NASDAQ as a Provider?
Author: Panache
Creation Date: 1/16/2014 7:42 PM
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Panache

#1
Have you ever thought about NASDAQ as a price and fundamental data provider? They provide 10 years of OHLCV http://www.nasdaq.com/symbol/aa/historical as well as 10 years of dividend history http://www.nasdaq.com/symbol/aa/dividend-history all in one place (with a link to download it into Excel format).
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Eugene

#2
Don't be tricked by the download link, it points to itself. :) Downloading is done with a POST request and relies on server checking the ViewState and cookies. This particular feed is entangled from a technical standpoint, and I did try several known approaches to make it work but unsuccessfully.

Nonetheless, we're pleased to have no shortage of price/fundamental providers to obtain U.S. data. Thank you anyway for the suggestion.
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Eugene

#3
On a second look, I think I can handle that POST request. Expect a new data provider suite (static, streaming and fundamental). Please stay tuned.
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Eugene

#4
Nasdaq provider has been released.
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Olekso-Monsterlo

#5
QUOTE:
Nasdaq provider has been released.

Can I ask if it accessible in a trial version ? I'm interested in a Nasdaq OMX historical data.
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Eugene

#6
No, like any other extension it's not. Please see the FAQ for reasons: I can't download an Extension: the site says Wealth-Lab extensions are available only to Wealth-Lab Version 6 customers.

Besides, it doesn't seem that this provider has any symbols from the exchange you're looking for i.e. nasdaqomxnordic.com. It's for U.S. stocks only. Out of curiosity I've looked into it and think that technically it might be possible to grab the historical data for Nordic stocks from the Nasdaq OMX site (don't be fooled by a "Download" button there as it doesn't point at a usable endpoint - just like in post #2). No idea about splits, dividends and other fundamental items yet (haven't looked).

As it'd be quite an effort, project development can be considered if there's sufficient following (interest) from paid customers.
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Olekso-Monsterlo

#7
Thanks a lot Eugene for your detailed answer.
I really enjoying WealthLab so far and I think to buy a license.
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Eugene

#8
Oleksii,

Glad that you like our product.
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Eugene

#9
UPDATE

A deeper look into the NasdaqOMXNordic project revealed that integration of the Nordic stocks data into the Nasdaq provider has medium complexity due to a requirement of creating Classification Groups. Given that there's no shortage of ongoing support and development tasks, ETA is 1-2 months.
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Olekso-Monsterlo

#10
Hi Eugene,

QUOTE:
A deeper look into the NasdaqOMXNordic project revealed that integration of the Nordic stocks data into the Nasdaq provider has medium complexity due to prerequirement of creating Classification Groups. Given that there's no shortage of ongoing support and development tasks, ETA is 1-2 months.


Thanks for the update. Nice news!
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Eugene

#11
The Classification Groups feature (Indexes, Listed companies as markets / segments) appears to be the biggest usability hurdle and development time hog. It'd take some careful design and implementation. Therefore I've decided to postpone it until a future release.

Instead, I'm going to roll out a first version which would recognize the Nordic symbols by their OMX code. I learnt that this is a pretty common convention so I won't be reinventing the wheel. For example, if you visit the Wikipedia page of a Nordic company then right there you'd see one or more associated OMX codes e.g. CSE1595, CSE1596.

Those of Dutch origin start with CSE prefix, Swedish with SSE, