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A support case with the identification [CASE:4387967] was created.


FinancialData seems to be losing information.

For example in the documentation it says:

In[1]:= FinancialData["Currencies"]

Out[1]= {"AED", "AFN", "ALL", "AMD", "ANG", "AOA", "ARS", "AUD", \
"AWG", "AZN", "BAM", "BBD", "BDT", "BGN", "BHD", "BIF", "BMD", "BND", \
"BOB", "BRL", "BSD", "BTC", "BTN", "BWP", "BYR", "BZD", "CAD", "CDF", \
"CHF", "CLF", "CLP", "CNH", "CNY", "COP", "CRC", "CUC", "CVE", "CZK", \
"DJF", "DKK", "DOP", "DZD", "EEK", "EGP", "ERN", "ETB", "ETH", "EUR", \
"FJD", "FKP", "GBP", "GEL", "GHS", "GIP", "GMD", "GNF", "GTQ", "GYD", \
"HKD", "HNL", "HRK", "HTG", "HUF", "IDR", "ILS", "INR", "IQD", "IRR", \
"ISK", "JMD", "JOD", "JPY", "KES", "KGS", "KHR", "KMF", "KPW", "KRW", \
"KWD", "KYD", "KZT", "LAK", "LBP", "LKR", "LRD", "LSL", "LTL", "LVL", \
"LYD", "MAD", "MDL", "MGA", "MKD", "MMK", "MNT", "MOP", "MRO", "MUR", \
"MVR", "MWK", "MXN", "MYR", "MZN", "NAD", "NGN", "NIO", "NOK", "NPR", \
"NZD", "OMR", "PAB", "PEN", "PGK", "PHP", "PKR", "PLN", "PYG", "QAR", \
"RON", "RSD", "RUB", "RWF", "SAR", "SBD", "SCR", "SDG", "SEK", "SGD", \
"SHP", "SKK", "SLL", "SOS", "SRD", "STD", "SYP", "SZL", "THB", "TJS", \
"TMT", "TND", "TOP", "TRY", "TTD", "TWD", "TZS", "UAH", "UGX", "USD", \
"UYU", "UZS", "VEF", "VND", "VUV", "WST", "XAF", "XAG", "XAU", "XCD", \
"XDR", "XOF", "XPD", "XPF", "XPT", "YER", "ZAR", "ZMK", "ZMW"}

But if I evaluate it I get:

In[1]:= FinancialData["Currencies"]

Out[1]= {"AED", "ALL", "ARS", "AUD", "AWG", "AZN", "BCH", "BGN", \
"BHD", "BRL", "BTC", "CAD", "CHF", "CNY", "CZK", "DKK", "EEK", "EGP", \
"ETH", "EUR", "GBP", "HKD", "HRK", "HUF", "IDR", "ILS", "INR", "IQD", \
"IRR", "ISK", "JOD", "JPY", "KRW", "KZT", "LTC", "MKD", "MXN", "MYR", \
"NOK", "NZD", "PHP", "PLN", "RON", "RSD", "RUB", "SDR", "SEK", "SGD", \
"SYP", "THB", "TMT", "TRY", "UAH", "USD", "UZS", "XRP", "ZAR"}

In the documentation it says:

In[1]:= Length[FinancialData["Exchanges"]]

Out[1]= 101

But if I evaluate it I get:

In[1]:= Length[FinancialData["Exchanges"]]

Out[1]= 12

What happened to the other exchanges?

Data seems to be shrinking across all classes:

In[1]:= AssociationMap[Length@*FinancialData, FinancialData["Classes"]]

Out[1]= <|"Currencies" -> 57, "Exchanges" -> 12, 
 "ExchangeTradedFunds" -> 8927, "IndexComponents" -> 4, 
 "Indices" -> 0, "MutualFunds" -> 0, "Sectors" -> 144, 
 "Stocks" -> 39028|>

A particular example from documentation. There is a sector "HomeImprovementStores":

In[1]:= FinancialData["HomeImprovementStores", "Members"]

