Re: FinancialData errors
- To: mathgroup at smc.vnet.net
- Subject: [mg120572] Re: FinancialData errors
- From: Pierpaolo Bernardi <olopierpa at gmail.com>
- Date: Fri, 29 Jul 2011 08:02:17 -0400 (EDT)
- Delivered-to: l-mathgroup@mail-archive0.wolfram.com
- References: <201107222344.TAA28525@smc.vnet.net>
On Fri, Jul 29, 2011 at 10:41, DrMajorBob <btreat1 at austin.rr.com> wrote: > FUNNY STORY: Here is Tech Support's non-response to my problem, described > farther down: > I've found a new (to me) species of error in FinancialData. > > One example is the price of the following stock on Feb 10, 2011: > > s = "JANFX"; > FinancialData["JANFX", "Name"] > FinancialData["JANFX", {{2011, 2, 9}, {2011, 2, 11}}] > > "Janus Flexible Bond Fund D Shar" > > {{{2011, 2, 9}, 10.25}, {{2011, 2, 10}, 10.23}, {{2011, 2, 11}, > =C2 =C2 10.24}} > > As you see, FinancialData says the price was 10.23. > > But I BOUGHT the stock through Janus Funds on that day, and the price was > 10.36. > > Moreover, if I go to Yahoo's interactive price chart for the stock at the > following page, 10.36 is the price I find: Prices do vary continuously, they don't stay the same for a whole day, At the moment you bought it was 10.36. At the moment the data source was sampled it was 10.23. Usually historical data use the closing price, AFAIK. I see nothing strange in this. > So... where are the errors really coming from? > > This is not an astronomically large price or a Missing["Not Available"] > price; it's within 2% of the correct price. But it's wrong. > > These errors make it very difficult to trust FinancialData for any useful > purpose. If a difference of less than 2% in the historical market data influences your algorithms, I won't trust your conclusions. :) Cheers
- Follow-Ups:
- Re: FinancialData errors
- From: Michael Stern <nycstern@gmail.com>
- Re: FinancialData errors
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- Re: FinancialData still broken
- From: DANA DELOUIS <dana.del@gmail.com>
- Re: FinancialData still broken