Google Finance static/streaming data provider

Modified on 2017/12/03 19:00 by Eugene — Categorized as: Providers

This is a static and streaming provider that downloads daily and intraday historical price data from Google Finance.

Intraday backfill

Starting from v2011.01, intraday historical data can be downloaded from Google. Supported time frames: 1 minute, 2 minute, and 5 minute. The data loading depth is only 2 months for 5-min bar scale (and less than that for 1- and 2-minute charts) but the price is unbeatable (free).

Streaming

Starting from version 2011.01, the provider supports free Streaming intraday and daily data. To enable, open the Wealth-Lab's Preferences dialog > "Streaming Data" and tick "Google Streaming Provider". Effective v2016.06, provider supports streaming updates in Accounts window for Paper Trading.

To conserve bandwidth and reduce server load, partial bars are updated once every 10 seconds for snapshot quotes.

Streaming chart of QQQQ, 2-minute bars

Streaming chart of QQQQ, 2-minute bars


Non-price data

In addition to price history, Google offers Weekly data for so called Google Domestic Trends. Basically, these are indexes that track Google search traffic across specific sectors of the economy. Changes in the search volume of a given sector on google.com may provide unique economic insight. This may provide an additional, non price-based dimension to your analysis:


Notes


Issues and limitations