I tried to download a lot of Financial Data Time series of different financial assets (Exchange, Commodity, Index, Stocks, etc etc...). In the most part of cases, I try to found, and download it, supposing their name, for example, watching their official "thicker" on various web site, and in the most part of the case, it works. Until now, I didn't found a complete list of Mathemathica financial asset (except for the short list in the Wolfram Documentation) and, from which (financial dataset online) Mathematica download the related hystoric financial price. This doesnt' allow to know how I could to download a particular financial price asset, like "Futures Index" (not a descriptive Index), or a "Index on a single currency". For example, the official ticker for "Japanese Yen Index" is JXY, but it doesn't works, if you try for example:

FinancialData["JPY", {2000}] 

the related data are missing from the database. Moreover, the Wolfram Documentation is not so much clear on the differenct nomenclatures between futures and index.

I know that I could "by-pass" this kind of problem downloading apart the data of my interest, for example, in .xls and then import them in Mathematica, but this is a little bit expensive in time and energy, and not so useful if you want the prices updated in real time.

  FinancialData["SP500", {2000}]

The related price belong to the Index, and not to the Futures on the Index. I hope my question is clear, but to summaryze all:

1) What's the database / site from which Mathematica import the prices for Financial Data?

2) What's the related full list of the uploadable price of financial asset (ticker);

3) It's possible, to define "ex-ante" the site or online database from which you want to upload the financial prices from Mathematica?

  • 1
    $\begingroup$ 1) At one time it used to be Xignite but not sure of the current data supplier; 2) no idea; 3) you can use any source that is available via Import or Restful connections etc. $\endgroup$ Feb 9, 2018 at 0:53


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