Nasdaq Static, Streaming and Fundamental Provider

Modified on 2017/03/30 09:33 by Eugene — Categorized as: Providers

This is a provider suite that consists of two data providers:

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

Streaming provider supports Wealth-Lab's Paper Trading feature for U.S. market only. The "Nasdaq Nordic" provider does not support paper trading.

Partial bar (Nordic stocks only)

Nasdaq fundamental items

Nasdaq fundamental items

When "Always return data with partial bar" is enabled on provider's Data Manager tab, static data (for Nordic stocks only) will include the current day's partial bar, and the last bar will be corrected on each update.

Classification Groups (Nordic stocks only)

Nasdaq fundamental items

Nasdaq fundamental items

Users can choose symbols or entire indices from Classification Groups by selecting "Nasdaq Nordic" in the New DataSet Wizard. Your suggestions for inclusion of new indices to the Classification Groups are welcome.

While entering symbols manually will not be supported in the Nasdaq Nordic provider, to quickly view a Nordic symbol's data on demand, simply add its instrument code (e.g. SSE3966) the usual way using the "primary" Nasdaq provider's (for U.S. stocks) New DataSet Wizard dialog.

Fundamental data (U.S. stocks only)

Nasdaq fundamental items

Nasdaq fundamental items

The Nasdaq U.S. 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:

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'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