Missing elements using FinancialData

Question

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?

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. — Sjoerd C. de Vries, Mar 11 '15 at 22:46
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. — V.E., Mar 11 '15 at 22:47
this will help http://mathematica.stackexchange.com/q/46760/66 — faysou, Mar 13 '15 at 00:08
Warning: This stuff does not work any better in the Wolfram Finance Platform. — Ghersic, Jul 22 '20 at 02:30

V.E. · Accepted Answer · 2015-03-11T22:52:37.933

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.

Missing elements using FinancialData

1 Answers1