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I have a list of stock symbols which I selected with FinancialData["Menbers"] that looks like the following list:

allIndices={"^AGG-EU", "^AGG-IV", "^AGG-NV", "^AGG-SO","^EBT-SO"}

Now I would like to load the related name and exchange of these symbols using the following function:

indexMasterData =
  DeleteCases[
   Map[
    {FinancialData[#, "Symbol"], FinancialData[#, "Name"], 
      FinancialData[#, "Exchange"]}
     &, allIndices],
   {___, _Missing, ___} (* eliminates nested lists with Missing[
   "NotAvailable"] entries *)
   ]; 

The problem is, that Mathematica obviuosly does not know all symbols (even if the FinancialData function provides these symbols] and I get the following error message:

FinancialData::notent: "^EBT-SO" is not a known entity, class, or tag for "FinancialData". ... General::stop: "Further output of "FinancialData::notent will be suppressed during this calculation"

Why does Mathematica not know these elements anymore? How can I skip/ignore these elements in my function?

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  • 2
    $\begingroup$ In my experience, the output of FinancialData (which is determined from calls to Yahoo finance) is rather unreliable. Calls that yieled data at one time, may return Missing some time later. For instance, a call like FinancialData["^GSPC", "Members"] used in the examples doesn't work for me at the time of writing. $\endgroup$ – Sjoerd C. de Vries Mar 11 '15 at 22:46
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    $\begingroup$ Yes, I've found the same @SjoerdC.deVries. I created a list of tickers two months back (for which data could be collected). When I run it now, there are plenty of errors. $\endgroup$ – V.E. Mar 11 '15 at 22:47
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    $\begingroup$ this will help mathematica.stackexchange.com/q/46760/66 $\endgroup$ – faysou Mar 13 '15 at 0:08
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First off, those are not stock symbols. Tickers starting with ^ are indexes. (As an example, ^NYA is the NYSE Composite.)

I've found that when a ticker is not recognized, it's usually a "weird" ticker. I can not find ^EBT-SO on Yahoo Finance, while I can find ^AGG-EU. So ^EBT-SO is supposed to be an index, but unclear from where and what it measures. It's probably useless for your application, and can be discarded.

I run a test to see whether the data can be collected:

test = Quiet[Check[
   propertyReturn = FinancialData[name, type];
   , False]
];
If[test == False || propertyReturn == Missing["NotAvailable"],
 Return[{}],
 0
];

If data could not be collected {} is returned, else you can go ahead and return the data.

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