Group Abstract Group Abstract

Message Boards Message Boards

0
|
11.3K Views
|
10 Replies
|
0 Total Likes
View groups...
Share
Share this post:

FinancialData for German Stock Exchange (DAX)

Jotwie
Posted 9 years ago

Hi,

I try to get the members of the German Stock Exchange (DAX), but neither FinancialData["^DAX","Members"] nor other variations of this command work. As I've read, there have been problems providing financial data - have they been solved? How do I get the members of the index mentioned above? And how do I get the names of firms whose mathematica code I don't know? Thank you Jotwie.
POSTED BY: Jotwie
10 Replies
Sort By:
Jotwie
Jotwie
Posted 9 years ago

Hello,

thank you, Sam. I'll try it if Marcos answer doesn't work.
POSTED BY: Jotwie
Jotwie
Jotwie
Posted 9 years ago

Hi,

what I didn't understand: how do I get my data from Thompson Reuters Eikon with Mathematica? Im am not a professional user - is the Wolfram Mathematica Finance Platform included in Mathematica? Where do I learn how to handle with it? Thank you Jotwie
POSTED BY: Jotwie

Could this be helpful?

Financial data from Quandl in Wolfram Language using QuandlLink
POSTED BY: Sam Carrettie
Jotwie
Jotwie
Posted 9 years ago

Hello again,

thanks to all who think about my problem. Unfortunately, it's still unsolved.

Why does "SAP" provide more Information than "F:SAP"? Is it always the case that SAP provides more information than F:SAP? What happens if I do that with other stocks of the DAX? For example, by replacing F:ADS by ADS I get "Alliance Data Systems Corporation" instead of Adidas. What I search is: a reliable method to get full Information of the price development of the stocks of the DAX. How can this be achieved? Thank you! Jotwie.
POSTED BY: Jotwie

Hi,

if you are unhappy with the quality of the yahoo data, which I believe are at the heart of the FinancialData request, you might want to try services like Thompson Reuters Eikon and here. We have that at our University and it does work with Mathematica. There is also the Mathematica Finance Platform, which links seamlessly to professional data providers.

They are more reliable and provide "full information".

Cheers,

Marco
POSTED BY: Marco Thiel
Jotwie
Jotwie
Posted 9 years ago

Hello again,

thank you a lot - but I still have problems. For example: FinancialData["F:SAP",{2016,1,25}] doesn't provide any stock price of February 2016. That can't be correct. Does anyone know how I get the DAX price index instead of the performance index? Thank you again! Jotwie
POSTED BY: Jotwie

Hi,

If I use

FinancialData["F:SAP",{2016,1,25}]

I get

enter image description here

So no data for that either. This one does appear to work:

FinancialData["SAP", {{2016, 1, 25}, {2016, 2, 25}}]

Cheers,

M.
POSTED BY: Marco Thiel
Jotwie
Jotwie
Posted 9 years ago

Dear M, (and all others)

thank you a lot - but: this isn't the correct list of the DAX members: Vonovia isn't contained in this list. How can I correct it? Thank you, Jotwie
POSTED BY: Jotwie

Hi,

either

i) you find a website with the members you want and then use a similar approach to mine. ii) or you add Vonovia manually to the list that is generated in my code. iii) or you write down all the list manually.

As an example, here is the data extracted from the respective Wikipediapage:

members = 
 "F:" <> # & /@ (StringSplit[#, " "] & /@ 
     StringSplit[StringSplit[StringSplit[Import["https://en.wikipedia.org/wiki/DAX"], "Employees"][[2]], "^Note"][[1]], "\n"])[[All, -3]]

Cheers,

Marco
POSTED BY: Marco Thiel

Hi,

Yahoo does not serve the data in that form anymore. But it is really easy to do yourself. If you have a website with all member-names you can generate that yourself. (This is not the most elegant piece of code, but it is really straight forward:)

members = 
 StringDrop[(StringSplit[#, {"(", ")"}] & /@ 
     StringSplit[
       StringSplit[
         StringSplit[
           Import["http://www.stockmarketsreview.com/thread/dax-30-companies-list-231/"], "DAX 30 Companies List"][[4]], 
         "Last edited"][[1]], "\n"][[4 ;; -2]])[[All, 2]], {2, 3}]

which gives

{"F:ADS", "F:ALV", "F:BAS", "F:BAYN", "F:BMW", "F:BEI", "F:CBK", \
"F:CON", "F:DAI", "F:DBK", "F:DB1", "F:LHA", "F:DPW", "F:DTE", \
"F:EOAN", "F:FME", "F:FRE", "F:HEI", "F:HEN", "F:IFX", "F:SDF", \
"F:LXS", "E:LIN", "F:MRK", "F:MUV2", "F:RWE", "F:SAP", "F:SIE", \
"F:TKA", "F:VOW"}

You can then ask for data for each of the members:

FinancialData[members[[1]], {{2016, 1, 1}, {2016, 3, 1}}]

enter image description here

Cheers,

M.
POSTED BY: Marco Thiel
Reply to this discussion
Community posts can be styled and formatted using the Markdown syntax.
Tag limit exceeded
Note: Only the first five people you tag will receive an email notification; the other tagged names will appear as links to their profiles.
Reply Preview
Attachments
Remove
or Discard