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Re: Re: Financial Data - Currencies

  • To: mathgroup at
  • Subject: [mg106141] Re: [mg106102] Re: [mg106062] Financial Data - Currencies
  • From: robert prince-wright <robertprincewright at>
  • Date: Sat, 2 Jan 2010 05:08:06 -0500 (EST)
  • References: <> <>

hi - I am curious about your comment that the data are not accurate. WRI say the data comes from Yahoo Finance so I am wondering why this would be wrong. Can you post some examples?


From: E. Martin-Serrano <eMartinSerrano at>
To: mathgroup at
Sent: Fri, January 1, 2010 4:37:07 AM
Subject: [mg106141] [mg106102] Re: [mg106062] Financial Data - Currencies


Three years span

(* It works for several years span. See a good example from the David Park's
"Presentation" package *)

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.";
   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] 
Sent: Thursday, December 31, 2009 9:19 AM
To: mathgroup at
Subject: [mg106141] [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

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?


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