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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>