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Re: Beginner question about Mathematica FinancialData

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  • Subject: [mg113633] Re: Beginner question about Mathematica FinancialData
  • From: Paul < at>
  • Date: Fri, 5 Nov 2010 05:13:06 -0500 (EST)
  • References: <iar4ii$glg$>

On Nov 3, 8:56 am, Paul <paul.berger.... at> wrote:
> Hello,
> I'm writing a J/Link Java program using data gathered  through
> Mathematica's FinancialData.
> I only found samples where FinancialData is returning the information
> from one ticker.
> As each ticker fetch takes about half a second to complete, is it
> possible to build up a query to fetch a list of tickers in a single
> transmisson and have the service return back a completed list (as e.g.
> Google Finance) or do I have (as I suspect) to cycle ticker by ticker
> to complete the task (not economical in I/O)?

A similar question arising 8 months ago

Max Lange wrote:
I would like to minimize FinancialData access time for
potentiallylarge 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

Any idea how to achieve this?


However he got no reply :(

Of course I'm understanding why Wolfram could have deliberately
avoided to include such a facility as it would be very easy to
overwhelm their servers ;-)

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