This question may better go to Wolfram, but as it came up on the weekend, I thought I'd try here first. Take a look at the following:

tnx = FinancialData["^TNX", "Open", {All, "Month"}];
DateListPlot[tnx, Joined -> True, PlotRange -> All, ImageSize -> 250]

enter image description here

"^TNX" gives the rates on 10 year U.S. Treasury notes. As presented, by FinancialData, this data comes in percentage units (e.g., the 4.06 in the first record really equals 4.06% or 0.0406). Apparently the data source (maybe Yahoo Finance) for this doesn't distinguish between the unit of measure. It seems curious to me, that Wolfram's curated data also doesn't.

This gets more mysterious and confusing because of the following:

FinancialData["^TNX", "Open", "Units"]

So, it seems we have no programatic means of identifying key information about the data. I don't know how widely this kind of problem applies, but for me it certainly goes to the usability of curated data.

Perhaps, Wolfram only passes along what they get, but the appellation "curated" implies something more.

  • Does any other way exist to determine how or in what units curated data comes?
  • Does this seem like an oversight in curated data?
  • Does this seem like a bug?

I don't want to beat up on Wolfram. The curated data provides us with a great resource. I just hope to provide user feedback in the hope of it getting even better.

  • $\begingroup$ This may help wolframalpha.com/faqs5.html $\endgroup$ – Dr. belisarius Jul 20 '13 at 20:12
  • $\begingroup$ @belisarius -- WolframAlpha doesn't appear to grok "^TNX". For 10 year treasury rates it gives the sources as: (1) Primary source: Wolfram|Alpha knowledgebase, 2013. (2) External source: Economic data (Economagic, LLC. Economic Time Series Page; FRED; FRB, "Flow of Funds Accounts of the US."; ... Nothing very helpful ;-( $\endgroup$ – Jagra Jul 20 '13 at 20:39

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