What it is
This is a Wealth-Lab static and streaming provider for free daily data coming from Bloomberg's web site. It's different from
another Bloomberg provider which is based on BBLoader and requires Bloomberg terminal subscription.
It's possible to download the data for U.S. and world stocks, indexes,
funds and more. For Bloomberg symbology and symbol lookup, please visit
Bloomberg web site.
Classification Groups
Starting from version 2011.11, the Classification Groups feature is included, making it easy to create DataSets of constituents from indices (over 15,000), funds (over 150,000) and stock sectors (over 90,000) around the world:
 Choose from the three Classification groups |
Before using any of the three classifications, the provider asks to perform one-time download of
each classification group (downloaded independently and stored in Wealth-Lab's AppData folder):
 One-time download of each classification database |
After
"Downloading..." is finished, you can start selecting and double-clicking on classification group titles to add them to the right page:
- 174 groups of Funds, can be additionally filtered by Country
- 90 groups of Indexes from 90 Countries (no filtering possible)
- 10 groups of Stock Industries, each one includes Supersectors and Sectors and can be additionally filtered by Country
Click on "All Countries" to reset the Country filter and to return to select instruments from around the world:
 Add groups of funds, indexes, or stock sectors |
Possible valid symbol examples
The Bloomberg symbol format is
Symbol:Exchange. Note that the delimiter should be a ":" symbol, not "." or something else.
Microsoft (NASDAQ): MSFT or MSFT:US
Volkswagen (XETRA): VOW:GY
Urja Global Ltd (India): UGL:IN
Nikkei 225 Index (Japan): NKY:IND
Investec High Income Fund - R (South Africa) INVHIGI:SJ
Notes
- Historical data requests are limited to 6 years.
- Streaming updates are at least 15 minutes delayed.
- For new symbols, provider requests company (index) names. It does not when existing data is being updated.
- No Bloomberg subscription required.
Example Strategy
Check out this example Strategy code illustrating how keep track of the credit spreads. Make sure you've created a Bloomberg DataSet with USSOC:IND and US0003M:IND before running it:
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()
{
// US0003M:IND = 3-Month LIBOR Rate
// USSOC:IND = 3-Month OIS Rate
Bars ois = GetExternalSymbol("USSOC:IND", true);
PlotSymbol(PricePane, ois, Color.Blue, Color. Blue);
DataSeries spread = Bars.Close - ois.Close;
spread.Description = "LIBOR 3M - OIS";
ChartPane sp = CreatePane(40, true, true);
PlotSeries(sp, spread, Color.Crimson, LineStyle.Histogram, 1);
}
}
}
Updating company names
By default, the provider requests company names for new symbols only to reduce update time. Starting from version 2010.07, you can change this behavior. To update each company name along with data requests, follow this one-time procedure:
- Make sure the provider has been updated to 2010.07 or above in Extension Manager and Wealth-Lab has been restarted
- Enable hidden file/folder visibility in Windows (Folder Options)
- Navigate to Wealth-Lab's user data directory:
Windows XP:
C:\Documents and Settings\Windows User Name\Application Data\Fidelity Investments\WealthLabDev\1.0.0.0\Data\
Windows 7/Vista:
C:\Users\Windows User Name\AppData\Roaming\WealthLabDev\1.0.0.0\Data\
- Use Notepad to open the config file called BloombergFreeSettings.xml
- Change this line:
<AlwaysUpdateNames>false</AlwaysUpdateNames>
This way:
<AlwaysUpdateNames>true</AlwaysUpdateNames>
Save the file and restart Wealth-Lab. Now each time your DataSets are updated, every existing and new company name will get synched too.