Re: FinancialData errors
- To: mathgroup at smc.vnet.net
- Subject: [mg120595] Re: FinancialData errors
- From: MinHsuan Peng <minhsuanp at wolfram.com>
- Date: Sat, 30 Jul 2011 06:01:53 -0400 (EDT)
- Delivered-to: l-mathgroup@mail-archive0.wolfram.com
- References: <201107222344.TAA28525@smc.vnet.net> <j0fos4$8p6$1@smc.vnet.net> <201107290841.EAA13348@smc.vnet.net>
On Jul 29, 2011, at 3:41 AM, DrMajorBob wrote: > FUNNY STORY: Here is Tech Support's non-response to my problem, described > farther down: > > Hello, > > Thank you for taking the time to send in this report to us. The accuracy > of the financial data depends on how quickly our sources of data provide > updates. A 15 minutes delay on current prices is common. Longer delays are > possible depending on the data. A complete list of the sources queried by > FinancialData is available at: > > http://reference.wolfram.com/mathematica/note/FinancialDataSourceInformation.html > > We are always looking for alternative sources of financial information to > query. If you have any suggestions on alternate sources of information we > should consider, please let us know. > > Sincerely, > > Sean Clarke > > > ========================== ========================== ====================== > > Now, isn't that special? The data is 5 months old, and TS tells me there's > a 15-minute delay? > > ========================== ========================== ====================== > > > 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: > > http://finance.yahoo.com/echarts?s=JANFX+Interactive#chart3:symbol=janfx;range=ytd;indicator=volume;charttype=line;crosshair=on;ohlcvalues=0;logscale=on;source=undefined > > So... where are the errors really coming from? > The price you bought and shown in yahoo's page was "RawClose" as described in the documentation of FinancialData as a unadjusted price. In[161]:= FinancialData["JANFX","RawClose",{{2011,2,10},{2011,2,10}}] Out[161]= {{{2011,2,10},10.36}} The default query is "Close" which has been adjusted by the dividends and stock splits. MinHsuan > 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. > > Bobby > > -- > DrMajorBob at yahoo.com >
- References:
- Re: FinancialData still broken
- From: DANA DELOUIS <dana.del@gmail.com>
- FinancialData errors
- From: DrMajorBob <btreat1@austin.rr.com>
- Re: FinancialData still broken