Using financial and economic data in Mathematica

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Using financial and economic data in Mathematica

Postby Kathy_Bautista » Thu Jan 28, 2010 10:17 pm

Mathematica makes a large amount of financial and economic data available to its users...from current and historical stock, fund, index, and currency data, to socioeconomic data and time series for all countries.
http://reference.wolfram.com/mathematic ... cData.html

How do you and your students utilize this data within your courses?

What additional types of financial and economic data would be useful for you and your students to have available in future versions of Mathematica?

-Kathy
Katherine Bautista
Senior Academic Program Manager
Wolfram Research, Inc.
http://www.wolfram.com
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Re: Using financial and economic data in Mathematica

Postby Velappan_ Periasamy » Mon May 03, 2010 6:25 pm

Sir,
Could you pls telL me how to get the data for RCOM.NS?
thanks
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Re: Using financial and economic data in Mathematica

Postby Justin_Smith » Tue May 04, 2010 5:16 pm

Velappan_ Periasamy wrote:Sir,
Could you pls telL me how to get the data for RCOM.NS?
thanks



FinancialData["RCOM.NS"]

-or-

FinancialData["RCOM.NS", "Properties"]
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Re: Using financial and economic data in Mathematica

Postby Velappan_ Periasamy » Thu Jun 10, 2010 5:28 pm

sir
pls give me the financial data for the above company (Rcom.ns) from 1-1-2010 till today
post your data
thanks
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Re: Using financial and economic data in Mathematica

Postby Justin_Smith » Wed Jul 07, 2010 5:38 pm

Velappan_ Periasamy wrote:sir
pls give me the financial data for the above company (Rcom.ns) from 1-1-2010 till today
post your data
thanks


Sorry for the delay. Please send me a PM for faster replies. :mrgreen:


FinancialData["RCOM.NS", {"JAN,1,2010"}]

{{{2010, 1, 4}, 175.25}, {{2010, 1, 5}, 181.45}, {{2010, 1, 6},
181.5}, {{2010, 1, 7}, 183.8}, {{2010, 1, 8},
181.1}, {{2010, 1, 11}, 181.85}, {{2010, 1, 12},
175.3}, {{2010, 1, 13}, 175.7}, {{2010, 1, 14},
182.85}, {{2010, 1, 15}, 191.3}, {{2010, 1, 18},
190.05}, {{2010, 1, 19}, 186.5}, {{2010, 2, 11},
169.5}, {{2010, 2, 15}, 164.9}, {{2010, 2, 16},
168.4}, {{2010, 2, 17}, 170.35}, {{2010, 2, 18},
167.1}, {{2010, 2, 19}, 161.7}, {{2010, 2, 22},
160.4}, {{2010, 2, 23}, 160.5}, {{2010, 2, 24},
156.95}, {{2010, 2, 25}, 155.}, {{2010, 2, 26},
156.6}, {{2010, 3, 2}, 159.65}}
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Re: Using financial and economic data in Mathematica

Postby Velappan_ Periasamy » Sat Aug 21, 2010 4:11 pm

How to get a sliding stock chart using Manipulate command

As I am varying the x-axis I should get a dynamic chart
that is my aim
fox example

Manipulate[ DateListPlot[FinancialData["GE", {{ x}}], Filling -> Axis], {x, 2002, 2005}]

thanks
veeps
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Re: Using financial and economic data in Mathematica

Postby Justin_Smith » Mon Aug 23, 2010 2:59 pm

Velappan_ Periasamy wrote:How to get a sliding stock chart using Manipulate command

As I am varying the x-axis I should get a dynamic chart
that is my aim
fox example

Manipulate[ DateListPlot[FinancialData["GE", {{ x}}], Filling -> Axis], {x, 2002, 2005}]

thanks
veeps


Hi Veeps,

Here's how I approached this:

Manipulate[
DateListPlot[FinancialData["GE", {"2002", ToString[x]}]], {x, 2003,
2009, 1}]


- Justin
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Re: Using financial and economic data in Mathematica

Postby Gregory » Thu Jul 28, 2011 4:00 pm

I strongly recommend hardwiring financial data in notebooks for use in presentations or CDFs because FInancialData cannot be relied upon to get you what you need. I suspect that this is not a problem with the function but with availability at the source. If I want the current value of the S&P500 index, I can get it most of the time using FinancialData["^SPX"], but ask for a time series of even a few months and it's a crap shoot. I haven't been able to get it for the past few days.

Regards,

Gregory
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Re: Using financial and economic data in Mathematica

Postby telefunkenvf14 » Thu Jul 28, 2011 9:10 pm

IMO, the best way to get financial/commodity data in (MMA version 8) is now via the programmatic interface to Wolfram|Alpha.

My understanding is that the FinancialData function is based around Yahoo's Finance API, putting you (and Wolfram tech support? :lol: ) at the mercy of Yahoo in regards to data availability and performance. (WRI: Feel free to correct me if I'm wrong...)

For example, my experience with commodity price queries (say, for things like gold or gasoline futures; note: *NOT* for things like stock prices): FinancialData *might* get you the current price, if you're lucky, and queries on historical commodity data frequently return as Missing (and are likely to cause swearing). On the other hand, Wolfram|Alpha is constantly grabbing, curating and storing this data in the cloud, making this the preferred approach moving forward.

Also, if you have a presentation to give and are worried about connection issues, you could always design a system to fail gracefully and access a local backed-up copy of the data.

-RG
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