Mathematica 9 is now available
Services & Resources / Wolfram Forums / MathGroup Archive
-----

MathGroup Archive 2011

[Date Index] [Thread Index] [Author Index]

Search the Archive

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




  • Prev by Date: Poincare section for double pendulum
  • Next by Date: Re: Code is not working...
  • Previous by thread: Re: FinancialData errors
  • Next by thread: Re: FinancialData errors