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Re: FinancialData errors

  • To: mathgroup at smc.vnet.net
  • Subject: [mg120580] Re: FinancialData errors
  • From: DrMajorBob <btreat1 at austin.rr.com>
  • Date: Sat, 30 Jul 2011 05:59:08 -0400 (EDT)
  • Delivered-to: l-mathgroup@mail-archive0.wolfram.com
  • References: <201107222344.TAA28525@smc.vnet.net> <j0fos4$8p6$1@smc.vnet.net>
  • Reply-to: drmajorbob at yahoo.com

Your reply DID stimulate useful experimentation.

For instance:

FinancialData[
    "JANFX", #, {{2011, 2, 10}, {2011, 2, 10}}] & /@ {"Close", "High",
   "Low", "Open", "Price", "Range", "RawClose", "RawHigh", "RawLow",
   "RawOpen"}

{{{{2011, 2, 10}, 10.23}}, {{{2011, 2, 10}, 10.23}}, {{{2011, 2, 10},
    10.23}}, {{{2011, 2, 10}, 10.23}}, {{{2011, 2, 10},
    10.23}}, {{{2011, 2, 10}, {10.23, 10.23}}}, {{{2011, 2, 10},
    10.36}}, {{{2011, 2, 10}, 10.36}}, {{{2011, 2, 10},
    10.36}}, {{{2011, 2, 10}, 10.36}}}

The high, low, open, price, and range returned are nonsense, but the "Raw"  
numbers agree with reality, so I may be on the road to what I want.

Bobby

On Fri, 29 Jul 2011 03:48:42 -0500, Pierpaolo Bernardi  
<olopierpa at gmail.com> wrote:

> 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},
>>     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


-- 
DrMajorBob at yahoo.com




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