I have always struggled to use the FinancialData interface and encountered many self caused problems. I have been using sample data to compare against but I can never seem to get them to match.
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The ETFs that I'm interested in have been restored - thank you. Let me now ask about Mutual Funds. I'm getting nothing back from FinancialData on any of the ones on my list of interest. Have mutual funds been restored? If so, is there something tricky in how the call is made in FinanicalData that is tripping me up? An example that works would be helpful. If not, what's the planned timetable? Let me just add that I appreciate that Wolfram keeps working on improving this data feed. The support team is getting the brunt of our frustrations for a situation not of your making. Thank you for your continuing support.
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Did anyone manage to access S&P500? FinancialData["SP500“] is used in Tutorial Videos on wolfram.com but returns Missing[NotAvailable]!
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I had a lot of issues using FinancialData and I can't find good docs on the full tickers to use (whether to prepend the exchange or not, it seems rather random). Is there an updated docs on how to query FinancialData? To date, I have only been working off some external sample data.
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Thank you for the advice, I did finally out of desperation, when I decided that maybe Mathematica does not know what it has access to. After all, have you Tried FinancialData[]? There is No NYSE:MBT I assumed that Mathematica knows what data it has access to. Turns out no. But this means debugging a large portfolio is a monumental waste of time. Not only stocks randomly need a listing exchange, MBT did not need it a few months ago, but FinanciaData [] also incorrectly says what exists and what does not! The thing is a mess and needs to be fixed.
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Yes NYSE:MBT does work, this is another gripe, the listing stock exchange is required for some stocks, but not for others, and this changes over time, MBT used to be fine without NYSE. Now it is not. This means I have to redefine my portfolio. But since NYSE:MBT is not listed in FinancialData[], then debugging what is wrong with my definitions is exceedingly hard. I assumed it just disappeared. Turns out no. But I only arrived at this when I manually used FInancialData with random dates on all my stocks with the listing exchange defined. When you have a lot of portfolios defined - that is a lot of wasted time. Whereas this tool was supposed to save me time. My point holds, please fix FInancialData. Mathematica was one of few programs that claimed it has a built in functionality to retrieve historical stock price data. The way things are now, it is easier to get data via excel manually from Yahoo, or some other API/Provider and then import it.
But If I am to generate my own historical data and import via Excel, then I could have used other software packages, including ones which are better designed for a MAC and office integration, and ones which are also for free!
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I forgot, thank you for the help and quick reply! I hope this gets fixed soon.
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Great paid options for data that are reasonably priced:
https://eodhistoricaldata.com
and https://intrinio.com/ I had to move away from FinancialData years ago. Reliability and quality of the data for serious use was very poor. I've used both of the data providers above and both are excellent for the price. Best
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Dear Wolfram colleagues, Would be nice to get an answer to my question on the expected time for data availability from Milan, Amsterdam, Madrid stock exchanges and the historical series range posted almost one month ago. Thanks.
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Do I have the NASDAQ index incorrect here?:
FinancialData["NASDAQ"]
Missing["NotAvailable"]
Also how is S&P 500 accessed? I guess DJI is still unavailable. Thanks,
David
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Just to complement my previous message: Checked some of the historical values. Unless a programming mistake, this really looks less enthusiastic. As you can see for the first 12 ETF in the list for which data are available: Initial historical values before data discontinued in August 2019:
{{1, {2017, 1, 24}}, {2, {2015, 11, 10}}, {3, {2005, 3,
2}}, {4, {2008, 10, 13}}, {5, {2009, 3, 4}}, {6, {2008, 10,
6}}, {7, {2013, 9, 10}}, {8, {2016, 5, 10}}, {9, {2014, 9,
16}}, {10, {2010, 6, 23}}, {11, {2009, 3, 4}}, {12, {2010, 6, 16}} First historical data available now:
{{1, {2017, 2, 8}}, {2, {2018, 3, 1}}, {3, {2018, 2, 14}}, {4, {2018,
2, 14}}, {5, {2009, 3, 4}}, {6, {2018, 3, 23}}, {7, {2018, 4,
5}}, {8, {2018, 4, 5}}, {9, {2018, 4, 5}}, {10, {2018, 4,
5}}, {11, {2018, 4, 18}}, {12, {2018, 4, 18}}, In this small example, we're talking of having lost in some cases daily data (i.e. number 3) for over 14 years (!) with all the implied statistical lost.
