Any update on this? The numebr of exchanges listed is still very poor...

Hello Arnoud and Alan

I'm re writing as I guess the post I wrote some three weeks ago went unnoticed.

As I said before, it has been months since you are saying that the services are going to be restored or something along that line.

Again, the question: the Group "Futures" is still missing from FinancialData... is it ever going to be back?

FinancialData["Groups"]

Returns everything except "Futures"

{"Currencies", "Exchanges", "ExchangeTradedFunds", "IndexComponents", 
"Indices", "MutualFunds", "Sectors", "Stocks"}

Needless to say, Wolfram's own examples do not run...

Find the current price for a troy ounce of gold in US dollars:
https://wolfram.com/xid/0bnh0gq21j3fm-gpsd7


In[1]:= FinancialData["XAU/USD"]    
Out[1]= FinancialData::notent: XAU/USD is not a known entity, class, or tag for FinancialData. Use FinancialData[] for a list of entities.  

I came across Alan's reply on Stack Exchange on the matter saying that in ver12.1 the documentation was going to more accurately reflect the capabilities of the built-in symbol ... but it ended being as vague as before (i.e. the same examples that do not run)

Curated data on StackExchange

I'd really appreciate a straight answer. Thx in advance for your reply.

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.

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.

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.

Data on MBT hasn't gone away:

In[118]:= FinancialData["NYSE:MBT"]
Out[118]= Quantity[8.890000343322754, "USDollars"]

But you're right that this symbol doesn't show up in the list returned by FinancialData[] or through any of the pattern-matching syntax supported by the function. We'll investigate.

Wolfram could introduce delayed quotes and economic data subscription for individuals, at say USD 40-50 per month.

With the power of the Wolfram language it could be economically feasible to dedicate resources to even aggregate from primary sources.

In the interim, CountryData["UnitedStates", {"GDPRealGrowth", {2015, 2020}}] returns blank.

https://eodhistoricaldata.com - appropriate for quotes but lacks economic data - they promised it soon.

https://intrinio.com/ - good catalogue and becomes very expensive very quickly.

For everything else, there is Bloomberg data feed at USD 25,000 per year.

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.

David,

Nothing in WL is real-time, I was just giving an example of how astronomical data costs are. I can only speak to buy-side so I gave a personal example, though I'm sure sell-side is equally awful. Buying data is not just paying the vendor, you also have to pay exchanges and regulatory fees and the exchanges have carte blanche to raise the license fees as much and as often as they see fit. And indeed, they do. The example I gave regarding non-display is a recent example where monthly costs went up 5x overnight. It started with NYSE and now all exchanges are following suit. The environment has rapidly changed and it's unreasonable to expect WRI or anyone to provide any kind of trade data without the specific intent to directly monetize it. If I recall correctly, DJI is run by S&P Global. I've dealt with them before and wouldn't be surprised if DJI redistribution costs as much as a house.

The best option for free data right now is an Interactive Brokers account with Jonathan Kinlay's MATH-TWS package. You can get real-time there, though I'm sure historical is limited by IB.

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.

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"]}}

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.

Hi Alan,

It’s 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 they’re 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.

Unfortunately, indices are still not completely resolved — they require a number of additional agreements that we are in the process of trying to secure.

FinancialData["DJI"] Missing[NotAvailable]

Does this make sense to you?

Hi, Do you know if this issue will be solved? When, how and is it going to be reliable? Thank you, Eduardo

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

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...

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.

Thank you for the answer!!