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Nasdaq Static, Streaming and Fundamental Provider

This is a provider suite that downloads static data, streaming data, and fundamental items for U.S. stocks from Nasdaq.com website.

Static provider returns 10 years (approximately 2500+ bars) of daily (EOD) historical data for U.S. stocks.

Streaming provider supports Wealth-Lab's Paper Trading feature.

Fundamental data

Nasdaq fundamental items

Nasdaq fundamental items

The provider supports two available items: short interest and dividends.

The short interest data is available on a bi-weekly basis.

Provider returns extended dividend data going back to 2000: date, dividend type, cash amount, declaration, record and payable dates. Each dividend item comes with these extra details attached: ExDate, Type, CashAmount, DeclarationDate, RecordDate, and PaymentDate.

They are available in two forms:

  • In a popup when mousing over a [naz] Dividend or [naz] Short Interest item on a stock chart
  • In WealthScript Strategoes via the GetDetail or FormatValue methods:

Make sure you've collected the fundamental data before running this Strategy (Data Manager > "Update Data" tab > check "Nasdaq fundamental data" > go to "DataSets" tab > click "Update DataSet").

using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies { public class MyStrategy : WealthScript { protected override void Execute() { // Illustrates how to handle Nasdaq.com's extended dividend information with GetDetail const char tab = '\u0009'; string item = "[naz] Dividend"; IList<FundamentalItem> fList = FundamentalDataItems(item); ClearDebug(); PrintDebug(Bars.Symbol + tab + "Item Count: " + fList.Count); foreach (FundamentalItem fi in fList) { PrintDebug( fi.Date.ToShortDateString() + tab + fi.Value.ToString() + tab + fi.GetDetail("ExDate") + tab + fi.GetDetail("Type") + tab + fi.GetDetail("CashAmount") + tab + fi.GetDetail("DeclarationDate") + tab + fi.GetDetail("RecordDate") + tab + fi.GetDetail("PaymentDate") + tab ); } } } }

Issues and limitations

  • Provider does not have the means to adjust for splits and dividends. To maintain your data in good shape, either perform splits manually or reload the DataSet from scratch using the Data Tool's "Remove all data" feature and then updating the DataSet.

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