FinancialData

FinancialData["name"]

gives the last known price or value for the financial entity specified by "name".

FinancialData["name",start]

gives a list of dates and daily closing values for "name" from start until the current date.

FinancialData["name",{start,end}]

gives a list of dates and daily closing values for dates from start to end.

FinancialData["name",{start,end,period}]

gives a list of dates and prices for the specified periods lying between start and end.

FinancialData["name","prop"]

gives the value of the specified property for the financial entity "name".

FinancialData["name","prop",{start,end,…}]

gives a list of dates and values of a property for a sequence of dates or periods.

Details and Options

  • FinancialData can retrieve end-of-day data on US and other stocks and other financial instruments, as well as indices and currency exchange rates.
  • US stocks and other financial instruments can be specified by standard ticker symbols such as "GE".
  • Financial instruments can in general be specified by including the name of the exchange or listing, as in "NYSE:GE", "F:BMW", "OB:EGAN", etc. Indices are specified as "^IXIC" etc. The alternative form {"exchange","security"} can also be used for single stock symbols. FinancialData will also recognize "Financial" entities.
  • FinancialData[patt,"Lookup"] gives a list of financial instruments whose symbols or names match the string pattern patt. The search is by default done only for US financial instruments.
  • Individual prices and other quantitative values are given by default as Quantity objects. TimeSeries objects are returned by default for values over a given period. Specifying a value of "Legacy" for the Method option of FinancialData will restore legacy output, i.e. real numbers, lists of date-value pairs, etc.
  • Currency exchange rates are specified for example as "EUR/USD" or {"EUR","USD"}.
  • Times and dates can be given in any date format supported by DateObject or DateList. {y} specifies the beginning of a year.
  • Possible periods include: "Day", "Week", "Month", "Year".
  • All specifies every available date or time.
  • FinancialData["name",…,{date}] gives results for a particular date.
  • FinancialData["name", "Properties"] gives a list of all properties available for a financial entity.
  • Properties related to the most recent available prices include:
  • "LatestTrade"the price and time for the most recent available trade
    "LastTradeSize"the size of the most recently completed trade
    "Price"the price for the most recent available trade
  • 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:
  • "Open"opening price for the day
    "High"highest price during the trading day
    "Low"lowest price during the trading day
    "Close"latest known closing price
    "Volume"number of units traded during 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
    "Change"price change from the previous closing price
    "FractionalChange"fractional price change from the previous closing price
    "Return"daily return on a particular day, allowing dividends
  • 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 from US exchanges, properties such as "High", "Low", "Close" are adjusted for stock splits, spin-offs, share repurchases and other corporate actions, but not ordinary dividends. For historical data from non-US exchanges, these properties are adjusted only for stock splits.
  • Properties related to raw historical daily prices include:
  • "RawOpen"opening unadjusted price for a period
    "RawHigh"highest unadjusted price during a period
    "RawLow"lowest unadjusted price during a period
    "RawClose"closing unadjusted price for a period
    "RawVolume"unadjusted number of units traded for a period
    "RawOHLC"list of unadjusted open, high, low and close values for a period
    "RawOHLCV"list of unadjusted open, high, low, close and volume values for a period
    "RawRange"lowest and highest unadjusted prices during a period
  • For historical data, properties such as "RawHigh", "RawLow", "RawClose" do not include any retroactive adjustments; i.e. they return values as they were reported on the trading day in question.
  • Properties related to adjusted historical prices include:
  • "AdjustedOpen"opening price during a period adjusted for dividends
    "AdjustedHigh"highest price during a period adjusted for dividends
    "AdjustedLow"lowest price during a period adjusted for dividends
    "AdjustedClose"closing price adjusted for dividends
    "AdjustedOHLC"list of open, high, low and close values for a period adjusted for dividends
    "AdjustedOHLCV"list of open, high, low, close and volume values for a period adjusted for dividends
    "AdjustedRange"lowest and highest prices for a period adjusted for dividends
  • For historical data, properties such as "AdjustedHigh", "AdjustedLow", "AdjustedClose" are adjusted for stock splits, spin-offs, share repurchases and other corporate actions, as well as ordinary dividends.
  • Properties related to long-term historical prices and trends include:
  • "Average200Day"200-day moving average of closing prices
    "Average50Day"50-day moving average of closing prices
    "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
    "Volatility250Day"price volatility over preceding 250 days
  • Name-related properties include:
  • "CIK"CIK number
    "Company"name of corporate entity (if applicable)
    "Exchange"exchange to which financial entity refers
    "IPODate"date on which the stock was first listed
    "Name"English name for a financial entity
    "StandardName"standard Wolfram Language 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
    "MarketCap"market capitalization
    "PERatio"price-to-earnings ratio
    "PriceToBookRatio"price divided by book value
    "PriceToSalesRatio"price divided by annual sales
  • Earnings-related properties for companies include:
  • "EarningsPerShare"earnings for the most recent four quarters
    "EBITDA"standard cash flow measure
  • 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["group","Members"] gives a list of the member entities of a specified group. FinancialData["Exchanges"] and FinancialData["Sectors"] return lists of entity classes.
  • Groups include companies in an index and companies on a particular exchange.
  • FinancialData["Classes"] gives a list of available classes.
  • FinancialData["name","property",…,"form"] can give data in various forms, including:
  • "Value"value only
    "DateValue"list of the form {date,value}
  • FinancialData["name","property",…,"ann"] 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"Wolfram Language 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.
  • FinancialData requires internet connectivity.
  • Note: FinancialData is intended for informational purposes only. Wolfram Research is not responsible for the accuracy or timeliness of any data.

