{"id":322,"date":"2015-02-28T19:45:22","date_gmt":"2015-02-28T18:45:22","guid":{"rendered":"http:\/\/hobbykeller.spdns.de\/?p=322"},"modified":"2021-01-19T21:13:19","modified_gmt":"2021-01-19T20:13:19","slug":"financial-time-series-in-gnuplot","status":"publish","type":"post","link":"https:\/\/hobbykeller.spdns.de\/?p=322","title":{"rendered":"Financial time series in gnuplot"},"content":{"rendered":"<figure id=\"attachment_362\" aria-describedby=\"caption-attachment-362\" style=\"width: 300px\" class=\"wp-caption alignleft\"><a href=\"http:\/\/hobbykeller.spdns.de\/wp-content\/uploads\/2015\/02\/swap_sample.jpg\"><img loading=\"lazy\" decoding=\"async\" class=\"wp-image-362 size-medium\" src=\"http:\/\/hobbykeller.spdns.de\/wp-content\/uploads\/2015\/02\/swap_sample-300x181.jpg\" alt=\"Ever tried to produce this with Excel?\" width=\"300\" height=\"181\" srcset=\"https:\/\/hobbykeller.spdns.de\/wp-content\/uploads\/2015\/02\/swap_sample-300x181.jpg 300w, https:\/\/hobbykeller.spdns.de\/wp-content\/uploads\/2015\/02\/swap_sample.jpg 422w\" sizes=\"auto, (max-width: 300px) 100vw, 300px\" \/><\/a><figcaption id=\"caption-attachment-362\" class=\"wp-caption-text\">Ever tried to produce this with Excel?<\/figcaption><\/figure>\n<p>If financial companies talk about &#8220;research&#8221;, this should be taken with a grain of salt: &#8220;Research&#8221; sounds like science &#8211; but the truth normally is that research bulletins are some kind of marketing hodge podge, where charts on spreads, z-scores, risk reversals are churned out so that the slick sales guys have something at hand to talk their clients into new transactions.<\/p>\n<p>As in most other industries, these charts are generated using Microsoft Excel. What I regularly ask myself is: If we already know that most of these charts are pointless &#8211; can we at least produce them with a software which offers a better result than Excel? The good news is we can. Have a look at <a href=\"http:\/\/www.gnuplot.info\/\" target=\"_blank\" rel=\"noopener\">gnuplot<\/a>. It is open source, free of charge and the most versatile tool to visualize data I have ever seen.<!--more--><\/p>\n<h1>General<\/h1>\n<p>For any kind of chart, gnuplot needs two input files with plain text:<\/p>\n<ul>\n<li>The first file holds <strong>the data<\/strong> of the time series itself. By convention, it has the extension <code>.dat<\/code> (e.g.<code> USDEUR.dat<\/code>).<\/li>\n<li>The second file holds <strong>the settings<\/strong> for the chart (e.g. input data, chart type, line color, axis labels etc.). By convention, it has the extension <code>.plt<\/code> (e.g. <code>USDEUR.plt<\/code>).