AlphaVantage static data provider

Modified on 2018/10/31 11:53 by Eugene — Categorized as: Providers

What it is

This is a Wealth-Lab static and fundamental provider for free intraday and daily data for U.S. stocks and Forex by AlphaVantage. The EOD data spans 20 years while the intraday data is limited depending on bar scale (1-minute: 1 week, 5-minute: 4 weeks, 15-, 30-minute: 6 weeks, 60-minute: less than 3 months for stocks and less than a month for Forex).

If you're familiar with the built-in Yahoo! provider, you're going to get common with the Alphavantage provider very quickly. Its features include:


Setting it up

Before you're able to download any data, follow these steps:

  1. Install the extension and restart WLP/D
  2. Get your free API key at AlphaVantage.co
  3. Copy and paste your API key (no typing !) on the Data Manager's AlphaVantage tab

Provider tab in Data Manager

Provider tab in Data Manager


Forex

Forex symbols must have FFF/TTT format, where FFF stands for From-Symbol and TTT stands for To-Symbol, for example: EUR/USD, USD/CHF etc.

Working with Dividends

The fundamental provider may return split-adjusted dividends for a chart's dividend popup as well as when accessing the "Dividend (Alphavantage)" fundamental item in Strategy code. While the dividend adjustment factor maintains proper percentage relationships between prices, it's possible that new dividends affect previous backtest results (trades) for some strategies. Disable "Apply dividends" in the Backtest Settings Preferences when using dividend-adjusted data for backtesting. If you don't, the dividend effect might be duplicated in the Performance results, especially for the Buy & Hold Strategy.

Data Editing

To edit bar data, open a chart and either:
  1. double-click the bar to edit, or,
  2. right-click the bar and select Edit Bar Data.

When editing data, be aware of the Perform Dividend Adjustment selection since the chart values will reflect this adjustment. Deselect this option and refresh the chart to edit raw price and volume.

With the "Ignore splits and dividends which fall out of the range" option selected (disabled by default), only deleting bars is possible.

Issues and Limitations