Examples

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Basic Examples  (8)

Find the latest price for GE stock:

Get results consistent with earlier versions of FinancialData using the "Legacy" method:

Find the latest prices for multiple companies:

Find the latest market cap for GE:

Plot the stock price for GE since January 1, 2000:

Plot the trading volume for GE in the first quarter of 2000:

Find a list of NYSE stocks whose ticker symbols begin with UN:

Find the current exchange rate between euros and US dollars:

Find the price of gold in US dollars:

Scope  (51)

Names & Identifiers  (17)

Specifying Exchanges  (3)

Find the stock price for GE:

Specify the exchange explicitly:

Find the stock price for Apple:

Specify the exchange explicitly:

For non-US stocks, the exchange must be specified:

Getting Names & Identifiers  (3)

Find the name corresponding to a ticker symbol:

Find the name for a ticker symbol on a non-US exchange:

Find the exchange on which a stock is traded:

Looking Up Names  (2)

Look up all instruments whose symbols begin with AB:

Find the names corresponding to these symbols:

Use arbitrary string patterns for lookups:

Classes and Sectors  (4)

Give a list of all general types of classes supported:

Find the total number of exchanges supported:

Find a list of companies in the home improvement retail segment:

Find the industry sector for Microsoft:

Other Financial Instruments  (5)

Indices have symbols that begin with ^:

Mutual funds are typically specified by five-letter ticker symbols:

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 US dollars:

The price of silver:

Prices  (9)

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:

Dates & Time Series  (6)

Get a current stock price:

Get prices for a range of dates:

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 {y,1,1}:

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 trading volume for a particular day:

Plots & Charts  (3)

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:

Fundamentals  (6)

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:

Find the most recent dividend for GE:

Plot all available dividends for GE:

Computations  (2)

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:

Groups & Indices  (3)

Current price of the S&P 500 index:

First few members of the "drugs" industry sector:

First few members of the Frankfurt exchange:

Total number of available members of the Frankfurt exchange:

Stock Screens  (1)

Find NASDAQ stocks with symbols beginning with AA and market caps below a billion:

Currencies & Metals  (4)

Find a list of available currencies:

Find the current number of Japanese yen per US dollar:

Give the pair of currencies in a list:

Find the current price for a troy ounce of gold in US dollars:

Find the current price of bitcoin in US dollars:

Applications  (3)

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:

Properties & Relations  (1)

A stock listed on different exchanges is given in different currencies:

The ratio of prices is normally near the currency exchange rate:

Possible Issues  (4)

Non-US stocks are quoted in the standard currencies of their exchanges:

Daily stock prices are not available for holidays:

Monthly data shows on which days trading occurred:

View results as a list of date-value pairs:

The 52-week high includes intraday prices:

It is not generally equal to the maximum of daily closing prices:

Due to licensing restrictions, FinancialData will not return data when used in cloud-deployed APIs:

Neat Examples  (1)

Make a log rank plot of values of world currencies relative to US dollars:

Wolfram Research (2007), FinancialData, Wolfram Language function, https://reference.wolfram.com/language/ref/FinancialData.html (updated 2019).

Text

Wolfram Research (2007), FinancialData, Wolfram Language function, https://reference.wolfram.com/language/ref/FinancialData.html (updated 2019).

CMS

Wolfram Language. 2007. "FinancialData." Wolfram Language & System Documentation Center. Wolfram Research. Last Modified 2019. https://reference.wolfram.com/language/ref/FinancialData.html.

APA

Wolfram Language. (2007). FinancialData. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/FinancialData.html

BibTeX

@misc{reference.wolfram_2024_financialdata, author="Wolfram Research", title="{FinancialData}", year="2019", howpublished="\url{https://reference.wolfram.com/language/ref/FinancialData.html}", note=[Accessed: 21-November-2024 ]}

BibLaTeX

@online{reference.wolfram_2024_financialdata, organization={Wolfram Research}, title={FinancialData}, year={2019}, url={https://reference.wolfram.com/language/ref/FinancialData.html}, note=[Accessed: 21-November-2024 ]}