return multiple properties of financialdata

Question

Sorry, very silly newbie question.. regarding FinancialData, how to return multiple specified properties.

eg. if I want Open & Close properties , or perform an operation such as Open-Close

FinancialData["SP500","Open",{2015}]
FinancialData["SP500","Close",{2015}]

return daily Opening and Closing property values but as separate lists.

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Tried using 'Union' but it seems a bit long winded to combine the lists.. is that the best? Need output with 3 columns, - date, open, close. — Pavan Lulla, Commented Mar 23, 2015 at 3:04
Thanks a lot! Can I use the MapIndexed & Join to add the Open-Close column too? Wish it was not so cryptic. I expected an SQL like language. — Pavan Lulla, Commented Mar 23, 2015 at 8:48
Easier to use Table[{o[[i, 1]], o[[i, 2]], c[[i, 2]], o[[i, 2]] - c[[i, 2]]}, {i, Length[o]}] to add the Open-Close column. — bbgodfrey, Commented Mar 23, 2015 at 12:08

bbgodfrey · Accepted Answer · 2015-03-23 04:57:35Z

2

Defining, for convenience,

o = FinancialData["SP500", "Open", {2015}]
c = FinancialData["SP500", "Close", {2015}]

the two can be combined into 3 columns, - date, open, close" with

MapIndexed[Join[#, c[[#2, 2]]] &, o]
(* {{{2015, 1, 2}, 2058.9, 2058.2}, {{2015, 1, 5}, 2054.44, 2020.58}, {{2015, 1, 6}, 2022.15, 2002.61}, ...} *)

Other methods include

Cases[MapThread[Join, {o, c}], {l1_, l2_, l3_, l4_} -> {l1, l2, l4}, Infinity]

Table[{o[[i, 1]], o[[i, 2]], c[[i, 2]]}, {i, Length[o]}]

answered Mar 23, 2015 at 4:39

bbgodfrey

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