<\/li>\n<\/ul>\n<h2>The data file<\/h2>\n<p>Imagine we want to plot the 6M EUR EURIBOR fixings from 2009-2011. A typical <a href=\"https:\/\/hobbykeller.spdns.de\/index.php\/s\/HXLLLQca26uDSwK\" target=\"_blank\" rel=\"noopener\">data file <\/a>might look like this:<\/p>\n<pre class=\"theme:dark-terminal font:ubuntu-mono marking:false nums:false plain:true lang:default decode:true\" title=\"Data file EUR_EURIBOR_6M_SAMPLE.dat\">2Jan09\t2.945\r\n5Jan09\t2.913\r\n6Jan09\t2.882\r\n7Jan09\t2.845\r\n8Jan09\t2.811\r\n9Jan09\t2.765\r\n12Jan09\t2.716\r\n13Jan09\t2.671\r\n14Jan09\t2.631\r\n15Jan09\t2.572\r\n16Jan09\t2.531\r\n19Jan09\t2.487\r\n20Jan09\t2.447\r\n21Jan09\t2.39\r\n22Jan09\t2.341\r\n23Jan09\t2.294\r\n26Jan09\t2.252\r\n27Jan09\t2.239\r\n28Jan09\t2.214\r\n29Jan09\t2.194\r\n30Jan09\t2.176\r\n2Feb09\t2.162\r\n3Feb09\t2.153\r\n4Feb09\t2.143\r\n5Feb09\t2.127\r\n6Feb09\t2.108\r\n9Feb09\t2.086\r\n10Feb09\t2.069\r\n11Feb09\t2.054\r\n12Feb09\t2.036\r\n13Feb09\t2.025\r\n16Feb09\t2.013\r\n17Feb09\t1.997\r\n18Feb09\t1.986\r\n19Feb09\t1.982\r\n20Feb09\t1.976\r\n23Feb09\t1.975\r\n24Feb09\t1.963\r\n25Feb09\t1.951\r\n26Feb09\t1.942\r\n27Feb09\t1.933\r\n2Mar09\t1.919\r\n3Mar09\t1.899\r\n4Mar09\t1.884\r\n5Mar09\t1.869\r\n6Mar09\t1.842\r\n9Mar09\t1.825\r\n10Mar09\t1.817\r\n11Mar09\t1.8\r\n12Mar09\t1.79\r\n13Mar09\t1.78\r\n16Mar09\t1.774\r\n17Mar09\t1.763\r\n18Mar09\t1.752\r\n19Mar09\t1.734\r\n20Mar09\t1.723\r\n23Mar09\t1.712\r\n24Mar09\t1.709\r\n25Mar09\t1.705\r\n26Mar09\t1.7\r\n27Mar09\t1.693\r\n30Mar09\t1.68\r\n31Mar09\t1.67\r\n1Apr09\t1.656\r\n2Apr09\t1.646\r\n3Apr09\t1.653\r\n6Apr09\t1.644\r\n7Apr09\t1.632\r\n8Apr09\t1.624\r\n9Apr09\t1.618\r\n14Apr09\t1.609\r\n15Apr09\t1.602\r\n16Apr09\t1.597\r\n17Apr09\t1.595\r\n20Apr09\t1.599\r\n21Apr09\t1.6\r\n22Apr09\t1.6\r\n23Apr09\t1.6\r\n24Apr09\t1.593\r\n27Apr09\t1.588\r\n28Apr09\t1.579\r\n29Apr09\t1.569\r\n30Apr09\t1.562\r\n4May09\t1.553\r\n5May09\t1.543\r\n6May09\t1.534\r\n7May09\t1.527\r\n8May09\t1.507\r\n11May09\t1.491\r\n12May09\t1.486\r\n13May09\t1.479\r\n14May09\t1.465\r\n15May09\t1.453\r\n18May09\t1.442\r\n19May09\t1.434\r\n20May09\t1.443\r\n21May09\t1.451\r\n22May09\t1.457\r\n25May09\t1.464\r\n26May09\t1.467\r\n27May09\t1.471\r\n28May09\t1.473\r\n29May09\t1.465\r\n1Jun09\t1.464\r\n2Jun09\t1.461\r\n3Jun09\t1.455\r\n4Jun09\t1.457\r\n5Jun09\t1.468\r\n8Jun09\t1.487\r\n9Jun09\t1.49\r\n10Jun09\t1.488\r\n11Jun09\t1.484\r\n12Jun09\t1.478\r\n15Jun09\t1.472\r\n16Jun09\t1.465\r\n17Jun09\t1.457\r\n18Jun09\t1.449\r\n19Jun09\t1.438\r\n22Jun09\t1.428\r\n23Jun09\t1.416\r\n24Jun09\t1.404\r\n25Jun09\t1.354\r\n26Jun09\t1.334\r\n29Jun09\t1.322\r\n30Jun09\t1.313\r\n1Jul09\t1.303\r\n2Jul09\t1.291\r\n3Jul09\t1.277\r\n6Jul09\t1.268\r\n7Jul09\t1.261\r\n8Jul09\t1.249\r\n9Jul09\t1