I understand I could nevertheless join the two series from my files...however... Thanks.
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Hi Alan, Many thanks for the update. Much appreciated. As you may see below, the picture now looks much more promising. Haven't checked historical values yet, but current values for tickers from the exchanges for which access is already granted work 100% fine:
{1, "PA:EGOV", 55.69},
{2, "PA:CBBB", 16.2359},
{3, "PA:C40 ", 89.99},
{4, "PA:C50 ", 85.97},
{5, "PA:CD8 ", 128.58},
{6, "PA:CEU ", 254.38},
{7, "PA:AHYE", 237.372},
{8, "PA:AFLE", 50.3074},
{9, "PA:AFRN", 101.029},
{10, "PA:X1G ", 255.949},
{11, "PA:CV9 ", 236.778},
{12, "PA:ANX ", 97.65},
{13, "XMCE:BBVAE", Missing["NotAvailable"]},
{14, "XMCE:BBVAI", Missing["NotAvailable"]},
{15, "DE:DXSP", 11.172},
{16, "MI:XDAX", Missing["NotAvailable"]},
{17, "DE:DBPD", 2.6875},
{18, "MI:OILB", Missing["NotAvailable"]},
{19, "MI:CORN", Missing["NotAvailable"]},
{20, "MI:BULL", Missing["NotAvailable"]},
{21, "MI:NGAS", Missing["NotAvailable"]},
{22, "MI:PHAU", Missing["NotAvailable"]},
{23, "MI:PHPT", Missing["NotAvailable"]},
{24, "MI:PHAG", Missing["NotAvailable"]},
{25, "MI:AIGP", Missing["NotAvailable"]},
{26, "MI:SBUL", Missing["NotAvailable"]},
{27, "MI:SOIL", Missing["NotAvailable"]},
{28, "MI:WEAT", Missing["NotAvailable"]},
{29, "MI:CRUD", Missing["NotAvailable"]},
{30, "MI:IFFF", Missing["NotAvailable"]},
{31, "MI:AGED", Missing["NotAvailable"]},
{32, "BE:IS0C", Missing["NotAvailable"]},
{33, "DE:2B76", 8.029},
{34, "MI:FXC", Missing["NotAvailable"]},
{35, "DE:EXS1", 117.68},
{36, "AS:CSX5", Missing["NotAvailable"]},
{37, "L:ISF", 7.431},
{38, "MI:SJPA", Missing["NotAvailable"]},
{39, "MI:DGTL", Missing["NotAvailable"]},
{40, "DE:EXI2", 46.79},
{41, "DE:EXI3", 269.3},
{42, "DE:EUNW", 106.15},
{43, "DE:IQQH", 7.076},
{44, "DE:IS0E", 11.398},
{45, "MI:HEAL", Missing["NotAvailable"]},
{46, "DE:IS0R", 95.818},
{47, "DE:IUS7", 106.07},
{48, "DE:IS0Q", 96.16},
{49, "DE:IUSQ", 52.},
{50, "AS:IEER", Missing["NotAvailable"]},
{51, "AS:IEMA", Missing["NotAvailable"]},
{52, "AS:IMEU", Missing["NotAvailable"]},
{53, "MI:IJPE", Missing["NotAvailable"]},
{54, "DE:IBCH", 59.258},
{55, "DE:EXXT", 85.86},
{56, "DE:IS0D", 13.016},
{57, "MI:CINA ", Missing["NotAvailable"]},
{58, "MI:CRB ", Missing["NotAvailable"]},
{59, "MI:AUST", Missing["NotAvailable"]},
{60, "PA:CAC ", 59.84},
{61, "PA:DAX ", 129.68},
{62, "PA:DJE ", 270.6},
{63, "MI:EST ", Missing["NotAvailable"]},
{64, "PA:CRP ", 155.399},
{65, "PA:CSH", 104.632},
{66, "PA:MSED", 186.52},
{67, "PA:MSE ", 37.405},
{68, "PA:BXX ", 2.742},
{69, "PA:LVE ", 33.71},
{70, "PA:BSX ", 14.466},
{71, "MI:LEVMIB", Missing["NotAvailable"]},
{72, "MI:BERMIB", Missing["NotAvailable"]},
