Morningstar Static and Streaming provider

Modified on 2018/10/26 07:10 by Eugene — Categorized as: Providers

This is a suite of static, streaming and fundamental providers for Wealth-Lab that downloads free daily data by Morningstar. It's possible to download the data for U.S. and international stocks, indexes, and more.

Fundamental data

See dedicated article for Morningstar fundamental provider: a tool that allows to easily download and visualize the extensive set of free fundamental items provided by Morningstar.

Static data

The provider allows to download free End-Of-Day data for U.S. and international stocks, indexes, and more. For Morningstar symbology please visit their website. End-of-day quotes for Nasdaq, NYSE, and Amex securities will appear 15 minutes after close. The provider can return current trading session's opening price in WealthScript Strategies through the standard GetSessionOpen method.

Streaming data

If you check "Morningstar Streaming Data" in Wealth-Lab's Preferences > Streaming after installing the Extension and restarting Wealth-Lab, you can power up your Quotes windows and daily charts with Morningstar's real-time Data. For U.S. symbols, quotes are sourced from BATS when available. Note that quotes are available only during regular market hours (for premarket/aftermarket trading, previous session's quotes are displayed).

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

Notes

Supports Market Manager
The exchange codes supported by Morningstar (e.g. XFRA, XNAS, XPAR...) comply with ISO 10383 standard and could be found in various places. For a somewhat outdated but the most concise list refer to: (PDF) See "Appendix 9.1 QuoteSpeed® Database Codes"

Issues and limitations

Limitation: the provider does not support daily volume so it's always 0.
Limitation: in Quotes windows, the Time field is always 12:00 AM (or 0:00).
Known issue (deferred): Company names are not being retrieved when requesting new symbols on demand.
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.