve security information for the US Total Cap universe from January 1, 2017, through December 31, 2017, using the IHS Markit connection. Specify retrieving only SEDOL security identifiers. d is a table that contains the security information.

universeid = "US Total Cap";
startdate = "2017-01-01";
enddate = "2017-12-31";
identifier = "sedol";
d = security(c,universeid,startdate,enddate,identifier);

Display the first few rows of security information.

head(d)

ans =

  8×5 table

       mid         startDate        endDate        sedol      quotCountry
    __________    ____________    ____________    ________    ___________

    1.3233e+05    '05/10/2013'    '01/01/2050'    '200111'        ''     
      1.33e+05    '05/10/2013'    '01/01/2050'    '204617'        ''     
    1.3353e+05    '05/10/2013'    '01/01/2050'    '206051'        ''     
    1.3376e+05    '05/10/2013'    '01/01/2050'    '206650'        ''     
    1.4304e+05    '05/10/2013'    '01/01/2050'    '227646'        ''     
    1.4424e+05    '05/10/2013'    '01/01/2050'    '231380'        ''     
    1.4498e+05    '05/10/2013'    '01/01/2050'    '232204'        ''     
      1.46e+05    '05/10/2013'    '01/01/2050'    '234292'        ''     

The variables are:

• mid — IHS Markit identification code

• startDate — Start date of the factor in the universe

• endDate — End date of the factor in the universe

• sedol — SEDOL security identifier

• quotCountry — Market country of the security

Input Arguments

c — IHS Markit connection

ihsmarkitrs object

IHS Markit connection, specified as an ihsmarkitrs object.

universeid — Universe name

character vector | string scalar

Universe name, specified as a character vector or string scalar.

Example: 'US Total Cap'

Data Types: char | string

startdate — Start date

datetime array | numeric scalar | character vector | string scalar

Start date for a data request, specified as a datetime array, numeric scalar, character vector, or string scalar.

Example: "2017-01-01"

Data Types: double | char | string | datetime

enddate — End date

datetime array | numeric scalar | character vector | string scalar

End date for a data request, specified as a datetime array, numeric scalar, character vector, or string scalar.

Example: "2017-12-31"

Data Types: double | char | string | datetime

identifier — Security type

character vector | string scalar | cell array of character vectors | string array

Security type to retrieve, specified as one or more of these values: 'ticker', 'cusip', or 'sedol'. You can specify these values as a character vector, string scalar, cell array of character vectors, or string array.

Output Arguments

d — Security information

table

Security information, returned as a table. The following table describes the variables in the returned data. (The variables for security type vary depending on the type that you specify in the identifier input argument.)

Variable Name	Description	Data Type
mid	IHS Markit identification code	double
startDate	Start date of the factor in the universe	cell array of character vectors
endDate	End date of the factor in the universe	cell array of character vectors
cusip	CUSIP security identifier	cell array of character vectors
ticker	Ticker security identifier	cell array of character vectors
sedol	SEDOL security identifier	cell array of character vectors
quotCountry	Market country of the security	cell array of character vectors

Version History

Introduced in R2018b