Re: Beginner question about Mathematica FinancialData

*To*: mathgroup at smc.vnet.net*Subject*: [mg113633] Re: Beginner question about Mathematica FinancialData*From*: Paul <paul.berger.phd at gmail.com>*Date*: Fri, 5 Nov 2010 05:13:06 -0500 (EST)*References*: <iar4ii$glg$1@smc.vnet.net>

On Nov 3, 8:56 am, Paul <paul.berger.... at gmail.com> 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 Mathematica. 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 ;-)