Re: FinancialData errors
- To: mathgroup at smc.vnet.net
- Subject: [mg120597] Re: FinancialData errors
- From: DrMajorBob <btreat1 at austin.rr.com>
- Date: Sat, 30 Jul 2011 06:02:17 -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
> The default query is "Close" which has been adjusted by the dividends > and stock splits. Adjusted in what sense? Over what relevant time period? In the following, there are no splits or dividends in the time period requested: FinancialData[ "JANFX", #, {{2011, 2, 10}, {2011, 2, 10}}] & /@ {"Close", "High", "Low", "Open", "Price", "Range", "RawClose", "RawHigh", "RawLow", "RawOpen", "RawRange"} {{{{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}}, {{{2011, 2, 10}, {10.36, 10.36}}}} Does this "adjusted" price depend on splits and dividends from Feb 10th until NOW? If so, what good is that for analysis over a different time frame? And if so, shouldn't the following plot be monotone? GatherBy[Flatten[ FinancialData["JANFX", #, {2011, 2, 10}] & /@ {"Close", "RawClose"}, 1], First] /. {{dt_, adjusted_}, {dt_, raw_}} :> {dt, raw - adjusted} // DateListPlot Bobby On Fri, 29 Jul 2011 16:52:30 -0500, MinHsuan Peng <minhsuanp at wolfram.com> wrote: > > 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/FinancialDataSourceInformatio >> n.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 >> > -- DrMajorBob at yahoo.com
- References:
- Re: FinancialData still broken
- From: DANA DELOUIS <dana.del@gmail.com>
- Re: FinancialData still broken