Re: Random prices from FinancialData
- To: mathgroup at smc.vnet.net
- Subject: [mg120756] Re: Random prices from FinancialData
- From: DrMajorBob <btreat1 at austin.rr.com>
- Date: Tue, 9 Aug 2011 07:19:01 -0400 (EDT)
- Delivered-to: l-mathgroup@mail-archive0.wolfram.com
- References: <201108080819.EAA04577@smc.vnet.net>
- Reply-to: drmajorbob at yahoo.com
Bottom line? If a function I use FOR MANAGING MY RETIREMENT INVESTMENTS is not ready for prime-time, make it disappear until it IS! Or at the very least, TELL ME not to depend on it. (I don't care where the problems originate -- at Yahoo, Wolfram, or elsewhere.) That said... FinancialData seems to work (for mutual funds) so long as I always give a specific TRADING date and use "RawClose", rather than letting anything default. Bobby On Mon, 08 Aug 2011 10:30:52 -0500, Hans Michel <hmichel at cox.net> wrote: > IS the FinancialData still considered experimental by WRI? It was > experimental in version 6.0 (previous to version 8) if I remember > correctly. > > > If not (experimental) then when did it cross over? And where are the > error > codes to outright tell the user that it is still Sunday in your time > zone or > the time zone the funds trade in so there is no data. Not missing data > but > there should be no data. > > The business rules need to be included in the results. > > I doubt that WRI host the data as they have made announcements regarding > partnerships with Financial data providers such as XIgnigte. So for some > of > the data your query goes from your CPU to WRI packlet server, to > financial > data partners, back to WRI packlet server, to your CPU. In the middle of > all > this stuff is also some Caching happening on your machine, on the > internet > (companies that cache data to get the illusion of greater speed), on > packlet > server, and on financial data providers. > > You just want a consistent result. I use other/additional data sources > for > financial data, does not mean that they are correct either. > > Hans > > -----Original Message----- > From: DrMajorBob [mailto:btreat1 at austin.rr.com] > Sent: Monday, August 08, 2011 3:20 AM > To: mathgroup at smc.vnet.net > Subject: Random prices from FinancialData > > 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
- References:
- Random prices from FinancialData
- From: DrMajorBob <btreat1@austin.rr.com>
- Random prices from FinancialData