Re: sector-based analysis using FInancialData[]
- To: mathgroup at smc.vnet.net
- Subject: [mg95039] Re: [mg95008] sector-based analysis using FInancialData[]
- From: Bob Hanlon <hanlonr at cox.net>
- Date: Sun, 4 Jan 2009 07:32:03 -0500 (EST)
- Reply-to: hanlonr at cox.net
FinancialData["^DJI", "Name"]
Dow Jones Industrial Average I
DateListLogPlot[FinancialData["^DJI", All]]
Length[djusIndices =
Select[FinancialData["Indices"], StringMatchQ[#, "^DJUS*"] &]]
191
FinancialData[#, "Name"] & /@ Take[djusIndices, 10]
{Dow Jones U S Total Market Ind,Dow Jones Islamic MKT Us Titans,Dow
Jones Islamic Market U S T,Dow Jones U S Aerospace And Defe,Dow Jones U
S Delivery Service,Dow Jones U S Asset Managers I,Dow Jones U S
Electronic Equip,Dow Jones Us Aluminum,Dow Jones U S Medical
Equipmen,Dow Jones U S Automobiles And Pa}
Selecting subset of indices for which financial data is available:
djusIndices2 = Select[djusIndices, Length[FinancialData[#, All]] > 1 &]
{^DJUS,^DJUSBT,^DJUSCH,^DJUSEN,^DJUSL,^DJUSM,^DJUSS}
FinancialData[#, "Name"] & /@ djusIndices2
{Dow Jones U S Total Market Ind,Dow Jones Us Biotechnology Inde,Dow
Jones Us Chemicals Index,Dow Jones U S Oil And Gas Index,Dow Jones Us
Large Cap Index,Dow Jones Us Mid Cap Index,Dow Jones Us Small Cap Index}
DateListLogPlot[FinancialData[#, All]] & /@ djusIndices2
The data only goes back to 2000
Bob Hanlon
On Sat, Jan 3, 2009 at 12:42 PM , Andreas wrote:
> Does Mathematica 7 have sector index data available via the
> FinancialData[] function?
> I can get a list of sectors with this:
>
> FinancialData["Sectors"]
>
> and I can get prices on the iShares funds which track sector indexes
> i.e:
>
> Dow Jones U.S. Consumer Goods Index (IYK), Dow Jones U.S.
> Consumer Services Index (IYC),
> Dow Jones U.S. Select Home Construction Index (ITB),
> S&P Global Consumer Discretionary Index (RXI),
> S&P Global Consumer Staples Index (KXI),
> Dow Jones U.S. Energy Sector Index Fund (IYE),
> Dow Jones U.S. Oil & Gas Exploration & Production Index Fund (IEO),
> Dow Jones U.S. Oil Equipment & Services Index Fund (IEZ)
> ..
>
> but these only give data back (at best) to 2000.
>
> Can I get data for the indexes themselves? If so where do I find the
> symbol names?
>
> Thx.