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Re: Random prices from FinancialData

  • To: mathgroup at smc.vnet.net
  • Subject: [mg120769] Re: Random prices from FinancialData
  • From: "Chris Degnen" <degnen at cwgsy.net>
  • Date: Tue, 9 Aug 2011 07:21:27 -0400 (EDT)
  • Delivered-to: l-mathgroup@mail-archive0.wolfram.com
  • References: <j1o6cm$4i0$1@smc.vnet.net>

DrMajorBob, This reply doesn't directly address your post, but I have been 
observing Yahoo and Wolfram quotes both varying substantially.
I have noticed that if the Last Trade result from Yahoo contains a time 
rather than a date, it is likely to be correct.

quotes = Import[
"http://finance.yahoo.com/d/quotes.csv?s=CLU11.NYM+GBPUSD=X+DX-Y.NYB+^FTSE+\
^GSPC+E3X.L+^GDAXI+^N225+000001.SS&f=snabll1ohgp"];
quoteset =
Append[quotes[[All, 6]],
DateString[{"Time", " ", "Day", "/", "Month", "/", "Year"}]];
TableForm[quotes,
TableHeadings -> {None, {"Symbol", "Name", "Ask", "Bid", "Last Trade",
"Last Price", "Open", "High", "Low", "Previous Close"}}]

indices = {"NYM:CLU11", "GBP/USD", "NYB:DX-Y", "^FTSE", "^GSPC", "LSE:E3X",
"^GDAXI", "^N225", "SS:000001"};
set = Append[FinancialData[#] & /@ indices,
DateString[{"Time", " ", "Day", "/", "Month", "/", "Year"}]];
TableForm[{quoteset, set, Append[Most[quoteset] - Most[set], ""]},
TableHeadings -> {{"Yahoo", "Wolfram", "Delta"}, {"WTI", "GBP/USD", "DX",
"FTSE", "S&P", "Eurofirst", "DAX", "Nikkei", "Shangahi", "Time & Date"}}]



----- Original Message ----- 
From: "DrMajorBob" <btreat1 at austin.rr.com>
Newsgroups: comp.soft-sys.math.mathematica
Sent: Monday, August 08, 2011 9:22 AM
Subject: [mg120769] Random prices from FinancialData


> 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
> 






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