{73, "XMCE:LYXIB", Missing["NotAvailable"]},
{74, "XMCE:IBEXA", Missing["NotAvailable"]},
{75, "XMCE:2INVE", Missing["NotAvailable"]},
{76, "XMCE:INVEX", Missing["NotAvailable"]},
{77, "MI:BRA ", Missing["NotAvailable"]},
{78, "PA:JPN ", 137.69},
{79, "MI:LATAM ", Missing["NotAvailable"]},
{80, "PA:LVD ", 121.98},
{81, "PA:LVC ", 25.57},
{82, "PA:ES10", 177.93},
{83, "PA:LEM ", 11.492},
{84, "PA:MEU ", 141.51},
{85, "PA:INR ", 18.006},
{86, "PA:WLD ", 221.19},
{87, "PA:LQQ ", 399.},
{88, "MI:UST ", Missing["NotAvailable"]},
{89, "PA:PAF ", 9.285},
{90, "PA:RUS ", 49.045},
{91, "PA:SP5 ", 31.655},
{92, "PA:SHC ", 16.986},
{93, "PA:SEL ", 18.195},
{94, "MI:BNK ", Missing["NotAvailable"]},
{95, "MI:OIL ", Missing["NotAvailable"]},
{96, "MI:TNO ", Missing["NotAvailable"]},
{97, "MI:TELE ", Missing["NotAvailable"]},
{98, "MI:UTI ", Missing["NotAvailable"]},
{99, "PA:BX4 ", 2.76},
{100, "MI:HK", Missing["NotAvailable"]},
{101, "DE:SYBM", 66.076},
{102, "DE:SPYJ", 36.995},
{103, "DE:SPYF", 64.95},
{104, "DE:SPYA", 63.94},
{105, "DE:SPYM", 53.69},
{106, "PA:ERO", 230.22},
{107, "DE:ZPRS", 72.99},
{108, "DE:SPY4", 56.01},
{109, "DE:SPY5", 310.47},
{110, "DE:ZPDD", 33.19},
{111, "DE:ZPDS", 27.225},
{112, "DE:ZPDF", 30.805},
{113, "DE:ZPDH", 27.365},
{114, "DE:ZPDI", 31.2},
{115, "DE:ZPDM", 25.04},
{116, "DE:ZPDT", 47.51},
{117, "AS:VEUR", Missing["NotAvailable"]},
{118, "AS:VFEM", Missing["NotAvailable"]},
{119, "AS:VUSA", Missing["NotAvailable"]},
{120, "L:VWRD", 0.95935},
{121, "L:VDPX", 0.262087},
{122, "L:VDJP", 0.314737},
{123, "L:VDVA", 0.339}
Would then be possible to know when is it expected to get availability to the remaining exchanges in the 123 sample: Basically Milan, Amsterdam and Madrid. This would be much appreciated to better plan a way forward. Thanks again for your support.
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I don't think people understand how expensive it is to redistribute or disseminate trade data. The regulatory and exchange costs alone make it prohibitive, to say nothing of the individual vendor. Trade data is a great example of something that increases in cost as it proliferates. I can tell you that if this was real-time, to access this data programatically as you do in WL (what the exchanges call "non-display") would add tens of thousands of dollars to an individual's monthly data costs, regardless of whether you are a professional or non-professional. Furthermore, it's not like WRI is offsetting these costs with ads like yahoo finance or whatever. DJI may be a simple dataset, but you can bet it has a prohibitive and skyrocketing redistribution cost. This is just my opinion but absent a professional datafeed, FinancialData will always be for academic purposes. Nobody can just eat data costs like this.
