Re: sector-based analysis using FInancialData[]
- To: mathgroup at smc.vnet.net
- Subject: [mg95039] Re: [mg95008] sector-based analysis using FInancialData[]
- From: Bob Hanlon <hanlonr at cox.net>
- Date: Sun, 4 Jan 2009 07:32:03 -0500 (EST)
- Reply-to: hanlonr at cox.net
FinancialData["^DJI", "Name"] Dow Jones Industrial Average I DateListLogPlot[FinancialData["^DJI", All]] Length[djusIndices = Select[FinancialData["Indices"], StringMatchQ[#, "^DJUS*"] &]] 191 FinancialData[#, "Name"] & /@ Take[djusIndices, 10] {Dow Jones U S Total Market Ind,Dow Jones Islamic MKT Us Titans,Dow Jones Islamic Market U S T,Dow Jones U S Aerospace And Defe,Dow Jones U S Delivery Service,Dow Jones U S Asset Managers I,Dow Jones U S Electronic Equip,Dow Jones Us Aluminum,Dow Jones U S Medical Equipmen,Dow Jones U S Automobiles And Pa} Selecting subset of indices for which financial data is available: djusIndices2 = Select[djusIndices, Length[FinancialData[#, All]] > 1 &] {^DJUS,^DJUSBT,^DJUSCH,^DJUSEN,^DJUSL,^DJUSM,^DJUSS} FinancialData[#, "Name"] & /@ djusIndices2 {Dow Jones U S Total Market Ind,Dow Jones Us Biotechnology Inde,Dow Jones Us Chemicals Index,Dow Jones U S Oil And Gas Index,Dow Jones Us Large Cap Index,Dow Jones Us Mid Cap Index,Dow Jones Us Small Cap Index} DateListLogPlot[FinancialData[#, All]] & /@ djusIndices2 The data only goes back to 2000 Bob Hanlon On Sat, Jan 3, 2009 at 12:42 PM , Andreas wrote: > Does Mathematica 7 have sector index data available via the > FinancialData[] function? > I can get a list of sectors with this: > > FinancialData["Sectors"] > > and I can get prices on the iShares funds which track sector indexes > i.e: > > Dow Jones U.S. Consumer Goods Index (IYK), Dow Jones U.S. > Consumer Services Index (IYC), > Dow Jones U.S. Select Home Construction Index (ITB), > S&P Global Consumer Discretionary Index (RXI), > S&P Global Consumer Staples Index (KXI), > Dow Jones U.S. Energy Sector Index Fund (IYE), > Dow Jones U.S. Oil & Gas Exploration & Production Index Fund (IEO), > Dow Jones U.S. Oil Equipment & Services Index Fund (IEZ) > .. > > but these only give data back (at best) to 2000. > > Can I get data for the indexes themselves? If so where do I find the > symbol names? > > Thx.