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Data Science Finance Curated Data Import and Export Wolfram Language

Saving Financial Data for faster access.

Posted 3 years ago

I am interested in reading financial data and I use the following statement: originalData = FinancialData[stock, "OHLCV", dateRange] // Normal // QuantityMagnitude; However, this always requires getting the data through the Internet (at least in my understanding). I would like to be able to read the data for a number of stocks (perhaps all of the S&P 500) over a certain period (and I don't care if it takes all night), but I would like to be able to store the data in a set of files (each file would be named after the stock whose data it has) so that in the future, when I want to read the data for a stock during a period of time included in the data, I can read it directly from the file on my computer. This would make it: 1) Faster 2) No longer dependent on me being connected to the Internet (since I use a Satellite connection (one of the disadvantages of living in a rural area is that a Satellite connection might be all you have) Could someone tell me how I could do that? I understand that perhaps using paclets might be the way to do it. Is it possible for me to do that?

POSTED BY: Henrick Jeanty

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Posted 3 years ago

Here is one way to do it. Get stock data: ticker = "AAPL"; dateRange = {{2020, 1, 1}, Today}; originalData = FinancialData[ticker, "OHLCV", dateRange] // Normal // QuantityMagnitude; Create a file name: fileName = StringJoin[ticker, "_", DateString[Today, {"Year", "Month", "Day"}]] Put in file: Put[originalData, fileName] Read in and check: newData = Get[fileName]; newData == originalData You can gather up the code in a function to create files for all the stocks and date ranges you'd like to store.

Here is one way to do it.

Get stock data:

ticker = "AAPL";
dateRange = {{2020, 1, 1}, Today};
originalData = FinancialData[ticker, "OHLCV", dateRange] // Normal // QuantityMagnitude;

Create a file name:

fileName = StringJoin[ticker, "_", DateString[Today, {"Year", "Month", "Day"}]]

Put in file:

Put[originalData, fileName]

Read in and check:

newData = Get[fileName];
newData == originalData

You can gather up the code in a function to create files for all the stocks and date ranges you'd like to store.

POSTED BY: Lee Godfrey

Posted 3 years ago

Hi Henrick, All thats been said above works fine. But I want to point out another method, using the function Iconize, which is new since 11.3. While connected to internet, in a notebook, evaluate `Iconize[`some data from the Wolfram servers, your name of the data`]`. The downloaded data will then reside within the notebook. Save the notebook. Close Mathematica. Disconnect internet. Restart Mathematica. Keep internet off. Open the saved notebook. Evaluate the icon: Click, Shift+Enter. The data is shown. Example: Iconize[PlanetData[PlanetData[], {"Name", "Radius"}], "Radiuses of planets"] The data saved in this way does not have to come from the web. It could also be the result from a time consuming computation within Mathematica.