Re: Re: Financial Data - Currencies
- To: mathgroup at smc.vnet.net
- Subject: [mg106137] Re: [mg106086] Re: Financial Data - Currencies
- From: DrMajorBob <btreat1 at austin.rr.com>
- Date: Sat, 2 Jan 2010 05:07:18 -0500 (EST)
- References: <hhhmok$obj$1@smc.vnet.net> <201001011034.FAA05112@smc.vnet.net>
- Reply-to: drmajorbob at yahoo.com
Very nice! Bobby On Fri, 01 Jan 2010 04:34:06 -0600, Chris Degnen <degnen at cwgsy.net> wrote: > On 31 Dec, 08:18, robert prince-wright <robertprincewri... at yahoo.com> > wrote: >> Does anyone know how to get the names corresponding to the currencies >> available from FinancialData? If you use the command below you get a >> list of 153 currencies - some of which are obscure so i was hoping to >> generate the names! >> >> currencyTickers = FinancialData["Currencies"] >> >> Also, why does FinancialData not give historical data for say GBP/USD? >> EUR/USD works, albeit over a limited time span, so you would think the >> data would be there for sterling. Several others don't work either.... >> perhaps this is a data server issue? >> >> R > > Here's some code for getting exchange rate history. Note the pages on > the Fed have slightly differing formats and are parsed accordingly. > Fortunately they don't change over time. > (If you're reading this post on the MathGroup beware the posting > program may have inserted semi-colons after the URLs. If so, they > should be deleted.) > > (* Extract EUR/USD exhange rate *) > euData1=Import["http://www.federalreserve.gov/releases/h10/hist/ > dat00_eu.txt","Data"]; > euData2={StringReplace[#," "<>" "..->","]}&/@euData1; > euData3=Select[euData2,StringLength[#]=={16}&]; > euData4=First[StringSplit[#,","]]&/@euData3; > euData5={DateList[#[[1]]],ToExpression[#[[2]]]}&/@euData4; > (* Extract GBP/USD exhange rate *) > ukData1=Import["http://www.federalreserve.gov/releases/h10/hist/ > dat00_uk.txt","Data"]; > ukData2={StringReplace[#[[1]]," "<>" "..->","]}&/@ukData1; > ukData3=Select[ukData2,StringLength[#]=={17}&]; > ukData4=First[StringSplit[#,", "]]&/@ukData3; > ukData5={DateList[#[[1]]],ToExpression[#[[2]]]}&/@ukData4; > (* Plot exchange rates *) > Print[DateListPlot[{euData5,ukData5},ImageSize->600,PlotLabel->Style > ["\nExchange Rate History",20],Joined->True,Epilog->{Inset[Style["GBP/ > USD",12,Bold,Hue[106/117,0.6,0.6]],Automatic,{6,-7}], > Inset[Style["EUR/GBP",12,Bold,Hue[0.67,0.6,0.6]],Automatic,{-4,1}]}]]; > -- DrMajorBob at yahoo.com
- References:
- Re: Financial Data - Currencies
- From: Chris Degnen <degnen@cwgsy.net>
- Re: Financial Data - Currencies