Financial Time Series Toolbox

Using chartfts

chartfts requires a single input argument, tsobj, where tsobj is the name of financial time series object you want to explore. Most equity financial time series objects contain four price series, such as opening, closing, highest, and lowest prices, plus an additional series containing the volume traded. However, chartfts is not limited to a time series of equity prices and volume traded. It can be used to display any time series data you may have.

To illustrate the use of chartfts, use the equity price and volume traded data for the Walt Disney Corporation (NYSE: DIS) provided in the file disney.mat:

• load disney.mat
  
  whos
  
    Name             Size         Bytes  Class
  
    dis            782x5          39290  fints object
    dis_CLOSE      782x1           6256  double array
    dis_HIGH       782x1           6256  double array
    dis_LOW        782x1           6256  double array
    dis_OPEN       782x1           6256  double array
    dis_VOLUME     782x1           6256  double array
    dis_nv         782x4          32930  fints object
    q_dis           13x4           2196  fints object
  

For charting purposes look only at the objects dis (daily equity data including volume traded) and dis_nv (daily data without volume traded). Both objects contain the series OPEN, HIGH, LOW, and CLOSE, but only dis contains the additional VOLUME series.

Use chartfts(dis) to observe the values.

The chart contains five plots, each representing one of the series in the time series object. Boxes indicate the value of each individual plot. The date box is always on the left. The number of data boxes on the right depends upon the number of data series in the time series object, five in this case. The order in which these boxes are arranged (left to right) matches the plots from top to bottom. With more than eight data series in the object, the scroll bar on the right is activated so that additional data from the other series can be brought into view.

Slide the mouse cursor over the chart. A vertical bar appears across all plots. This bar selects the set of data shown in the boxes below. Move this bar horizontally and the data changes accordingly.

Click on the plot. A small information box displays the data at the point where you click the mouse button.

Visualizing Financial Time Series Objects

Zoom Tool