FinancialData newbie question
- To: mathgroup at smc.vnet.net
- Subject: [mg107835] FinancialData newbie question
- From: Max Lange <max.lange.phd at gmail.com>
- Date: Sun, 28 Feb 2010 04:52:37 -0500 (EST)
I would like to minimize FinancialData access time for potentially
large dataset (number of instruments).
FinancialData[#] & /@ {"AAPL", "MSFT", "ORCL"}
or the equivalent
Map[FinancialData, {"AAPL", "MSFT", "ORCL"}]
will give back a set of 3 prices resulting from 3 separate queries
issued from your machine to the FinancialData server.
As the process is slow (about 1 second for each ticker asked for) it
quickly becomes cumbersome for porfolios of e.g. 100 symbols.
I guess what is slow here is the Internet transmission time (query +
answer) * n (number of symbols).
Is there a way to offload the mapping and result's aggregation on the
FinancialData server as to have only a single Internet transmission
(query + answer) from your machine to the FinancialData server?
Btw this is how are working usual Internet based (Reatime) financial
feeders for trading platforms.
Even Yahoo can be accessed that way and as one of the source of
FinancialData is (presumably) Yahoo, I hope this is possible from
Mathematica.
Any idea how to achieve this?