Re: The FinancialData Function

*To*: mathgroup at smc.vnet.net*Subject*: [mg87211] Re: The FinancialData Function*From*: jasonc <jasonc at wolfram.com>*Date*: Fri, 4 Apr 2008 02:58:05 -0500 (EST)*References*: <fsibce$64l$1@smc.vnet.net> <ft2arl$pf2$1@smc.vnet.net>

To Harvey: On oil prices, that is one in the coming soon category, but I can give you a solution that will work today, outside of FinancialData proper. Soon there won't be a need for these sorts of lines, that is sort of the idea. But for now, you can use - Daily spot oil prices from the Department of Energy, back to 1986 dailyDOEOil = {#[[1, 1 ;; 3]], N[#[[2]]]} & /@ DeleteCases[ Import["http://tonto.eia.doe.gov/dnav/pet/xls/ PET_PRI_SPT_S1_D.xls", "XLS"][[2, 4 ;;, 1 ;; 2]], {"", ""} | {_, ""}]; Monthly spot oil prices from the Fed, back to 1946 monthlyFedOil = {DateList[#[[1]]][[1 ;; 3]], N[#[[2]]]} & /@ Rest[ Import["http://research.stlouisfed.org/fred2/series/OILPRICE/ downloaddata/OILPRICE.csv"]]; Both are in the same format as any other FinancialData time series, and ready for a DateListPlot, etc. I hope they help in the meantime. A prime reason we made FinancialData is to spare everyone else the need to figure out the fiddly details of such lines of code. As for getting lists of symbols that work in FinancialData today, you can use string patterns and wildcards in the first argument, and "Lookup" in the second argument. So e.g. just to see how many that is, you could ask for Length[FinancialData["*", "Lookup"]] - where the * is a wildcard that will match any string. The answer is 186,000 symbols and change. I won't try to guarantee that every one of them will give you meaningful data - some will return Missings, representing entities that merged recently or failed etc. For any subset of them, the symbol and second argument "Name" will tell you what it is. Clearly this sort of discovery can be improved, and is another area I'd call experimental. Briefly, there is good coverage of stocks, mutual funds, and indices in the existing data. Including many foreign exchanges. Newer versions should have more of the futures and economic time series you'd want for commodity-specific questions. Fine questions by the way. Sincerely, Jason Cawley