Re: Random prices from FinancialData
- To: mathgroup at smc.vnet.net
- Subject: [mg120761] Re: Random prices from FinancialData
- From: James Stein <mathgroup at stein.org>
- Date: Tue, 9 Aug 2011 07:19:56 -0400 (EDT)
- Delivered-to: l-mathgroup@mail-archive0.wolfram.com
- References: <201108080819.EAA04584@smc.vnet.net>
This problem must be very frustrating.
FWIW, on a Mac OS v10.6.8 with Mathematica v8.0.1.0,
just before noon Pacific TIme on (Black?) Monday
(which I assume is a "harder" test than running on Sunday),
all works as expected: all differences are zero.
Perhaps (low probability, I know) some process on your computer is
interfering with
network communications, overwriting buffers, whatever. I was going to
suggest running your tests on another computer -- but since you can't easily
transfer Mathematica to another computer, perhaps if you tell the group what
kind of computer and OS you have, someone will volunteer to test your
program.
IIRC, no one has reproduced your problem...?
On Mon, Aug 8, 2011 at 1:19 AM, DrMajorBob <btreat1 at austin.rr.com> wrote:
> 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
>
- References:
- Random prices from FinancialData
- From: DrMajorBob <btreat1@austin.rr.com>
- Random prices from FinancialData