.241\r\n10Jul09\t1.236\r\n13Jul09\t1.229\r\n14Jul09\t1.225\r\n15Jul09\t1.22\r\n16Jul09\t1.214\r\n17Jul09\t1.202\r\n20Jul09\t1.194\r\n21Jul09\t1.188\r\n22Jul09\t1.182\r\n23Jul09\t1.175\r\n24Jul09\t1.17\r\n27Jul09\t1.168\r\n28Jul09\t1.159\r\n29Jul09\t1.153\r\n30Jul09\t1.149\r\n31Jul09\t1.142\r\n3Aug09\t1.137\r\n4Aug09\t1.134\r\n5Aug09\t1.133\r\n6Aug09\t1.132\r\n7Aug09\t1.131\r\n10Aug09\t1.133\r\n11Aug09\t1.13\r\n12Aug09\t1.128\r\n13Aug09\t1.121\r\n14Aug09\t1.12\r\n17Aug09\t1.114\r\n18Aug09\t1.113\r\n19Aug09\t1.111\r\n20Aug09\t1.111\r\n21Aug09\t1.107\r\n24Aug09\t1.106\r\n25Aug09\t1.101\r\n26Aug09\t1.099\r\n27Aug09\t1.093\r\n28Aug09\t1.088\r\n31Aug09\t1.082\r\n1Sep09\t1.08\r\n2Sep09\t1.078\r\n3Sep09\t1.076\r\n4Sep09\t1.069\r\n7Sep09\t1.065\r\n8Sep09\t1.055\r\n9Sep09\t1.05\r\n10Sep09\t1.046\r\n11Sep09\t1.04\r\n14Sep09\t1.04\r\n15Sep09\t1.04\r\n16Sep09\t1.038\r\n17Sep09\t1.039\r\n18Sep09\t1.035\r\n21Sep09\t1.031\r\n22Sep09\t1.029\r\n23Sep09\t1.026\r\n24Sep09\t1.021\r\n25Sep09\t1.02\r\n28Sep09\t1.018\r\n29Sep09\t1.018\r\n30Sep09\t1.016\r\n1Oct09\t1.017\r\n2Oct09\t1.016\r\n5Oct09\t1.013\r\n6Oct09\t1.01\r\n7Oct09\t1.01\r\n8Oct09\t1.016\r\n9Oct09\t1.021\r\n12Oct09\t1.023\r\n13Oct09\t1.024\r\n14Oct09\t1.022\r\n15Oct09\t1.022\r\n16Oct09\t1.022\r\n19Oct09\t1.022\r\n20Oct09\t1.021\r\n21Oct09\t1.022\r\n22Oct09\t1.021\r\n23Oct09\t1.019\r\n26Oct09\t1.017\r\n27Oct09\t1.013\r\n28Oct09\t1.008\r\n29Oct09\t1.004\r\n30Oct09\t1.004\r\n2Nov09\t1.004\r\n3Nov09\t1.001\r\n4Nov09\t1.002\r\n5Nov09\t1\r\n6Nov09\t0.997\r\n9Nov09\t0.994\r\n10Nov09\t0.992\r\n11Nov09\t0.992\r\n12Nov09\t0.991\r\n13Nov09\t0.989\r\n16Nov09\t0.988\r\n17Nov09\t0.988\r\n18Nov09\t0.987\r\n19Nov09\t0.987\r\n20Nov09\t0.987\r\n23Nov09\t0.991\r\n24Nov09\t0.991\r\n25Nov09\t0.993\r\n26Nov09\t0.994\r\n27Nov09\t0.993\r\n30Nov09\t0.995\r\n1Dec09\t0.997\r\n2Dec09\t0.998\r\n3Dec09\t0.999\r\n4Dec09\t0.996\r\n7Dec09\t0.998\r\n8Dec09\t0.996\r\n9Dec09\t0.996\r\n10Dec09\t0.997\r\n11Dec09\t0.996\r\n14Dec09\t0.999\r\n15Dec09\t0.998\r\n16Dec09\t0.998\r\n17Dec09\t0.997\r\n18Dec09\t0.995\r\n21Dec09\t0.995\r\n22Dec09\t0.993\r\n23Dec09\t0.992\r\n24Dec09\t0.991\r\n28Dec09\t0.992\r\n29Dec09\t0.993\r\n30Dec09\t0.993\r\n31Dec09\t0.994\r\n4Jan10\t0.996\r\n5Jan10\t0.995\r\n6Jan10\t0.992\r\n7Jan10\t0.989\r\n8Jan10\t0.986\r\n11Jan10\t0.985\r\n12Jan10\t0.983\r\n13Jan10\t0.981\r\n14Jan10\t0.981\r\n15Jan10\t0.977\r\n18Jan10\t0.975\r\n19Jan10\t0.974\r\n20Jan10\t0.972\r\n21Jan10\t0.968\r\n22Jan10\t0.966\r\n25Jan10\t0.965\r\n26Jan10\t0.964\r\n27Jan10\t0.964\r\n28Jan10\t0.966\r\n29Jan10\t0.966\r\n1Feb10\t0.966\r\n2Feb10\t0.967\r\n3Feb10\t0.967\r\n4Feb10\t0.967\r\n5Feb10\t0.965\r\n8Feb10\t0.965\r\n9Feb10\t0.966\r\n10Feb10\t0.966\r\n11Feb10\t0.966\r\n12