Date Format for Mathematica

Question

As I am trying to plot a few financial time series in Mathematica, I just ran into a problem illustrated in the figure below :

It seems the data are no longer dealt with after Year 2000

Is there a way to fix that ?

What would be the best format to export time series from Bloomberg or Excel to use them in Mathematic (Using version 8).

I do know about the FinancialData function. However, not knowing the exact symbols, it makes it extremely difficult to use Mathematica directly for this.

Answer 1

Use the DateFunction option to tell DateListPlot how to convert dates:

DateFunction -> (DateList[{#, {"MonthNameShort", "YearShort"}}] &)

(The parentheses are important.)

Answer 2

Why not to use WolframAlpha[...] function - it imports native to Mathematica format and goes up to current dates:

    timeseries = WolframAlpha["msft close Jan 1, 2010 to Jan 21 2011",
{{"DateRangeSpecified:Close:FinancialData", 1}, "TimeSeriesData"}];
DateListPlot[timeseries]

That was just an example of input. I am not sure what kind of data you need exactly, but you can get a lot of them via WolframAlpha function. Read this:

1) WolframAlpha 2) Data Formats in Wolfram|Alpha

Answer 3

Here's a function to convert those date strings to a format Mathematica can handle better:

dateConv = With[{s = StringSplit[#, "-"]}, {DateList[{s[[2]], "YearShort"}][[1]],
     DateList[s[[1]]][[2]]}] &

You can try

DateListPlot[data, DateFunction -> dateConv]

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EDIT: Originally I tried DateList[{"Nov-11", {"MonthNameShort", "YearShort"}}] but this tells me String "Nov- 11" cannot be interpreted as a date in format {"MonthNameShort", "YearShort"}.. Perhaps a bug?