Financial Time Series Toolbox Release Notes    

Chapter 1
Financial Time Series Toolbox 2.0 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

Extract data from financial time series object
Determine version
Convert Version 2 time series object to Version 1
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