mathematica | FinancialData Property Type : Example and Interpretation

  • FinancialData can retrieve data on U.S. and other stocks, mutual funds and other financial instruments, as well as indices, and currency exchange rates.
  • U.S. stocks and other financial instruments can be specified by standard ticker symbols such as .
  • Financial instruments can in general be specified by including the name of the exchange or listing, as in , etc. Indices are specified as  etc. The alternative form  can also be used.
  • FinancialData[patt, "Lookup"] gives a list of financial instruments whose symbols or names match the string pattern patt. The search is by default done only for U.S. financial instruments.
  • Prices are given in the currencies in which instruments are quoted.
  • Currency exchange rates are specified for example as  or .
  • Times and dates can be given in any date format supported by DateList{y} specifies the beginning of a year.
  • Possible periods include: .
  • All specifies every available date or time.
  • FinancialData["name", ..., {date}] gives results for a particular date.
  • FinancialData["name", "Properties"] gives a list of all properties available for a financial entity.
  • Properties related to the most recent available prices include:
  • "Ask"the lowest offer to sell currently available
    "Bid"the highest offer to buy currently available
    "LatestTrade"the price and time for the most recent available trade
    "Price"the price for the most recent available trade
  • The default data sources used by FinancialData typically give data delayed by 15 minutes or more.
  • All times are given for the location of the exchange on which a financial instrument is traded, or New York time for global instruments such as currencies.
  • Properties related to daily prices and trading include:
  • "Change"price change from the previous closing price
    "Close"latest known closing price
    "FractionalChange"fractional price change from the previous closing price
    "High"highest price during the trading day
    "Low"lowest price during the trading day
    "Open"opening price for the day
    "OHLC"list of open, high, low, and close values for the day
    "OHLCV"list of open, high, low, close, and volume for the day
    "Range"lowest and highest prices during the trading day
    "Return"daily return on a particular day, allowing dividends
    "Volume"number of units traded during the day
  • When markets are closed, daily information is given for the most recent trading day.
  • When historical price and trading properties are requested, daily values are given by default. Properties over longer periods can also be requested.
  • For historical data, properties such as  are adjusted for stock splits, dividends and related changes.
  • Properties related to raw historical daily prices include:
  • "RawClose"closing unadjusted price for a period
    "RawRange"lowest and highest unadjusted prices during a period
    "RawHigh"highest unadjusted price during a period
    "RawLow"lowest unadjusted price during a period
    "RawOpen"opening unadjusted price for a period
    "RawOHLC"list of unadjusted open, high, low, and close values for a period
  • Properties related to long-term historical prices and trends include:
  • "Average200Day"200-day moving average
    "Average50Day"50-day moving average
    "AverageVolume3Month"3-month average of daily trading volume
    "Change200Day"change in price from 200-day moving average
    "Change50Day"change in price from 50-day moving average
    "ChangeHigh52Week"change in price from 52-week high
    "ChangeLow52Week"change in price from 52-week low
    "CumulativeFractionalChange"cumulative fractional change over a given range of dates
    "CumulativeReturn"cumulative return over a given range of dates
    "FractionalChange200Day"fractional change in price from 200-day moving average
    "FractionalChange50Day"fractional change in price from 50-day moving average
    "FractionalChangeHigh52Week"fractional change from 52-week high
    "FractionalChangeLow52Week"fractional change from 52-week low
    "High52Week"highest price over preceding 52 weeks
    "Low52Week"lowest price over preceding 52 weeks
    "Range52Week"price range over preceding 52 weeks
    "Volatility20Day"price volatility over preceding 20 days
    "Volatility50Day"price volatility over preceding 50 days
  • Name-related properties include:
  • "CIK"CIK number
    "Company"name of corporate entity (if applicable)
    "Exchange"exchange to which financial entity refers
    "ISIN"International Securities Identifying Number
    "Name"English name for a financial entity
    "StandardName"standard Mathematica name for a financial entity
    "Symbol"ticker symbol
  • Company-related properties include:
  • "Sector"industry sector in which a company operates
    "SICCode"primary SIC code for a company
    "Website"company website URL
  • Fundamentals-related properties for companies include:
  • "BookValuePerShare"book value per share
    "FloatShares"number of shares available for trade in the open market
    "ForwardPERatio"forward price-to-earnings ratio estimate
    "MarketCap"market capitalization
    "PEGRatio"price-to-earnings divided by projected growth rate
    "PERatio"price-to-earnings ratio
    "PriceTarget"average of analysts' one-year price targets
    "PriceToBookRatio"price divided by book value
    "PriceToSalesRatio"price divided by annual sales
    "ShortRatio"fraction of trading volume sold short
    "YearPERatioEstimate"ratio of price to current year estimated earnings
  • Earnings-related properties for companies include:
  • "EarningsPerShare"earnings for the most recent four quarters
    "EBITDA"standard cash flow measure
    "ForwardEarnings"average analysts' earnings per share for the next year
    "QuarterForwardEarnings"average analysts' earnings per share for the next quarter
    "YearEarningsEstimate"average analysts' earnings per share for the current year
  • Dividends-related properties for companies include:
  • "DividendYield"ratio of annual dividend to current price
    "DividendPerShare"annual dividend per share
    "Dividend"dividend during a specified period
  • FinancialData["group", "Members"] gives a list of the member entities of a specified group.
  • Groups include companies in an index, and companies on a particular exchange.
  • FinancialData["Classes"] gives a list of available classes.
  • FinancialData["name", "property", ..., "form"] can give data in various forms, including:
  • "Value"value only
    "DateValue"list of the form 
  • FinancialData["name", "property", ..., "ann"] gives various annotations associated with a property. Typical annotations include:
  • "Currency"currency
    "Description"description of the property
    "LongDescription"longer textual description of the property
    "Units"units in which the value is given
    "UnitsName"English name for the units used
    "UnitsNotation"notation for the units used
    "UnitsStandardName"Mathematica standard name for the units used
  • FinancialData provides gateways to external financial data sources. Its use is subject to any restrictions associated with those sources, and may require additional licensing.
  • FinancialData requires internet connectivity.
  • Note: FinancialData is intended for informational purposes only. Wolfram Research is not responsible for the accuracy or timeliness of any data.

