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Random prices from FinancialData

• To: mathgroup at smc.vnet.net
• Subject: [mg120736] Random prices from FinancialData
• From: DrMajorBob <btreat1 at austin.rr.com>
• Date: Mon, 8 Aug 2011 04:19:58 -0400 (EDT)
• Delivered-to: l-mathgroup@mail-archive0.wolfram.com
• Reply-to: drmajorbob at yahoo.com

FOR EXAMPLE, below you see both "Close" and "RawClose" prices varying  
randomly within ELEVEN seconds.

All the differences in the last three outputs should be zero for mutual  
funds, especially on a Sunday.

AbsoluteTiming[
  s1 = {#, FinancialData[#, "Close"], FinancialData[#, "RawClose"]} & /@
      janusStocks // Transpose;
  s2 = {#, FinancialData[#, "Close"], FinancialData[#, "RawClose"]} & /@
      janusStocks // Transpose;
  s3 = {#, FinancialData[#, "Close"], FinancialData[#, "RawClose"]} & /@
      janusStocks // Transpose;]
s1[[2 ;;]] - s2[[2 ;;]]
s1[[2 ;;]] - s3[[2 ;;]]
s2[[2 ;;]] - s3[[2 ;;]]

{10.728764, Null}

{{0., 0., 0., 0., 0., 0., 0., 0.79, 0., 0.}, {-4.06, 0., 0.,
   0., -1.61, 0., 0., 0.79, 0., 0.}}

{{0., -3.69, 0., 0., 0., 0., 0., 0.79, 0., 0.}, {0., 0., 0., 0., 0.,
   0., 0., 0., 0., 0.}}

{{0., -3.69, 0., 0., 0., 0., 0., 0., 0., 0.}, {4.06, 0., 0., 0., 1.61,
    0., 0., -0.79, 0., 0.}}

Bobby

-- 
DrMajorBob at yahoo.com

• Follow-Ups:
  • Re: Random prices from FinancialData
    • From: James Stein <mathgroup@stein.org>