This is documentation for Mathematica 8, which was
based on an earlier version of the Wolfram Language.
View current documentation (Version 11.2)

FinancialData

FinancialData
gives the last known price or value for the financial entity specified by .
FinancialData
gives a list of dates and daily closing values for from start until the current date.
FinancialData
gives a list of dates and daily closing values for dates from start to end.
FinancialData
gives a list of dates and prices for the specified periods lying between start and end.
FinancialData
gives the value of the specified property for the financial entity .
FinancialData
gives a list of dates and values of a property for a sequence of dates or periods.
  • FinancialData can retrieve data on U.S. and other stocks, mutual funds and other financial instruments, as well as indices, and currency exchange rates.
  • U.S. stocks and other financial instruments can be specified by standard ticker symbols such as .
  • Financial instruments can in general be specified by including the name of the exchange or listing, as in , , , etc. Indices are specified as etc. The alternative form can also be used.
  • FinancialData gives a list of financial instruments whose symbols or names match the string pattern patt. The search is by default done only for U.S. financial instruments.
  • Prices are given in the currencies in which instruments are quoted.
  • Currency exchange rates are specified for example as or .
  • Times and dates can be given in any date format supported by DateList. {y} specifies the beginning of a year.
  • Possible periods include: , , , .
  • All specifies every available date or time.
  • FinancialData gives a list of all properties available for a financial entity.
  • Properties related to the most recent available prices include:
"Ask"the lowest offer to sell currently available
"Bid"the highest offer to buy currently available
"LatestTrade"the price and time for the most recent available trade
"Price"the price for the most recent available trade
  • The default data sources used by FinancialData typically give data delayed by 15 minutes or more.
  • All times are given for the location of the exchange on which a financial instrument is traded, or New York time for global instruments such as currencies.
  • Properties related to daily prices and trading include:
"Change"price change from the previous closing price
"Close"latest known closing price
"FractionalChange"fractional price change from the previous closing price
"High"highest price during the trading day
"Low"lowest price during the trading day
"Open"opening price for the day
"OHLC"list of open, high, low, and close values for the day
"OHLCV"list of open, high, low, close, and volume for the day
"Range"lowest and highest prices during the trading day
"Return"daily return on a particular day, allowing dividends
"Volume"number of units traded during the day
  • When markets are closed, daily information is given for the most recent trading day.
  • When historical price and trading properties are requested, daily values are given by default. Properties over longer periods can also be requested.
  • For historical data, properties such as , , are adjusted for stock splits, dividends and related changes.
  • Properties related to raw historical daily prices include:
"RawClose"closing unadjusted price for a period
"RawRange"lowest and highest unadjusted prices during a period
"RawHigh"highest unadjusted price during a period
"RawLow"lowest unadjusted price during a period
"RawOpen"opening unadjusted price for a period
"RawOHLC"list of unadjusted open, high, low, and close values for a period
  • Properties related to long-term historical prices and trends include:
"Average200Day"200-day moving average
"Average50Day"50-day moving average
"AverageVolume3Month"3-month average of daily trading volume
"Change200Day"change in price from 200-day moving average
"Change50Day"change in price from 50-day moving average
"ChangeHigh52Week"change in price from 52-week high