1. Ask : Missing["NotAvailable"]

  Missing -> Null

2. AskSize : Missing["NotAvailable"]

  Missing -> Null

3. Average200Day : 23.4974`

  Real

4. Average50Day : 23.8269`

  Real

5. AverageVolume3Month : 34115700

  Integer

6. Bid : Missing["NotAvailable"]

  Missing -> Null

7. BidSize : Missing["NotAvailable"]

  Missing -> Null

8. BookValuePerShare : 12.03`

  Real

9. Change : 0.`

  Real

10. Change200Day : 0.3926`

  Real

11. Change50Day : 0.0631`

  Real

12. ChangeHigh52Week : -1.06`

  Real

13. ChangeLow52Week : 4.02`

  Real

14. CIK : "40545"

  String

15. Close : 23.89`

  Real

16. Company : "General Electric Company"

  String

17. CumulativeFractionalChange : FinancialData["GE", "CumulativeFractionalChange"]

  FinancialData -> Null

18. CumulativeReturn : FinancialData["GE", "CumulativeReturn"]

  FinancialData -> Null

19. CUSIP : Missing["NotAvailable"]

  Missing -> Null

20. Dividend : 0.19`

  Real

21. DividendPerShare : 0.76`

  Real

22. DividendYield : 0.0318`

  Real

23. EarningsPerShare : 1.351`

  Real

24. EBITDA : 2.7805`*^10

  Real

25. Exchange : "NYSE"

  String

26. FloatShares : 10177467000

  Integer

27. ForwardEarnings : 1.81`

  Real

28. ForwardPERatio : 13.2`

  Real

29. FractionalChange : 0.`

  Real

30. FractionalChange200Day : 0.0167`

  Real

31. FractionalChange50Day : 0.0026000000000000003`

  Real

32. FractionalChangeHigh52Week : -0.0425`

  Real

33. FractionalChangeLow52Week : 0.2023`

  Real

34. High : Missing["NotAvailable"]

  Missing -> Null

35. High52Week : 24.95`

  Real

36. ISIN : Missing["NotAvailable"]

  Missing -> Null

37. LastTradeSize : Missing["NotAvailable"]

  Missing -> Null

38. LatestTrade : List[List[2013, 9, 30, 16, 0, 0.`], 23.89`]

  List

39. Lookup : List["NYSE:GE"]

  List

40. Low : Missing["NotAvailable"]

  Missing -> Null

41. Low52Week : 19.87`

  Real

42. MarketCap : 2.433`*^11

  Real

43. Name : "General Electric Company"

  String

44. OHLC : List[Missing["NotAvailable"], Missing["NotAvailable"], Missing["NotAvailable"], 23.89`]

  List

45. OHLCV : List[Missing["NotAvailable"], Missing["NotAvailable"], Missing["NotAvailable"], 23.89`, 128536]

  List

46. Open : Missing["NotAvailable"]

  Missing -> Null

47. PEGRatio : 1.49`

  Real

48. PERatio : 17.68`

  Real

49. Price : 23.89`

  Real

50. PriceTarget : 26.31`

  Real

51. PriceToBookRatio : 1.99`

  Real

52. PriceToSalesRatio : 1.69`

  Real

53. QuarterForwardEarnings : 0.54`

  Real

54. Range : List[Missing["NotAvailable"], Missing["NotAvailable"]]

  List

55. Range52Week : List[19.87`, 24.95`]

  List

56. RawClose : 23.89`

  Real

57. RawHigh : Missing["NotAvailable"]

  Missing -> Null

58. RawLow : Missing["NotAvailable"]

  Missing -> Null

59. RawOHLC : List[Missing["NotAvailable"], Missing["NotAvailable"], Missing["NotAvailable"], 23.89`]

  List

60. RawOpen : Missing["NotAvailable"]

  Missing -> Null

61. RawRange : List[Missing["NotAvailable"], Missing["NotAvailable"]]

  List

62. Return : FinancialData["GE", "Return"]

  FinancialData -> Null

63. Sector : "Conglomerates"

  String

64. SEDOL : "2380498"

  String

65. ShortRatio : 2.1`

  Real

66. SICCode : Missing["NotAvailable"]

  Missing -> Null

67. StandardName : "GeneralElectricCompany"

  String

68. Symbol : "NYSE:GE"

  String

69. Volatility20Day : 0.16637821762857705`

  Real

70. Volatility50Day : 0.12624123434834822`

  Real

71. Volume : 128536

  Integer

72. Website : Missing["NotAvailable"]

  Missing -> Null

73. YearEarningsEstimate : 1.66`

  Real

74. YearPERatioEstimate : 14.39`

  Real
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