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Cary, I wonder then what has changed regarding DJI, which is nothing like "real time". I have used the dataset from 2018. Of course Mathematica programs have skyrocketed, becoming obsolete as operating systems are updated. David
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Yet, a seemingly simple dataset as Dow Jones International (DJI), which was useful for "years", is still not available.
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This was very helpful there was a provisioning problem with some of these ETFs, which should now be solved for the exchanges we have access to (and if not, please report any further problems):
In[58]:= FinancialData[{"PA:EGOV", "PA:CBBB", "PA:C40", "DE:DXSP",
"DE:DBPD", "DE:IS0Q", "L:VWRD", "L:VDPX", "L:VDJP"}, {"Symbol",
"Close"}]
Out[58]= {{"PA:EGOV",
Quantity[55.63600158691406, "Euros"]}, {"PA:CBBB",
Quantity[16.23539924621582, "Euros"]}, {"PA:C40",
Quantity[89.29000091552734, "Euros"]}, {"DE:DXSP",
Quantity[11.251999855041504`, "Euros"]}, {"DE:DBPD",
Quantity[2.7335000038146973`, "Euros"]}, {"DE:IS0Q",
Quantity[96.00199890136719, "Euros"]}, {"L:VWRD",
Quantity[0.9556000232696533, "BritishPounds"]}, {"L:VDPX",
Quantity[0.25882500410079956`, "BritishPounds"]}, {"L:VDJP",
Quantity[0.31636300683021545`, "BritishPounds"]}}
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Hi again, Alan. Thanks for the update. I am looking forward to receiving the new data. The ETF group I used to work with is quoted across the following exchanges: Paris, Xetra, London, Amsterdam, Berlin, Milan and Madrid. However I am encountering problems still when trying to get ETF quotes from Paris, Xetra and London exchanges. Kindly see below: 
As you can see, I only able to get 2 ETF quotes from Paris whilst all the rest are still missing. The same goes for Xetra and London. Any reason? Could you please help me on this?
Any expected date to be able to get the rest? Many thanks for your support.
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The discrepancy between "theoretically" available quotes and what is actually accessible through FinancialData should be significantly reduced with the next update of that paclet; a version is currently in testing which will update the list of valid ticker symbols and fix various other bugs. With the exception of some selected indexes for which we are still working to secure redistribution rights, tickers on the exchanges noted above in this thread are what FinancialData is now limited to:
- Bombay
- Frankfurt
- Hong Kong
- London
- NASDAQ
- NYSE
- Paris
- Shanghai
- Shenzhen
- Tokyo
- Toronto
- Xetra
As some people have noted, it's true that an individual may be able to scrape more extensive market data from various websites, but exposure in the Wolfram Language through FinancialData[] is in a different category from simple web display in the current landscape, bulk redistribution of financial data requires, in most cases, not only licensing from aggregators of financial data, but also direct agreements with individual exchanges. We've had to limit our coverage to the financial instruments that have historically seen the most usage through the Wolfram Language, and for which we are able to satisfy applicable distribution and reporting requirements for each exchange or other provider.
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Hello Allan If this is a problem that will indeed be solved, the least Wolfram can do is to officially announce when can its customers expect the fix. I find the "we are trying to secure additional agreements" explanation difficult to swallow. It feels halfhearted, especially when given in a digital forum thread that began 5 months ago. I've reported this issue to Tech Support on multiple occasions, the first one on July 2018 [CASE:4090958] ...18 months ago. Based on the fact that the problem remains, my gut tells me it won't be fixed. This is not a temporary glitch. This is particularly infuriating because it goes against Mathematica's advertised capabilities and the ease of use on real world data it's predicated upon. I guess the only way we can vent our frustrations is in forums like these. I'm hope I'm wrong. Thanks in advance for any help raising this issue inside the company.
