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I'm not sure if this is the best StackExchange to post this question, but I figured it had more to do with the specifics of Mathematica than Quantitative Analysis so I've posted it here.

Basically, I am trying to make a notebook in Wolfram Mathematica 9 which allows me to easily monitor and analyse share prices on the British FTSE 100,200 etc. stock exchanges; I know that Mathematica has the FinancialData[] function, and I was hoping to be able to use it for the FTSE markets.

I have tried the following without success:

FinancialData["^FTAS","Members"]
FinancialData["^FTSE","Members"]

So I tried to look at the entire list of entities contained within FinancialData using:

FinancialData[]

However, this yielded a large list of indices and I was not able to find anything useful. The only reference I have managed to find on this was here, but as shown above I have tried this and only got the following output:

Missing["NotAvailable"]

Do I need to preload the british financial data in Mathematica at the beginning of my notebook, or is the data already there I just need to access it in a different way?

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These days Wolfram Alpha has been showing the following message when trying to get some market data: "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. " ...Perhaps related –  belisarius May 8 at 12:17

2 Answers 2

You can find the exchanges Mathematica knows about using:

FinancialData["Exchanges"]

From this you can extract the main London exchange name which is , "LSE".

Then you can retrieve the available quoted entities:

FinancialData["LSE", "Members"]

Amongst those you will hopefully find most of the symbols which comprise the indices you might be interested in.

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The functionality to download the components of the FTSE 100 used to be available in Yahoo Finance, but it is not available anymore.

E.g. Download a CSV of the constituents of the FTSE-100 from Yahoo Finance

FinancialData uses Yahoo, so that explains why it doesn't work.

Finding another source from which to download a list has proved tricky.

There is a page with all the tickers listed for easy cut & paste here:

http://www.selftrade.co.uk/market/uk-shares/selector.php?bi=UKX.L

selftradedata =
{"ABF", "ADN", "ADM", "AGK", "AAL",
"ANTO", "ARM", "AHT", "AZN", "AV.",
"BAB", "BA.", "BARC", "BDEV", "BG.",
"BLT", "BP.", "BATS", "BLND", "BSY",
"BT.A", "BNZL", "BRBY", "CPI", "CCL",
"CNA", "CCH", "CPG", "CRH", "DGE",
"EZJ", "EXPN", "FRES", "GFS", "GKN",
"GSK", "GLEN", "HMSO", "HL.", "HSBA",
"IMI", "IMT", "IHG", "ITRK", "IAG",
"ITV", "JMAT", "KGF", "LAND", "LGEN",
"LLOY", "LSE", "MKS", "MGGT", "MRO",
"MNDI", "MRW", "NG.", "NXT", "OML",
"PSON", "PSN", "PFC", "PRU", "RRS",
"RDSB", "RB.", "REL", "RSL", "REX",
"RIO", "RR.", "RBS", "RDSA", "RMG",
"RSA", "SAB", "SGE", "SBRY", "SDR",
"SVT", "SHP", "SN.", "SMIN", "SPD",
"SSE", "STJ", "STAN", "SL.", "TSCO",
"TPK", "TT.", "TLW", "ULVR", "UU.",
"VOD", "WEIR", "WTB", "WMH", "WOS",
"WPP"};

There are 101 listings because Royal Dutch Shell has both A and B class shares listed. - (Wikipedia)

Edit

There is another promising page here: http://www.stockhistoricaldata.com/lse/ftse-100

but its list appears to be out of date. Perhaps it is last quarter's data.

stockhistoricalimport = Import[
   "http://www.stockhistoricaldata.com/lse/ftse-100/FTSE100-symbols.txt?attredirects=0"];
stockhistoricaldata = StringReplace[#, ".L" -> ""] & /@
   StringSplit[stockhistoricalimport, "\n"];
Length@Intersection[selftradedata, stockhistoricaldata]

69

Only 69 stocks in common.

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