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Re: Financial Data - Currencies

  • To: mathgroup at smc.vnet.net
  • Subject: [mg106102] Re: [mg106062] Financial Data - Currencies
  • From: "E. Martin-Serrano" <eMartinSerrano at telefonica.net>
  • Date: Fri, 1 Jan 2010 05:37:07 -0500 (EST)
  • References: <200912310818.DAA24972@smc.vnet.net>

Hi,

Three years span

(* It works for several years span. See a good example from the David Park's
"Presentation" package *)
 
ClearAll[GetFinancialData];
GetFinancialData::usage = 
  "GetFinancialData[name, {property1,property2...},iterator] will
generate a data set where each record will contain {datelist,
propertyvalues..}. The iterator is the standard {start,end, period} 
used in FinancialData. This is basically a method of retrieving a 
number of property values at once.";
SyntaxInformation[
   GetFinancialData] = {"ArgumentsPattern" -> {_, {_, __}, _}};
GetFinancialData[name_String, {first_String, rest__String}, 
  iterator_List] :=
 Module[{work, other},
  work = Transpose@FinancialData[name, first, iterator];
  other = FinancialData[name, #, iterator, "Value"] & /@ {rest};
  Transpose[Join[work, other]]
  ]

(* Test *)

 GetFinancialData["EUR/USD", {"Open", "Close", "Low", 
  "High"}, {"Dec 1 2006", "Dec 30 2009", "Day"}]


(* Remark *)


Works perfect. Anyway, the data so obtained does not seem to be reliable, I
mean the source does not seem to be reliable. It does not coincide with
other series that I got fromm other sources. Does anyone know how these
series are being generated?


E. Martin-SErrano
_________________________________________

-----Original Message-----
From: robert prince-wright [mailto:robertprincewright at yahoo.com] 
Sent: Thursday, December 31, 2009 9:19 AM
To: mathgroup at smc.vnet.net
Subject: [mg106102] [mg106062] Financial Data - Currencies

Does anyone know how to get the names corresponding to the currencies
available from FinancialData? If you use the command below you get a list of
153 currencies - some of which are obscure so i was hoping to generate the
names!

currencyTickers = FinancialData["Currencies"]

Also, why does FinancialData not give historical data for say GBP/USD?
EUR/USD works, albeit over a limited time span, so you would think the data
would be there for sterling. Several others don't work either.... perhaps
this is a data server issue?



R




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