Out[1]= {"BE:C8J", "BE:HDI", "BE:KFI1", "BE:KFI2", "BE:LKU", \
"BE:LWE", "BK:HMPRO", "BK:HMPRO-F", "BK:HMPRO-R", "CL:HD", "DE:HDI", \
"DU:HDI", "DU:KFI1", "DU:LWE", "F:1FD", "F:25F", "F:2TS", "F:73S", \
"F:A8X", "F:HDI", "FI:FSKRS", "F:KFI1", "F:LKU", "F:LWE", "HA:HDI", \
"HA:KFI1", "HM:HDI", "L:KGF", "L:SFE", "L:TPT", "MU:HDI", "MU:KFI1", \
"MU:LWE", "MX:HD", "MX:LOW", "NASDAQ:SSLJ", "NASDAQ:TTS", \
"NEXX:TPT-GB", "NYSE:FND", "NYSE:HD", "NYSE:HVT", "NYSE:HVT-A", \
"NYSE:LL", "NYSE:LOW", "PK:AERO", "PK:CLWY", "PK:FKRAF", "PK:GRSU", \
"PK:HPCRF", "PK:ILUS", "PK:KGFHF", "PK:KGFHY", "PK:NCLTF", \
"SA:HOME34", "SG:2TS", "SG:5HP", "SG:A8X", "SG:HDI", "SG:KFI1", \
"SG:LKU", "SG:LWE", "SW:HD", "TO:TBL", "TSE:9843", "VI:HD", "ZA:CSB"}

But this seems to be completely wiped out:

In[1]:= FinancialData["HomeImprovementStores", "Members"]

Out[1]= Missing["NotAvailable"]

In[2]:= FinancialData["BE:C8J", {"Name", "Sector"}]

Out[2]= {"Cashbuild Ltd", Missing["NotAvailable"]}

Can't find this sector any more in the list:

FinancialData["Sectors"]

What is going on here?

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  • 2
    $\begingroup$ This is probably better asked on Wolfram Community. $\endgroup$ – Szabolcs Feb 26 at 12:11
  • 8
    $\begingroup$ I would disagree with @Szabolcs here: On Community I would likely not have noted it (or found it), here I am immediately made aware of it with a nice tag. Please keep me informed here on StackExchange - I do not have enough time for Wolfram Community. Curated-data (aka integrated knowledge) is a top selling point for WL and their accuracy and scope are quite relevant for me. This is also a documentation error - quite in line with this site's scope imo. $\endgroup$ – gwr Feb 26 at 12:17
  • $\begingroup$ I would suggest, that you report the issue to WRI - after all it is an error according to documentation. $\endgroup$ – gwr Feb 27 at 8:06
  • $\begingroup$ @gwr I don't think they listen to the individual bug report since I am not a corporate customer. I have reported a lot of issues in the past and they have yet to be resolved. Hopefully, some wolfram employees here can see the issue being publicized and would take it seriously. $\endgroup$ – user13892 Feb 27 at 11:24
  • 2
    $\begingroup$ I just reported this to WRI (this being of very general interest as well as of my own). Note, that in the documentation it says: "FinancialData provides gateways to external financial data sources. Its use is subject to any restrictions associated with those sources, and may require additional licensing." - Nevertheless, major changes in the availability should be made public (regardless of the more or less). $\endgroup$ – gwr Feb 27 at 12:30
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The situation with FinancialData has been discussed in some detail on https://community.wolfram.com/groups/-/m/t/1847045. In a nutshell: data availability has indeed been affected as a result of changes in our data providers. Documentation will more accurately reflect the current capabilities of FinancialData[] in the upcoming 12.1 release of the Wolfram Language. In the meantime, more details are available at that Wolfram Community thread.

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  • $\begingroup$ Thanks for the info. It is a bit ridiculous imo: Governments increasingly force you to embrace capital markets to prevent starvation in your retirement - but instead of making market data publicly available, it is a snug business to sell financial data (Bloomberg anybody?). $\endgroup$ – gwr Feb 27 at 15:53
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    $\begingroup$ Listing on exchanges shouldn't be called publicly-traded anymore. These exchanges have their stomach full of money from the listing and trading fees alone and now they are trying their best to make the data availability to the public as restrictive as possible by charging huge data and its distribution fees. The public can't even see what is being traded and at what price without paying huge sums of money. $\endgroup$ – user13892 Feb 27 at 20:44
  • $\begingroup$ WRI shouldn't remove the names of the stocks, currencies, instruments and the exchanges they are traded on but add some property or option to show what is currently accessible. The meta-information about what stock belonging to what sector is being traded on what exchange by what name or ticker is useful in itself regardless of whether the trade and price details are available or not. $\endgroup$ – user13892 Feb 27 at 21:10
  • $\begingroup$ Because then people can have a clear idea about what information is available publically but is not being distributed through the language or is restricted due to licensing issues. Heck may invent a new missing symbol for them like Missing["DueToLicensingIssuesWithTheExchange"]. $\endgroup$ – user13892 Feb 27 at 21:10

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