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Hi Alan, Its good to see that things are moving ahead and service is progressively returning after got discontinued in August 2019. I am one of those heavily affected users for which a lot of work has turned completely useless. I still can see that even if some services are restored, big discrepancies remain between Mathematica catalogue of theoretically available quotes and those effectively available. In my case, I was working with a group of around 125 European ETFs and theyre still not available and this happens since August 2019. I understand that sometimes commercial issues with providers might come up, but it is less understandable to not receive a precise timeline for which the different pieces of info will be restored. This does not show very open and transparent, in particular as it has not been the case even when reached the company customer service. Hope we get better news soon. Thanks for your help.
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It is interesting that we can download ^GSPC from Yahoo, but can't access it using FinancialData. I really hope these issues can be resolved on a permanent basis.
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Extensive historical price data for companies listed on NYSE and NASDAQ remains available. Regarding one specific complaint above, note that L3 Technologies (now "L3Harris Technologies" after a merger earlier this year) is actually LHX, not LXH:
In[81]:= FinancialData["NYSE:LHX"]
Out[81]= Quantity[197.41000366210938`, "USDollars"]
Historical data (at least 10+ years in most cases) for stocks on ten major global exchanges has been restored:
In[103]:= FinancialData[{"DE:BMW", "PA:UBI", "L:LLOY", "HK:03690",
"MB:500096", "SS:601857", "SZ:000002", "F:SIE", "TSE:7203", "TO:RY"}]
Out[103]= {Quantity[74.0999984741211, "Euros"],
Quantity[60.439998626708984`, "Euros"],
Quantity[0.63919997215271, "BritishPounds"],
Quantity[102., "HongKongDollars"],
Quantity[459.6000061035156, "IndianRupees"],
Quantity[5.800000190734863, "ChineseYuan"],
Quantity[31.68000030517578, "ChineseYuan"],
Quantity[117.05999755859375`, "Euros"], Quantity[7744., "Yen"],
Quantity[103.83000183105469`, "CanadianDollars"]}
And as of last Friday, we've restored data for ~2300 ETFs. There were some gaps in historical data that should now be filled in:
In[102]:= FinancialData /@ {"NYSE:SPY", "NYSE:BSV", "NYSE:XLK",
"NYSE:SCHB", "NASDAQ:QQQ"}
Out[102]= {Quantity[320.8999938964844, "USDollars"],
Quantity[80.62999725341797, "USDollars"],
Quantity[90.72000122070312, "USDollars"],
Quantity[76.3499984741211, "USDollars"],
Quantity[210.86000061035156`, "USDollars"]}
A few remaining pieces noted above in this thread (including access to things like DJIA and IXIC) should be restored within the next week or so, along with historical dividend data.
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FinancialData["DJI"]
Missing[NotAvailable] Does this make sense to you?
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Yes (speaking to self!). Same problem mentioned above.
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Unfortunately, indices are still not completely resolved they require a number of additional agreements that we are in the process of trying to secure.
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When in college and grad school I used it for stats calculations, etc. Liked it. So I recently purchased the software for myself, and I must say that I am disappointed with the misleading advertising of its capabilities as far as FInancialData. You cannot access historical data of major indexes such as NASDAQ:QQQ, but you can access S&P500. Companies listed in the S&P 500 are missing. For example, LX3 Technologies "LXH" is La Juanita Airport... Not possible to access its historical data, or anything. It is just infuriating. When I was about to buy Mathematica I asked whether historical stock prices are available, I was assured via email that yes. So much for that.
Also, by looking at the help section you get the impression that FinancialData can access basic financial data. After reading this discussion, it turns out it cannot and most likely will not. I find the reply by Arnoud that Mathematica "will bring this functionality back online if and when it becomes viable to do so." as really off putting. Dear Arnoud:
- Is it viable to have a help section that misleads people? - Is it viable to not inform people about the limitations of FinancialData as far as basic market data? Why is it not viable to update the help section and indicate the limitations of FIanancialData? After all this problem no longer a temporary glitch. You get 15 day to try before you buy - admittedly I could have spend day and night testing all the possible capabilities and not trust Wolfram that their help section and email support is there to help and inform. My suggestion - bring the functionality back on line, or change the way you describe FiancialData so that people are not misled. Otherwise, users will just give up on you. There is nothing worse than not trusting that the described functionality is actually there, or that it can just disappear on a whim.
