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My goal is to curate the following data before I export it as a CSV to open in Excel.

I have downloaded financial data for more than one asset, like the following:

test2 = FinancialData[#, {{2000, 1, 1}, {2000, 1, 20}}] & /@ {"GS", 
"MS", "BAC"}

Step 1.

I would like to insert the asset's label to the start of each series, to read

{{GS, {{2000,1,3}, 88.313}, {{2000,1,4}, 82.75},...,
{{2000,1,20},85.938}},{MS,{{2000,1,3},56.0327},{{2000,1,4},51.8822},...,
{{2000,1,20},55.9555}},{BAC,{{2000,1,3},24.219},{{2000,1,4},22.782},...,{{2000,1,20},23.032}}}

I have tried

MapThread[Insert[test2, #1, #2] &, {{"GS", "MS", "BAC"}, {{1, 1}, {2, 1},{3, 1}}]

and many others, but nothing works.

Step 2. The second step is to organise the data in such a way that I can export it as a .csv to read like the following:

curated data

When I try the following, I manage to break apart dates and values, but all in two columns, as opposed to two columns for each asset (moreover, Transpose obviously stops working once I add the assets' labels).

Flatten[Transpose[test2], 1] // TableForm

How to manipulate the data to look like the spreadsheet above when I export it?

Afterthought: It occurred to me when typing up this question that it might be better to perform step2 before step1.

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  • $\begingroup$ It occurred to me when typing up this question that it might be better to perform step2 before step1. $\endgroup$ Commented Jun 25, 2018 at 8:12
  • $\begingroup$ Thread /@ Transpose[{{"GS", "MS", "BAC"}, test2}]? $\endgroup$ Commented Jun 25, 2018 at 8:19
  • $\begingroup$ @ThadeuFreitasFilho You are free to edit you question at every time (there should be a small gray link saying "edit" below your post). $\endgroup$ Commented Jun 25, 2018 at 8:37

1 Answer 1

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Module[
 {
  names = {"GS", "MS", "BAC"},
  dates = {{2000, 1, 1}, {2000, 1, 20}},
  filename = "spreadsheet.xls",
  data
  },
 data = Map[
   Transpose[
     Prepend[FinancialData[#, 
       dates], {# <> " date", # <> " value"}]] &, names];
 File@Export[filename, Transpose[Flatten[data, 1]]]
 ]

Mathematica graphics

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