| Financial Time Series Toolbox Release Notes | |
New Features
This section summarizes the new features and enhancements introduced in the Financial Time Series Toolbox 2.0.
Support for Time-of-Day Information
Version 2.0 of the Financial Time Series Toolbox provides support for financial time series objects incorporating time-of-day information. The toolbox only supports hourly and minute time series. Seconds are disregarded when the object is created (e.g., 01-jan-2001 12:00:01 is considered to be 01-jan-2001 12:00).
New Functions Added
fetch |
Extract data from financial time series object |
fintsver |
Determine version |
ftsnew2old |
Convert Version 2 time series object to Version 1 |
ftsold2new |
Convert Version 1 time series object to Version 2 |
| Determine uniqueness |
|
| Check if dates and times are montonically increasing |
Modified Functions
A large number of functions have been modified to work with financial time series objects containing time-of-day information. See the individual function descriptions for specifics.
The displays produced by chartfts and ftsgui have been improved.
The object constructor fints can construct a financial time series object containing time-of-day information when that information is encoded in the date strings or the serial date numbers are input to the function.
| | Financial Time Series Toolbox Release Notes | Upgrading from an Earlier Release | |