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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.


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