"ChangeLow52Week"change in price from 52-week low
"CumulativeFractionalChange"cumulative fractional change over a given range of dates
"CumulativeReturn"cumulative return over a given range of dates
"FractionalChange200Day"fractional change in price from 200-day moving average
"FractionalChange50Day"fractional change in price from 50-day moving average
"FractionalChangeHigh52Week"fractional change from 52-week high
"FractionalChangeLow52Week"fractional change from 52-week low
"High52Week"highest price over preceding 52 weeks
"Low52Week"lowest price over preceding 52 weeks
"Range52Week"price range over preceding 52 weeks
"Volatility20Day"price volatility over preceding 20 days
"Volatility50Day"price volatility over preceding 50 days
  • Name-related properties include:
"CIK"CIK number
"Company"name of corporate entity (if applicable)
"Exchange"exchange to which financial entity refers
"ISIN"International Securities Identifying Number
"Name"English name for a financial entity
"StandardName"standard Mathematica name for a financial entity
"Symbol"ticker symbol
  • Company-related properties include:
"Sector"industry sector in which a company operates
"SICCode"primary SIC code for a company
"Website"company website URL
  • Fundamentals-related properties for companies include:
"BookValuePerShare"book value per share
"FloatShares"number of shares available for trade in the open market
"ForwardPERatio"forward price-to-earnings ratio estimate
"MarketCap"market capitalization
"PEGRatio"price-to-earnings divided by projected growth rate
"PERatio"price-to-earnings ratio
"PriceTarget"average of analysts' one-year price targets
"PriceToBookRatio"price divided by book value
"PriceToSalesRatio"price divided by annual sales
"ShortRatio"fraction of trading volume sold short
"YearPERatioEstimate"ratio of price to current year estimated earnings
  • Earnings-related properties for companies include:
"EarningsPerShare"earnings for the most recent four quarters
"EBITDA"standard cash flow measure
"ForwardEarnings"average analysts' earnings per share for the next year
"QuarterForwardEarnings"average analysts' earnings per share for the next quarter
"YearEarningsEstimate"average analysts' earnings per share for the current year
  • Dividends-related properties for companies include:
"DividendYield"ratio of annual dividend to current price
"DividendPerShare"annual dividend per share
"Dividend"dividend during a specified period
  • FinancialData gives a list of the member entities of a specified group.
  • Groups include companies in an index, and companies on a particular exchange.
"Value"value only
"DateValue"list of the form
  • FinancialData gives various annotations associated with a property. Typical annotations include:
"Currency"currency
"Description"description of the property
"LongDescription"longer textual description of the property
"Units"units in which the value is given
"UnitsName"English name for the units used
"UnitsNotation"notation for the units used
"UnitsStandardName"Mathematica standard name for the units used
  • FinancialData provides gateways to external financial data sources. Its use is subject to any restrictions associated with those sources, and may require additional licensing.
  • Note: FinancialData is intended for informational purposes only. Wolfram Research is not responsible for the accuracy or timeliness of any data.
Find the latest price for GE stock:
Find the latest market cap for GE:
Plot the stock price for GE since January 1, 2000:
Plot the log of the Dow Jones Industrial Average for all available dates:
Join points and fill:
Plot the trading volume for GE in the first quarter of 2000:
Find a list of NYSE stocks whose ticker symbols begin with UN:
Give the members of the Dow Jones Industrial Average:
Find a list of companies in the books industry segment:
Find the current net asset value for the Fidelity Magellan fund:
Find the current exchange rate between euros and U.S. dollars:
Find the price of gold in U.S. dollars:
Find the latest price for GE stock:
In[1]:=
Click for copyable input
Out[1]=
 
