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matlabcsvtime-seriesfinancial

Matlab - read financial time series with seconds and milliseconds

I have financial data file (CSV) that contains seconds and milliseconds. When parsing that to Matlab (R2012A) I get only hours and minutes.

I can't understand from Matlab docs, how to format it to contain the full time.

This file:

20-Mar-13T10:10:11.111 457.42 199
21-Mar-13T12:49:00.222 457.5 100
22-Mar-13T23:50:00.333 457.5499 100

the matlab command and output

fts1 = ascii2fts('C:\MatlabTest.csv')

fts1 = 

desc:  C:\MatlabTest.csv
freq:  Unknown (0)

'dates:  (3)'    'times:  (3)'    'series1:  (3)'    'series2:  (3)'
'20-Mar-2013'    '10:10'          [     457.4200]    [          199]
'21-Mar-2013'    '12:49'          [     457.5000]    [          100]
'22-Mar-2013'    '23:50'          [     457.5499]    [          100]
Solution

  • The ascii2fts creates a fints object. Matlab documentation for this indicates that its support for time information is limited to hh:mm - that is, hours and minutes.

    I'm afraid it looks like if you want to have a temporal resolution with more precision than minutes (i.e.: seconds or milliseconds) you will have to abandon the existing Matlab toolbox code and write your own.