Feb10\t0.967\r\n15Feb10\t0.963\r\n16Feb10\t0.964\r\n17Feb10\t0.965\r\n18Feb10\t0.963\r\n19Feb10\t0.965\r\n22Feb10\t0.965\r\n23Feb10\t0.964\r\n24Feb10\t0.963\r\n25Feb10\t0.959\r\n26Feb10\t0.958\r\n1Mar10\t0.959\r\n2Mar10\t0.958\r\n3Mar10\t0.957\r\n4Mar10\t0.957\r\n5Mar10\t0.956\r\n8Mar10\t0.957\r\n9Mar10\t0.956\r\n10Mar10\t0.956\r\n11Mar10\t0.957\r\n12Mar10\t0.958\r\n15Mar10\t0.956\r\n16Mar10\t0.955\r\n17Mar10\t0.951\r\n18Mar10\t0.951\r\n19Mar10\t0.951\r\n22Mar10\t0.95\r\n23Mar10\t0.948\r\n24Mar10\t0.947\r\n25Mar10\t0.946\r\n26Mar10\t0.947\r\n29Mar10\t0.945\r\n30Mar10\t0.944\r\n31Mar10\t0.944\r\n1Apr10\t0.945\r\n6Apr10\t0.949\r\n7Apr10\t0.95\r\n8Apr10\t0.952\r\n9Apr10\t0.952\r\n12Apr10\t0.953\r\n13Apr10\t0.953\r\n14Apr10\t0.954\r\n15Apr10\t0.954\r\n16Apr10\t0.954\r\n19Apr10\t0.953\r\n20Apr10\t0.953\r\n21Apr10\t0.954\r\n22Apr10\t0.955\r\n23Apr10\t0.957\r\n26Apr10\t0.959\r\n27Apr10\t0.958\r\n28Apr10\t0.964\r\n29Apr10\t0.967\r\n30Apr10\t0.968\r\n3May10\t0.971\r\n4May10\t0.974\r\n5May10\t0.976\r\n6May10\t0.978\r\n7May10\t0.984\r\n10May10\t0.981\r\n11May10\t0.979\r\n12May10\t0.978\r\n13May10\t0.976\r\n14May10\t0.979\r\n17May10\t0.981\r\n18May10\t0.982\r\n19May10\t0.984\r\n20May10\t0.986\r\n21May10\t0.987\r\n24May10\t0.987\r\n25May10\t0.99\r\n26May10\t0.989\r\n27May10\t0.988\r\n28May10\t0.988\r\n31May10\t0.989\r\n1Jun10\t0.991\r\n2Jun10\t0.994\r\n3Jun10\t0.996\r\n4Jun10\t0.997\r\n7Jun10\t0.998\r\n8Jun10\t0.999\r\n9Jun10\t0.999\r\n10Jun10\t1.001\r\n11Jun10\t1.003\r\n14Jun10\t1.005\r\n15Jun10\t1.006\r\n16Jun10\t1.008\r\n17Jun10\t1.011\r\n18Jun10\t1.015\r\n21Jun10\t1.019\r\n22Jun10\t1.021\r\n23Jun10\t1.024\r\n24Jun10\t1.027\r\n25Jun10\t1.03\r\n28Jun10\t1.035\r\n29Jun10\t1.039\r\n30Jun10\t1.041\r\n1Jul10\t1.056\r\n2Jul10\t1.06\r\n5Jul10\t1.06\r\n6Jul10\t1.061\r\n7Jul10\t1.065\r\n8Jul10\t1.07\r\n9Jul10\t1.081\r\n12Jul10\t1.086\r\n13Jul10\t1.09\r\n14Jul10\t1.095\r\n15Jul10\t1.101\r\n16Jul10\t1.114\r\n19Jul10\t1.122\r\n20Jul10\t1.127\r\n21Jul10\t1.13\r\n22Jul10\t1.131\r\n23Jul10\t1.133\r\n26Jul10\t1.137\r\n27Jul10\t1.141\r\n28Jul10\t1.143\r\n29Jul10\t1.145\r\n30Jul10\t1.145\r\n2Aug10\t1.145\r\n3Aug10\t1.146\r\n4Aug10\t1.149\r\n5Aug10\t1.152\r\n6Aug10\t1.154\r\n9Aug10\t1.155\r\n10Aug10\t1.156\r\n11Aug10\t1.158\r\n12Aug10\t1.154\r\n13Aug10\t1.153\r\n16Aug10\t1.15\r\n17Aug10\t1.149\r\n18Aug10\t1.149\r\n19Aug10\t1.148\r\n20Aug10\t1.145\r\n23Aug10\t1.143\r\n24Aug10\t1.141\r\n25Aug10\t1.139\r\n26Aug10\t1.139\r\n27Aug10\t1.139\r\n30Aug10\t1.137\r\n31Aug10\t1.137\r\n1Sep10\t1.134\r\n2Sep10\t1.134\r\n3Sep10\t1.134\r\n6Sep10\t1.133\r\n7Sep10\t1.133\r\n8Sep10\t1.134\r\n9Sep10\t1.134\r\n10Sep10\t1.135\r\n13Sep10\t1.138\r\n14Sep10\t1.137\r\n15Sep10\t1.139\r\n16Sep10\t1.139\r\n17Sep