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Re: Random prices from FinancialData

• To: mathgroup at smc.vnet.net
• Subject: [mg120751] Re: Random prices from FinancialData
• From: "Hans Michel" <hmichel at cox.net>
• Date: Tue, 9 Aug 2011 07:18:05 -0400 (EDT)
• Delivered-to: l-mathgroup@mail-archive0.wolfram.com
• References: <201108080819.EAA04577@smc.vnet.net>

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: [mg120751] 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>