Find the latest market cap for GE:
In[1]:=
Click for copyable input
Out[1]=
 
Plot the stock price for GE since January 1, 2000:
In[1]:=
Click for copyable input
Out[1]=
 
Plot the log of the Dow Jones Industrial Average for all available dates:
In[1]:=
Click for copyable input
Out[1]=
Join points and fill:
In[2]:=
Click for copyable input
Out[2]=
 
Plot the trading volume for GE in the first quarter of 2000:
In[1]:=
Click for copyable input
Out[1]=
 
Find a list of NYSE stocks whose ticker symbols begin with UN:
In[1]:=
Click for copyable input
Out[1]=
 
Give the members of the Dow Jones Industrial Average:
In[1]:=
Click for copyable input
Out[1]=
 
Find a list of companies in the books industry segment:
In[1]:=
Click for copyable input
Out[1]=
 
Find the current net asset value for the Fidelity Magellan fund:
In[1]:=
Click for copyable input
Out[1]=
 
Find the current exchange rate between euros and U.S. dollars:
In[1]:=
Click for copyable input
Out[1]=
 
Find the price of gold in U.S. dollars:
In[1]:=
Click for copyable input
Out[1]=
Find the stock price for GE:
Specify the exchange explicitly:
Find the stock price for Apple:
Specify the exchange explicitly:
For non-U.S. stocks, the exchange must be specified:
Find the name corresponding to a ticker symbol:
Find the name for a ticker symbol on a non-U.S. exchange:
Find the exchange on which a stock is traded:
Look up all instruments whose symbols begin with ABD:
Find the names corresponding to these symbols:
Use arbitrary string patterns for lookups:
Give a list of all general types of classes supported:
Find the total number of exchanges supported:
Find a list of companies in the books industry segment:
Find the industry sector for Microsoft:
Indices have symbols that begin with :
Mutual funds are typically specified by five-letter ticker symbols:
Preferred stocks:
Find prices for different share classes:
Exchange rates have symbols separated by :
Exchange rates can also be requested using lists:
The price of gold in U.S. dollars:
The price of silver:
Find the current price for a stock:
Price with time stamp:
Most recent closing price:
Low and high for the current or most recent trading day:
200-day average price:
Change from 52-week low:
Fractional change from 52-week low:
Daily cumulative fractional change since January 1, 2005:
Value of the cumulative fractional change from January 1, 2005 to today:
Get a current stock price:
Get prices for a range of dates:
Give the price values only:
Use the string forms of dates:
All gives data for all available dates:
Give all available data starting from a particular date:
{y} is equivalent to :
Give the monthly highs for a stock price over a range of dates:
Give yearly highs:
Give a price for a particular day:
Give the value only:
Give the trading volume for a particular day:
Basic plot of a stock:
Join points and fill:
Log plot:
Plot two stock prices together:
Plot the channel between high and low daily prices:
Find the market cap for GE:
Number of shares available for trade in the open market:
Book value per share:
Earnings per share for the most recent four quarters:
Price-to-earnings ratio based on trailing earnings:
Estimate of forward PE ratio:
Find the most recent dividend for GE:
Plot all available dividends for GE:
Find the daily average trading volume for GE in the first quarter of 2000:
Find the standard deviation in the closing price for GE in the first quarter of 2000:
Find the skewness of the price distribution:
Find the correlation between cumulative returns for a stock and the S&P 500 index:
Compute the covariance between the time series of two indices:
Current price of the S&P 500 index:
First few members of the Dow Jones Industrial Average:
First few members of the "drugs" industry sector:
First few members of the Frankfurt exchange:
Total number of available members of the Frankfurt exchange:
Find members of the Dow Jones with market caps above 150 billion:
Find members of the Dow Jones with low 50-day volatilities:
Do a typical stock screen based on PEG and PE ratios:
Find NASDAQ stocks with symbols beginning with AA, and market caps below a billion:
Find a list of available currencies:
Find the current number of Japanese yen per U.S. dollar:
Give the pair of currencies in a list:
Find the current price for a troy ounce of gold in U.S. dollars:
Find 100-day moving averages of a stock price:
Find the log distribution of daily returns for the S&P 500 index:
Plot the cumulative changes of a stock since 2000 compared to the S&P 500:
Plot the cumulative changes of Dow Jones drug companies since 2000, with tickers as tooltips:
Find the distribution of 50-day volatility values for the stocks in the Dow Jones, in 10% bins:
Make a scatter plot of PEG ratio compared to PE for Dow Jones companies:
Make a ranked plot of the forward PE estimates to trailing PE values for the Dow Jones:
A stock listed on different exchanges is given in different currencies:
The ratio of prices is normally near the currency exchange rate:
Certain properties are available only when the relevant market is open:
FinancialData by default assumes U.S. stocks:
Give an explicit exchange to find information on non-U.S. stocks:
Non-U.S. stocks are quoted in the standard currencies of their exchanges:
Daily stock prices are not available for holidays:
The monthly data shows on which days trading occurred:
The 52-week high includes intraday prices:
It is not generally equal to the maximum of daily closing prices:
Make a log rank plot of values of world currencies relative to U.S. dollars:
New in 6