Re: Re: Financial Data - Currencies
- To: mathgroup at smc.vnet.net
- Subject: [mg106135] Re: [mg106102] Re: [mg106062] Financial Data - Currencies
- From: DrMajorBob <btreat1 at austin.rr.com>
- Date: Sat, 2 Jan 2010 05:06:55 -0500 (EST)
- References: <200912310818.DAA24972@smc.vnet.net>
- Reply-to: drmajorbob at yahoo.com
> (* It works for several years span. See a good example from the David
> Park's "Presentation" package *)
Yes, it works... if you don't mind most of the data being missing,
including a gap of 297 days:
data = FinancialData["EUR/USD", {2000, 1, 1}];
dates = data[[All, 1]];
differences = DateDifference @@@ Partition[dates, 2, 1];
Length@dates
DateDifference @@ dates[[{1, -1}]]
{Median@#, Length@#} & /@ Split[differences, Max[##] < 6 &]
339
789
{{1, 102}, {297, 1}, {1, 235}}
DateListPlot@data
First@data
{{2007, 9, 27}, 1.42}
Your code attempts to get data beginning Dec 1 2006, but there isn't any
until Sept 27 2007... this for a currency about which Wiki says:
"The name euro was officially adopted on 16 December 1995. The euro was
introduced to world financial markets as an accounting currency on 1
January 1999..."
and
"As of November 2008, with more than ¤751 billion in circulation, the euro
is the currency with the highest combined value of cash in circulation in
the world, having surpassed the U.S. dollar."
Bobby
On Fri, 01 Jan 2010 04:37:07 -0600, E. Martin-Serrano
<eMartinSerrano at telefonica.net> wrote:
> 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
>
>
>
--
DrMajorBob at yahoo.com