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edited Aug 5, 2017 at 6:16

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We have another option now: QuandlLink QuandlLink package. Using this package you can compute this as:

Needs["QuandlLink`"]

dowJonesOHLCV = 
QuandlFinancialData[ 
   "YAHOO/INDEX_DJI", 
   startDate -> "2015-01-01", 
   column -> 1 ;; 6];

TradingChart[Rest@dowJonesOHLCV, PlotLabel -> "OHLCV"]

We have another option now: QuandlLink package. Using this package you can compute this as:

Needs["QuandlLink`"]

dowJonesOHLCV = 
QuandlFinancialData[ 
   "YAHOO/INDEX_DJI", 
   startDate -> "2015-01-01", 
   column -> 1 ;; 6];

TradingChart[Rest@dowJonesOHLCV, PlotLabel -> "OHLCV"]

We have another option now: QuandlLink package. Using this package you can compute this as:

Needs["QuandlLink`"]

dowJonesOHLCV = 
QuandlFinancialData[ 
   "YAHOO/INDEX_DJI", 
   startDate -> "2015-01-01", 
   column -> 1 ;; 6];

TradingChart[Rest@dowJonesOHLCV, PlotLabel -> "OHLCV"]

Source Link

created Aug 4, 2017 at 22:06

Vitaliy Kaurov

73.4k
9
206
365

We have another option now: QuandlLink package. Using this package you can compute this as:

Needs["QuandlLink`"]

dowJonesOHLCV = 
QuandlFinancialData[ 
   "YAHOO/INDEX_DJI", 
   startDate -> "2015-01-01", 
   column -> 1 ;; 6];

TradingChart[Rest@dowJonesOHLCV, PlotLabel -> "OHLCV"]