Spearian Tickers

 

The full Spearian Ticker is of the form DATA_SOURCE_CODE :: TICKER :: FREQUENCY, where both DATA_SOURCE_CODE and FREQUENCY are single-letter optional codes. In boundary cases, esp. with single- letter tickers, do use full the Spearian ticker qualification.

 

The Ticker Recognition Algorithm: The pattern matching algorithm determines the number of :: in the ticker:

1. If none of them is present, the entire ticker is the ticker and the default DATA_SOURCE_CODE and FREQUENCY are used

2. If one of them is used, the default DATA_SOURCE_CODE is used and the pattern matching is executed on TICKER::FREQUENCY

3. In any other case, the pattern matching is executed on DATA_SOURCE_CODE::TICKER::FREQUENCY.

 

DATA_SOURCE_CODE
If DATA_SOURCE_CODE is missing, it's SmartScuit for currency historical data, Open Exchange Rates for currency current data, or Yahoo! for any other data. The user can overwrite the selection with the below supported data sources:

 

Short Code for Q

Description

URL

F

Fed's Fred

http://research.stlouisfed.org/fred2/

G

Google

https://www.google.com/finance

O

Open Exchange Rates

https://openexchangerates.org/

Q

Quandl

http://quandl.com/

S

SmartScuit.net

http://smartscuit.net/

Y

Yahoo!

http://finance.yahoo.com/

 

Examples:

1. =Q("F::CANCPIALLMINMEI",,"-10y")

 

 

 

FREQUENCY
If FREQUENCY is missing, it's assumed to be daily. If present, its values can be "d" for daily data, "w" for weekly data (Mondays) or "m" for monthly data, "q" for quarterly data and "a" for annual data.

Note: Yahoo! does support only daily, weekly and monthly. Quandl does support all frequencies. Fed's Fred supports all frequencies but weekly ones. Google, Open Exchange Rates and Smartscuit support only daily data.

 

Examples:
1. Y::MSFT::D - daily time series of Microsoft stock from Yahoo!

2. Y::MSFT::M - monthly time series of Microsoft stock from Yahoo!

3. Q::GOOG/NYSE_IBM - daily time series of IBM stock from Quandl


4. =Q("msft::m","?","2013-01-01") returns monthly data for Microsoft since Jan 1, 2013
 

 

 

Copyright © 2013-2017 Jiri Pik

Document Version: Sunday, May 7, 2017