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S&P 500 Index Historical Data "NotAvailable"

How can one get historical financial data of S&P 500 Index? Is this data available in Mathematica? This command results in missing data:

In[1]:= data = FinancialData["^SPX", {"1/1/2012", "12/31/2012"}]

Out[1]]= Missing["NotAvailable"]

POSTED BY: Tarkeshwar Singh
9 Replies

This post solutions are relevant: How to get FinancialData[] Exchange Rates ?

POSTED BY: Moderation Team
Posted 10 years ago

Thank you Sean, Quandl looks very promising for lots of things. Appreciate the info and the link. Also the nice bit of code.

POSTED BY: Chip Chapin

This code below manually pulls out the DJI members and gets their prices. This might be useful instead.

djiaMembers=WolframAlpha["Dow Jones members",{{"Result",1},"ComputableData"},PodStates->{"Result__More"}];
members=WolframAlpha["company "<>#,"WolframResult", TimeConstraint->60]& /@ djiaMembers;
mem=EntityValue[#,"Symbol"]& /@ Cases[members,Except[_Missing]];
findata=FinancialData[#,"Price",{{2000},{2010},"Month"}][[All,2]]&/@mem[[-12;;-3]];
POSTED BY: Sean Clarke

The reason that ^DJI isn't being served is that Yahoo finance is no longer serving the data. Yahoo finance is no longer serving it because the company which own the rights to that data has decided that it shouldn't be available through their API. (https://help.yahoo.com/kb/finance/SLN2332.html?impressions=true)

I would not expect this to change in the near future. If you need this financial data, it is probably best to find an alternate source of it. For Financial things, I often find Quandl useful: http://www.quandl.com/BCB/UDJIAD1

Given how often these sources availability change, you will need multiple sources of it. This is frustrating and part of the reason people pay for subscription services like Bloomberg.

Wolfram|Alpha used to be able to serve ^DJI via MorningStar. I'm not sure what has recently happened with that.

POSTED BY: Sean Clarke
Posted 10 years ago

Anybody have news on how long it's going to take them to fix the missing financial data?

POSTED BY: Chip Chapin

WRI in-house cognoscenti, any background on this behavior?

--Curious in Boston

POSTED BY: David Reiss

Note that if one goes to Wolfram|Alpha and asks it about these financial instruments (e.g.: "S&P 500 Index since 2009") it returns the following note:

Maintenance Notice:Reports for finance-related queries may be returning fewer results than usual. We appreciate your patience as we work through an update to our financial data infrastructure.

This note has been there for a some days now. So perhaps some further explanation of what the issue is will be forthcoming.

POSTED BY: David Reiss

FinancialData appears to have some problems at the moment (and in recent days). So, for example your problem returns no data. And also the following from the documentation

DateListLogPlot[FinancialData["^DJI", All]]

returns

DateListLogPlot[Missing["NotAvailable"]]

Perhaps someone from WRI can comment on these issues and any related ones?

POSTED BY: David Reiss

I am not really sure about the current problems with FinancialData, but some time ago in this community someone did discuss the command:

DateListLogPlot[FinancialData["^DJI", All]]

Someone from Wolfram said that that would not work anymore because the data was provided by Yahoo, and they do not provide ^DJI anymore. So no matter what the current problems are, that particular function will not work anymore. Oh, one second, ... here's the post by Sean Clarke:

http://community.wolfram.com/groups/-/m/t/224831?_19

I am not sure whether this is related/helps.

Cheers, Marco

POSTED BY: Marco Thiel
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