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datastream2struct.m

 % Copyright (c) 2008 the authors listed at the following URL, and/or
 % the authors of referenced articles or incorporated external code:
 % http://en.literateprograms.org/Thomson_Financial_DataStream_data_access_(Matlab)?action=history&offset=20080704102134
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 % "Software"), to deal in the Software without restriction, including
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 % permit persons to whom the Software is furnished to do so, subject to
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 % included in all copies or substantial portions of the Software.
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 % THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
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 % Retrieved from: http://en.literateprograms.org/Thomson_Financial_DataStream_data_access_(Matlab)?oldid=13871
 
 function data = datastream2struct( vals)
 % DATASTREAM2STRUCT - convert

 % example:

 %   ds_connection = datastream('login', 'password','Datastream');

 %   vals          = fetch(ds_connection, 'F:RENU', {'P', 'PO', 'PH', 'PL', 'VO'})

 %   data          = datastream2struct(vals)

 
 
 
 instr = vals.Instrument;
 d     = findstr(instr, '~=');
 sname = instr(d+2:end);
 d     = [0, findstr(sname, ','), length(sname)+1];
 names = {};
 for i=1:length(d)-1
     names{end+1} = sname(d(i)+1:d(i+1)-1);
 end
 
 
 nval  = repmat(nan,length(vals.DATE), length(names));
 for n=1:length(names)
    nval(:,n) = cellfun(@(x)(str2num(x)), vals.(names{n}));
 end
 
 
 dts = cellfun(@(x)(datenum(x, 'yyyy-mm-ddTHH:MM:SS')), vals.DATE);
 
 
 data = struct('title', vals.DISPNAME, 'value', nval, 'date', dts, 'names', {names}, ...
               'symbol', struct('type', 'datastream', 'value', vals.SYMBOL), 'currency', vals.CCY);