peterban
|
|
| Total Posts: 1 |
| Joined: Jul 2012 |
| |
|
Hi,
I recently switched from a large firm to a small firm. Instead of Matlab, I am now trying to work with Octave. Is there any equivalent toolbox / function like Matlab's datafeed toolbox for Octave?
I'm primarily interested in transferring data from Bloomberg into Octave environment.
Thanks. |
|
|
|
 |
Hansi
|
|
| Total Posts: 189 |
| Joined: Mar 2010 |
| |
|
| Try R instead of Octave. Much better availability of packages, including RBloomberg. |
|
|
 |
jslade
|
|
| Total Posts: 745 |
| Joined: Feb 2007 |
| |
|
I agree with Hansi, but it is also pretty easy to roll your own by shelling out and using wget or curl with a string query. Took me only a few hours to do in Lush using the information in this website.
http://www.gummy-stuff.org/Yahoo-data.htm
If you have BBG data, well, you should be able to afford Matlab. |
"Learning, n. The kind of ignorance distinguishing the studious." |
|
|
|
goldorak
|
|
| Total Posts: 368 |
| Joined: Nov 2004 |
| |
|
Re Yahoo data.
Pay attention if you are using Yahoo historical daily data that the file returned now contains the current data for the day in the first line, which was not the case before July 1st. If you try to download the entire historical file a day like a Sunday it will return the line for Friday twice. One with official data as you find them in Reuters and one that is the realtime version.
Thank you Yahoo... |
If you are not living on the edge you are taking up too much space. |
|
|
ast4
|
|
| Total Posts: 305 |
| Joined: Aug 2007 |
| |
|
| I don't know of any official support, but like others said R is a good alternative. However, if you must stick to Octave. I suppose something 'hacky' you could do is do api pulls via excel then import the spreadsheets into octave. |
"Mathematicians are machines for turning coffee into theorems!" |
|
|
|