10\t1.141\r\n20Sep10\t1.139\r\n21Sep10\t1.139\r\n22Sep10\t1.138\r\n23Sep10\t1.136\r\n24Sep10\t1.137\r\n27Sep10\t1.138\r\n28Sep10\t1.141\r\n29Sep10\t1.141\r\n30Sep10\t1.146\r\n1Oct10\t1.184\r\n4Oct10\t1.191\r\n5Oct10\t1.191\r\n6Oct10\t1.19\r\n7Oct10\t1.197\r\n8Oct10\t1.201\r\n11Oct10\t1.204\r\n12Oct10\t1.206\r\n13Oct10\t1.209\r\n14Oct10\t1.211\r\n15Oct10\t1.216\r\n18Oct10\t1.223\r\n19Oct10\t1.231\r\n20Oct10\t1.239\r\n21Oct10\t1.246\r\n22Oct10\t1.25\r\n25Oct10\t1.253\r\n26Oct10\t1.259\r\n27Oct10\t1.265\r\n28Oct10\t1.267\r\n29Oct10\t1.269\r\n1Nov10\t1.269\r\n2Nov10\t1.27\r\n3Nov10\t1.272\r\n4Nov10\t1.274\r\n5Nov10\t1.273\r\n8Nov10\t1.274\r\n9Nov10\t1.274\r\n10Nov10\t1.274\r\n11Nov10\t1.275\r\n12Nov10\t1.276\r\n15Nov10\t1.276\r\n16Nov10\t1.275\r\n17Nov10\t1.272\r\n18Nov10\t1.269\r\n19Nov10\t1.266\r\n22Nov10\t1.265\r\n23Nov10\t1.263\r\n24Nov10\t1.26\r\n25Nov10\t1.262\r\n26Nov10\t1.26\r\n29Nov10\t1.26\r\n30Nov10\t1.26\r\n1Dec10\t1.258\r\n2Dec10\t1.258\r\n3Dec10\t1.256\r\n6Dec10\t1.256\r\n7Dec10\t1.258\r\n8Dec10\t1.259\r\n9Dec10\t1.259\r\n10Dec10\t1.257\r\n13Dec10\t1.257\r\n14Dec10\t1.254\r\n15Dec10\t1.254\r\n16Dec10\t1.254\r\n17Dec10\t1.254\r\n20Dec10\t1.254\r\n21Dec10\t1.253\r\n22Dec10\t1.253\r\n23Dec10\t1.248\r\n24Dec10\t1.243\r\n27Dec10\t1.241\r\n28Dec10\t1.24\r\n29Dec10\t1.238\r\n30Dec10\t1.234\r\n31Dec10\t1.227\r\n3Jan11\t1.224\r\n4Jan11\t1.224\r\n5Jan11\t1.223\r\n6Jan11\t1.223\r\n7Jan11\t1.223\r\n10Jan11\t1.222\r\n11Jan11\t1.222\r\n12Jan11\t1.225\r\n13Jan11\t1.229\r\n14Jan11\t1.244\r\n17Jan11\t1.249\r\n18Jan11\t1.254\r\n19Jan11\t1.256\r\n20Jan11\t1.26\r\n21Jan11\t1.27\r\n24Jan11\t1.277\r\n25Jan11\t1.279\r\n26Jan11\t1.294\r\n27Jan11\t1.301\r\n28Jan11\t1.307\r\n31Jan11\t1.319\r\n1Feb11\t1.331\r\n2Feb11\t1.333\r\n3Feb11\t1.34\r\n4Feb11\t1.341\r\n7Feb11\t1.339\r\n8Feb11\t1.336\r\n9Feb11\t1.35\r\n10Feb11\t1.354\r\n11Feb11\t1.355\r\n14Feb11\t1.354\r\n15Feb11\t1.353\r\n16Feb11\t1.352\r\n17Feb11\t1.352\r\n18Feb11\t1.348\r\n21Feb11\t1.353\r\n22Feb11\t1.36\r\n23Feb11\t1.367\r\n24Feb11\t1.371\r\n25Feb11\t1.377\r\n28Feb11\t1.379\r\n1Mar11\t1.382\r\n2Mar11\t1.381\r\n3Mar11\t1.385\r\n4Mar11\t1.475\r\n7Mar11\t1.487\r\n8Mar11\t1.493\r\n9Mar11\t1.494\r\n10Mar11\t1.491\r\n11Mar11\t1.489\r\n14Mar11\t1.487\r\n15Mar11\t1.474\r\n16Mar11\t1.477\r\n17Mar11\t1.478\r\n18Mar11\t1.479\r\n21Mar11\t1.488\r\n22Mar11\t1.496\r\n23Mar11\t1.501\r\n24Mar11\t1.506\r\n25Mar11\t1.513\r\n28Mar11\t1.521\r\n29Mar11\t1.531\r\n30Mar11\t1.541\r\n31Mar11\t1.546\r\n1Apr11\t1.556\r\n4Apr11\t1.563\r\n5Apr11\t1.568\r\n6Apr11\t1.576\r\n7Apr11\t1.585\r\n8Apr11\t1.599\r\n11Apr11\t1.612\r\n12Apr11\t1.621\r\n13Apr11\t1.626\r\n14Apr11\t1.629\r\n15Apr11\t1.631\r\n18Apr11\t1.635\r\n19Apr11\t1.639\r\n20Apr11\t1.649