"Part specification is longer than depth" warning in Position function

Question

I'm working on a project which analyzes financial data. I download the price and dividend information for the SPY ETF which tracks the S&P 500:

price = FinancialData["SPY", "RawClose", {"Jan 1, 2010", "July 31, 2015"}]
div = FinancialData["SPY", "Dividend", {"Jan 1, 2010", "July 31, 2015"}]

I want to find what the prices on the dividend dates were:

index = Position[price, p_ /; MemberQ[div[[All, 1]], p[[1]]], 1]

That gives the correct result. However it also give an error message:

Part::partd: Part specification List[[1]] is longer than depth of object.

How can I get rid of that?

Answer 1

Since kirma has pointed out the main trouble, which is also found in the potential duplicate Trouble with Position[], I thought I would add another alternative like Bob Brooks.

Comment:

Using Association here instead of lists to manage your data might be more convenient.

We can convert the data* either with

pa = Association[Rule @@@ price];
da = Association[Rule @@@ div];

or

pa = AssociationThread[Rule @@ Transpose@price];
da = AssociationThread[Rule @@ Transpose@div];

You can look up the prices on the dividend dates or create a new association as follows:

Lookup[pa, Keys[da]]
(*
  {115.97, 111.73, 112.49, 124.3, 127.76, 127.05, 121.52, 121.59, 
   140.3, 134.14, 145.87, 142.79, 155.83, 159.07, 170.72, 181.56, 186.2, 
   195.94, 200.7, 206.52, 210.41, 210.81}
*)

KeyTake[pa, Keys@da]
(*
  <|{2010, 3, 19} -> 115.97, {2010, 6, 18} -> 111.73, {2010, 9, 17} -> 112.49,
    ...some lines omitted...
    {2014, 12, 19} -> 206.52, {2015, 3, 20} -> 210.41, {2015, 6, 19} -> 210.81|>
*)

*Note: Execute

Rule @@@ div
Rule @@ Transpose@div

to see what these do. They restructure the lists into Rules that are used to associate a date with its corresponding value.

Answer 2

Zoff, Try this

Table[Cases[price, {div[[i, 1]], __}], {i, 1, Length[div]}]

This will give you the price on the dividend date instead of the position.