Tiingo Static Provider

Modified on 2020/12/23 08:24 by Eugene — Categorized as: Providers

What it is

This is a Wealth-Lab static, streaming and fundamental provider for free intraday and daily data from Tiingo.com. The feed makes available the historical data for 70K+ global securities (including U.S. and Chinese (Shanghai/Shenzhen exchanges) stocks, mutual funds and ETFs), fundamental data (36K+ stocks, free users: 5 years, Power users: 15+ years; see their pricing).

If you're familiar with the built-in Yahoo! provider, you're going to get common with the Tiingo 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. Register a free account at Tiingo.com
  3. Verify it (click on link you get by email)
  4. Go to Your API token page and copy/paste it (no typing !!!) in the Data Manager's Tiingo tab

Provider tab in Data Manager

Provider tab in Data Manager

Creating a DataSet

When creating a new DataSet, now you can choose intraday bar scales (from v2020.09). Note that the data comes from the IEX Exchange it's not equal to the official data:

Provider tab in Data Manager

Provider tab in Data Manager

60-min data is timestamped after the first hour of trading (e.g., 10:30, 11:30, ..., 16:00) to be compatible with the Strategy Monitor trading.

Working with Dividends

The Tiingo Fundamental Provider always returns split-adjusted dividends for a chart's dividend popup as well as when accessing the "Dividend (Tiingo)" 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 could 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 Tiingo 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