\r\n21Apr11\t1.655\r\n26Apr11\t1.657\r\n27Apr11\t1.661\r\n28Apr11\t1.669\r\n29Apr11\t1.675\r\n2May11\t1.682\r\n3May11\t1.688\r\n4May11\t1.7\r\n5May11\t1.713\r\n6May11\t1.703\r\n9May11\t1.705\r\n10May11\t1.706\r\n11May11\t1.701\r\n12May11\t1.699\r\n13May11\t1.703\r\n16May11\t1.707\r\n17May11\t1.71\r\n18May11\t1.713\r\n19May11\t1.717\r\n20May11\t1.72\r\n23May11\t1.716\r\n24May11\t1.716\r\n25May11\t1.714\r\n26May11\t1.712\r\n27May11\t1.708\r\n30May11\t1.705\r\n31May11\t1.712\r\n1Jun11\t1.714\r\n2Jun11\t1.714\r\n3Jun11\t1.716\r\n6Jun11\t1.719\r\n7Jun11\t1.724\r\n8Jun11\t1.733\r\n9Jun11\t1.741\r\n10Jun11\t1.739\r\n13Jun11\t1.739\r\n14Jun11\t1.741\r\n15Jun11\t1.748\r\n16Jun11\t1.752\r\n17Jun11\t1.759\r\n20Jun11\t1.764\r\n21Jun11\t1.77\r\n22Jun11\t1.772\r\n23Jun11\t1.771\r\n24Jun11\t1.769\r\n27Jun11\t1.764\r\n28Jun11\t1.77\r\n29Jun11\t1.777\r\n30Jun11\t1.788\r\n1Jul11\t1.797\r\n4Jul11\t1.803\r\n5Jul11\t1.81\r\n6Jul11\t1.814\r\n7Jul11\t1.823\r\n8Jul11\t1.831\r\n11Jul11\t1.831\r\n12Jul11\t1.818\r\n13Jul11\t1.818\r\n14Jul11\t1.817\r\n15Jul11\t1.814\r\n18Jul11\t1.812\r\n19Jul11\t1.813\r\n20Jul11\t1.81\r\n21Jul11\t1.817\r\n22Jul11\t1.824\r\n25Jul11\t1.827\r\n26Jul11\t1.831\r\n27Jul11\t1.828\r\n28Jul11\t1.824\r\n29Jul11\t1.821\r\n1Aug11\t1.82\r\n2Aug11\t1.816\r\n3Aug11\t1.812\r\n4Aug11\t1.812\r\n5Aug11\t1.764\r\n8Aug11\t1.76\r\n9Aug11\t1.745\r\n10Aug11\t1.741\r\n11Aug11\t1.726\r\n12Aug11\t1.73\r\n15Aug11\t1.74\r\n16Aug11\t1.741\r\n17Aug11\t1.74\r\n18Aug11\t1.737\r\n19Aug11\t1.73\r\n22Aug11\t1.734\r\n23Aug11\t1.739\r\n24Aug11\t1.743\r\n25Aug11\t1.745\r\n26Aug11\t1.744\r\n29Aug11\t1.745\r\n30Aug11\t1.747\r\n31Aug11\t1.749\r\n1Sep11\t1.748\r\n2Sep11\t1.744\r\n5Sep11\t1.734\r\n6Sep11\t1.732\r\n7Sep11\t1.731\r\n8Sep11\t1.732\r\n9Sep11\t1.728\r\n12Sep11\t1.723\r\n13Sep11\t1.724\r\n14Sep11\t1.729\r\n15Sep11\t1.734\r\n16Sep11\t1.736\r\n19Sep11\t1.735\r\n20Sep11\t1.737\r\n21Sep11\t1.736\r\n22Sep11\t1.734\r\n23Sep11\t1.735\r\n26Sep11\t1.732\r\n27Sep11\t1.738\r\n28Sep11\t1.746\r\n29Sep11\t1.75\r\n30Sep11\t1.753\r\n3Oct11\t1.757\r\n4Oct11\t1.756\r\n5Oct11\t1.758\r\n6Oct11\t1.755\r\n7Oct11\t1.765\r\n10Oct11\t1.768\r\n11Oct11\t1.771\r\n12Oct11\t1.774\r\n13Oct11\t1.775\r\n14Oct11\t1.777\r\n17Oct11\t1.782\r\n18Oct11\t1.78\r\n19Oct11\t1.783\r\n20Oct11\t1.785\r\n21Oct11\t1.785\r\n24Oct11\t1.785\r\n25Oct11\t1.788\r\n26Oct11\t1.785\r\n27Oct11\t1.788\r\n28Oct11\t1.793\r\n31Oct11\t1.788\r\n1Nov11\t1.782\r\n2Nov11\t1.78\r\n3Nov11\t1.776\r\n4Nov11\t1.701\r\n7Nov11\t1.695\r\n8Nov11\t1.692\r\n9Nov11\t1.691\r\n10Nov11\t1.689\r\n11Nov11\t1.688\r\n14Nov11\t1.685\r\n15Nov11\t1.685\r\n16Nov11\t1.686\r\n17Nov11\t1.69\r\n18Nov11\t1.694\r\n21Nov11\t1.694\r\n22Nov11\t1.695\r\n23Nov11\t1.698\r\n24Nov11