Downloading massive Financial Data

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Frank Schmull
Frank Schmull le 1 Sep 2016
Hallo,
I have a simple question. I need to download hourly data from 61 financial instruments. When I do it one after the other, it takes around 45 sec.
So my idea was to use the batch mode or similar (I have the par box), but this takes significantly longer.
In MATLAB pseudocode, it would look like :
for i = 1:loopsize
pair = strjoin(pairlist (i,1));
j(i) = batch (@f_fetchdata, 1,{i,pair,'H1',barsback});
end
f_fetchdata can be like :
function data = f_fetchdata (i, pair, gran, barsback)
fetchdata = GetHistory (pair, gran, barsback);
data(i) = fliplr(fetchdata);
end
I am new to Matlab, but I need to have a faster download of the data. Any advice?
Regards Frank

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