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Yes it seems indeed that stuff is missing. Very annoying.
This service is just very unreliable is my experience over the last 4 years.
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It's a shame but it's true. It's time to look for some other source for Data. I've been reluctant to try Qandl's APIs, but this might be it...
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Hi Enrique,
I found a site that has the ambition to replace the service
Yahoo always had. I always used Yahoo but then they cancelled their access through their API.
Quandl has not all stuff I need.
Did you try working with https://www.worldtradingdata.com/faq
I haven't but when I have time I'll give it a try.
Seems like a very easy API approach.
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How about stock market indices? DJIA and ^IXIC, for example, used to work and now don't. I just rewrote a bunch of R code in Mathematica and now it's all broken.
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FinancialData, FinancialIndicator, TradingChart and associated WolframAlpha Entity["Financial",..] functionality that access market data for free have been affected by the reconfiguration of our financial data providers. While historical prices/volume for stocks on North American exchanges will still be available, delayed quotes and data about mutual funds, indices, etc. are currently not available. We will bring this functionality back online if and when it becomes viable to do so.
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Arnoud, Thank you for explaining the situation. I realize a lot of this is outside Wolfram's control, but I would still like to strongly encourage you to bring back full functionality as soon as practical. (For me, FinancialData[] was the primary benefit of moving to version 12. Most of my development work during the last 6 months is now inoperable.) Can you suggest any alternatives/work arounds? I have a lot of Mathematica code that relies upon FinancialData[] to access ETF, mutual fund, international stocks, and indexes for historical price history. Regards, Steve
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Hi Arnoud,
Are you also considering of offering this as a paid solution? If the price is good I would not mind.
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Hello Arnoud I came across your reply to the original post as I've been having problems with FinancialData[] myself. It has been a month since your reply, does the problem persist?
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We've added metal prices and rates for many currency pairs, but stocks are still limited to historical prices for NASDAQ, NYSE, London, Toronto exchanges. Indices, mutual funds, ETFs have not been restored yet.
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Is it so? Metal prices are missing...
TimeSeries[FinancialData["COMEX:HG", {{2019, 9, 1}, Today}]]
Returns
TimeSeries::emptpth: Path is expected to be non-empty.
Note that this line is querying for data only for the last month
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Currently available only as properties of a small set of entities, not as listings on a futures exchange:
DateListPlot[
EntityValue[{Entity["Element", "Gold"], Entity["Element", "Silver"],
Entity["Element", "Platinum"], Entity["Element", "Palladium"]},
Dated["Price",
Interval[{DateObject[{2019, 9, 1}], DateObject[{2019, 9, 30}]}]]]]
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Hello Arnoud Some ten months ago you mentioned that
We've added metal prices and rates for many currency pairs, but stocks are still limited to historical prices for NASDAQ, NYSE, London, Toronto exchanges. Indices, mutual funds, ETFs have not been restored yet.
Would you happen to have any info on when futures will be restored? So far they're completely missing
FinancialData["Groups"]
{"Currencies", "Exchanges", "ExchangeTradedFunds", "IndexComponents",
"Indices", "MutualFunds", "Sectors", "Stocks"}
Rgrds,
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Hi,
Do you know if this issue will be solved?
When, how and is it going to be reliable?
Thank you,
Eduardo
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Wouldn't count on that... I contacted Wolfram support a few weeks ago. This is the reply I got:
Hello Fede, Thank you for contacting Wolfram Technical Support and
taking the time to send us your report. FinancialData, FinancialIndicator, TradingChart and associated
WolframAlpha Entity["Financial",..] functionality that access market
data for free have been affected by the decision of one of our
long-time service providers to stop delivering data. While historical
prices/volume for stocks on North American exchanges will still be
available, delayed quotes and data about mutual funds, indices, etc.
are currently not available. We are working to bring this functionality back online as soon as
possible. Sincerely, Wolfram Technology Group, Wolfram Research Inc.
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Thank you for the answer!!
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Yes, that has been happening to me too.
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