Using FETCH to Download DATA from FRED

Hi, MATLAB experts

I am trying to download a monthly data from FRED by using fetch function as follows (from Sep 2005 to now):

c = fred('https://research.stlouisfed.org/fred2/');

da = fetch(c,'BAMLH0A0HYM2','P','09/01/2005', [], 'M');

However, it downloads a daily data rather than a monthly one.

Can you please take a look at the code and let me know what is wrong with this??

Best Regards,

Jake

Answer 1

[Rohit Kudva]

Hi Jake,

Unfortunately there is no property associated with the 'fetch' function that will let you extract monthly data from FRED. You can find the valid syntax for fetching data from FRED in the following MATLAB documentation:

Request data from FRED data servers

According to this documentation, once can access

• All the data available for a given series
• Data for a specific date
• Data within a specific date interval

For the syntax you have provided

da = fetch(c,'BAMLH0A0HYM2','P','09/01/2005', [], 'M');

MATLAB will simply ignore all input parameter after the series input 'BAMLH0A0HYM2' and will return all the data available for the series 'BAMLH0A0HYM2'.

I work at MathWorks and I have forwarded your request to be able to access monthly data from FRED to the appropriate product team.

I hope this helps.

- Rohit

[Jake]

Thanks for your help, Rohit. Interesting to know that MATLAB will ignore all input parameter as you mentioned...