\t1.702\r\n25Nov11\t1.705\r\n28Nov11\t1.707\r\n29Nov11\t1.706\r\n30Nov11\t1.701\r\n1Dec11\t1.697\r\n2Dec11\t1.699\r\n5Dec11\t1.703\r\n6Dec11\t1.705\r\n7Dec11\t1.703\r\n8Dec11\t1.701\r\n9Dec11\t1.675\r\n12Dec11\t1.675\r\n13Dec11\t1.673\r\n14Dec11\t1.669\r\n15Dec11\t1.667\r\n16Dec11\t1.667\r\n19Dec11\t1.668\r\n20Dec11\t1.667\r\n21Dec11\t1.666\r\n22Dec11\t1.662\r\n23Dec11\t1.658\r\n27Dec11\t1.648\r\n28Dec11\t1.64\r\n29Dec11\t1.625\r\n30Dec11\t1.617<\/pre>\n<p>Note that the data file<\/p>\n<ul>\n<li>has <strong>two<\/strong> columns: the first one (in this case) is the date column, the second is the 6M EUR EURIBOR applied to the date<\/li>\n<li>the <strong>decimal separator<\/strong> is a dot, not a comma<\/li>\n<li>there are <strong>no headers<\/strong>, if you want these headers for internal description of the file you can add them as a comment on the top line &#8211; comments always start with a hash sign (#).<\/li>\n<li>columns are <strong>space-separate<\/strong>d (not comma or semi-colon!)<\/li>\n<\/ul>\n<h2>The settings file<\/h2>\n<p>The settings file controls the whole appearance of the chart: What data file is used (or even which parts of a data file), what kind of chart should be produced. A typical settings file for the above example looks like this:<\/p>\n<pre class=\"theme:dark-terminal font:ubuntu-mono plain:true lang:default decode:true \" title=\"gnuPlot settings file EUR_EURIBOR_6M_SAMPLE.plt\">set term pngcairo font \"sans,9\" size 500,250\r\nset xdata time\r\nset timefmt \"%d%b%y\"\r\nset xrange [\"30Sep08\":\"30Mar12\"]\r\nset format x \"%b%y\"\r\nset format y \"%3.1f\"\r\nset ytics nomirror axis\r\nset xtics nomirror axis\r\nset mxtics 6\r\nset mytics 10\r\nset grid ytics lt 0 lw 1 lc rgb \"#696969\"\r\nset grid xtics lt 0 lw 1 lc rgb \"#696969\"\r\nunset key\r\nset border 3 lt 1 lc \"white\"\r\nset object 1 rectangle from screen 0,0 to screen 1,1 fillcolor rgb\"#1d1d1d\" behind\r\nset tics textcolor rgb \"white\"\r\nset ylabel '6M EURIBOR Fixing [%]' tc rgb \"white\"\r\nset style line 1 lc rgb '#ef5a00' lt 1 lw 2 pt 7 pi -1 ps 1.5\r\nset output 'EUR_EURIBOR_6M_SAMPLE.png'\r\nplot 'EUR_EURIBOR_6M_SAMPLE.dat' using 1:2 with lines ls 1<\/pre>\n<h1>\u00a0Producing the plot<\/h1>\n<p>All we have to do to generate the plot is to start gnuPlot from the folder containing the data file and the plot file and issue the command load &#8216;EUR_EURIBOR_6M_SAMPLE.plt&#8217; at the gnuplot command prompt.<\/p>\n<p>Note that gnuplot will then silently create the chart as a PNG file in the background. Just pick the file up and put it on your website or document.