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Re: Re: Financial Data - Currencies

  • To: mathgroup at smc.vnet.net
  • Subject: [mg106137] Re: [mg106086] Re: Financial Data - Currencies
  • From: DrMajorBob <btreat1 at austin.rr.com>
  • Date: Sat, 2 Jan 2010 05:07:18 -0500 (EST)
  • References: <hhhmok$obj$1@smc.vnet.net> <201001011034.FAA05112@smc.vnet.net>
  • Reply-to: drmajorbob at yahoo.com

Very nice!

Bobby

On Fri, 01 Jan 2010 04:34:06 -0600, Chris Degnen <degnen at cwgsy.net> wrote:

> On 31 Dec, 08:18, robert prince-wright <robertprincewri... at yahoo.com>
> wrote:
>> 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
>
> Here's some code for getting exchange rate history.  Note the pages on
> the Fed have slightly differing formats and are parsed accordingly.
> Fortunately they don't change over time.
> (If you're reading this post on the MathGroup beware the posting
> program may have inserted semi-colons after the URLs.  If so, they
> should be deleted.)
>
> (* Extract EUR/USD exhange rate *)
> euData1=Import["http://www.federalreserve.gov/releases/h10/hist/
> dat00_eu.txt","Data"];
> euData2={StringReplace[#," "<>" "..->","]}&/@euData1;
> euData3=Select[euData2,StringLength[#]=={16}&];
> euData4=First[StringSplit[#,","]]&/@euData3;
> euData5={DateList[#[[1]]],ToExpression[#[[2]]]}&/@euData4;
> (* Extract GBP/USD exhange rate *)
> ukData1=Import["http://www.federalreserve.gov/releases/h10/hist/
> dat00_uk.txt","Data"];
> ukData2={StringReplace[#[[1]]," "<>" "..->","]}&/@ukData1;
> ukData3=Select[ukData2,StringLength[#]=={17}&];
> ukData4=First[StringSplit[#,", "]]&/@ukData3;
> ukData5={DateList[#[[1]]],ToExpression[#[[2]]]}&/@ukData4;
> (* Plot exchange rates *)
> Print[DateListPlot[{euData5,ukData5},ImageSize->600,PlotLabel->Style
> ["\nExchange Rate History",20],Joined->True,Epilog->{Inset[Style["GBP/
> USD",12,Bold,Hue[106/117,0.6,0.6]],Automatic,{6,-7}],
> Inset[Style["EUR/GBP",12,Bold,Hue[0.67,0.6,0.6]],Automatic,{-4,1}]}]];
>


-- 
DrMajorBob at yahoo.com


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