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Random prices from FinancialData

  • To: mathgroup at smc.vnet.net
  • Subject: [mg120735] Random prices from FinancialData
  • From: DrMajorBob <btreat1 at austin.rr.com>
  • Date: Mon, 8 Aug 2011 04:19:46 -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 just TWELVE seconds.

This is Sunday, and these are mutual funds. They don't trade on Sunday,  
and they have only one price per business day.

Hence, all the differences in the last three outputs should be zero.

Date[]
s1 = {#, FinancialData[#, "Close"], FinancialData[#, "RawClose"]} & /@
     janusStocks // Transpose

{2011, 8, 7, 19, 23, 22.705869}

{{"JANWX", "JNOSX", "JNGIX", "JNGLX", "JNMCX", "JACNX", "JMSCX",
   "JNSGX", "JANFX", "JNSTX"}, {42.41, 40.54, 29.18, 24.89, 21.67,
   12.4, 12.1, 11.55, 10.79, 3.1}, {46.47, 40.54, 29.18, 24.89, 23.28,
   12.4, 12.1, 12.34, 10.79, 3.1}}

Date[]
s2 = {#, FinancialData[#, "Close"], FinancialData[#, "RawClose"]} & /@
     janusStocks // Transpose

{2011, 8, 7, 19, 23, 28.585068}

{{"JANWX", "JNOSX", "JNGIX", "JNGLX", "JNMCX", "JACNX", "JMSCX",
   "JNSGX", "JANFX", "JNSTX"}, {42.41, 40.54, 29.18, 24.89, 21.67,
   12.4, 12.1, 11.55, 10.79, 3.1}, {42.41, 40.54, 29.18, 25.95, 21.67,
   12.4, 12.1, 11.55, 10.79, 3.1}}

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

{2011, 8, 7, 19, 23, 34.382693}

{{"JANWX", "JNOSX", "JNGIX", "JNGLX", "JNMCX", "JACNX", "JMSCX",
   "JNSGX", "JANFX", "JNSTX"}, {42.41, 44.23, 31.87, 24.89, 23.28,
   12.4, 12.1, 11.55, 10.79, 3.1}, {42.41, 40.54, 29.18, 24.89, 21.67,
   13.61, 12.42, 11.55, 10.69, 3.1}}

{{0., 0., 0., 0., 0., 0., 0., 0., 0., 0.}, {4.06, 0., 0., -1.06, 1.61,
    0., 0., 0.79, 0., 0.}}

{{0., -3.69, -2.69, 0., -1.61, 0., 0., 0., 0., 0.}, {4.06, 0., 0., 0.,
    1.61, -1.21, -0.32, 0.79, 0.1, 0.}}

{{0., -3.69, -2.69, 0., -1.61, 0., 0., 0., 0., 0.}, {0., 0., 0., 1.06,
    0., -1.21, -0.32, 0., 0.1, 0.}}

Bobby

-- 
DrMajorBob at yahoo.com
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