<\/p>\n<figure id=\"attachment_360\" aria-describedby=\"caption-attachment-360\" style=\"width: 500px\" class=\"wp-caption aligncenter\"><a href=\"http:\/\/hobbykeller.spdns.de\/wp-content\/uploads\/2015\/03\/EUR_EURIBOR_6M_SMP.png\"><img loading=\"lazy\" decoding=\"async\" class=\"size-full wp-image-360\" src=\"http:\/\/hobbykeller.spdns.de\/wp-content\/uploads\/2015\/03\/EUR_EURIBOR_6M_SMP.png\" alt=\"Final chart generated by gnuPlot\" width=\"500\" height=\"250\" srcset=\"https:\/\/hobbykeller.spdns.de\/wp-content\/uploads\/2015\/03\/EUR_EURIBOR_6M_SMP.png 500w, https:\/\/hobbykeller.spdns.de\/wp-content\/uploads\/2015\/03\/EUR_EURIBOR_6M_SMP-300x150.png 300w\" sizes=\"auto, (max-width: 500px) 100vw, 500px\" \/><\/a><figcaption id=\"caption-attachment-360\" class=\"wp-caption-text\">Final chart generated by gnuPlot<\/figcaption><\/figure>\n<p>&nbsp;<\/p>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>If financial companies talk about &#8220;research&#8221;, this should be taken with a grain of salt: &#8220;Research&#8221; sounds like science &#8211; but the truth normally is that research bulletins are some<span class=\"more-button\"><a href=\"https:\/\/hobbykeller.spdns.de\/?p=322\" class=\"more-link\">Continue reading<span class=\"screen-reader-text\">Financial time series in gnuplot<\/span><\/a><\/span><\/p>\n","protected":false},"author":2,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[64],"tags":[51,52,50],"class_list":["post-322","post","type-post","status-publish","format-standard","hentry","category-linux","tag-chart","tag-financial-time-series","tag-gnuplot"],"_links":{"self":[{"href":"https:\/\/hobbykeller.spdns.de\/index.php?rest_route=\/wp\/v2\/posts\/322","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/hobbykeller.spdns.de\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/hobbykeller.spdns.de\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/hobbykeller.spdns.de\/index.php?rest_route=\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/hobbykeller.spdns.de\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=322"}],"version-history":[{"count":45,"href":"https:\/\/hobbykeller.spdns.de\/index.php?rest_route=\/wp\/v2\/posts\/322\/revisions"}],"predecessor-version":[{"id":1346,"href":"https:\/\/hobbykeller.spdns.de\/index.php?rest_route=\/wp\/v2\/posts\/322\/revisions\/1346"}],"wp:attachment":[{"href":"https:\/\/hobbykeller.spdns.de\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=322"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/hobbykeller.spdns.de\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=322"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/hobbykeller.spdns.de\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=322"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}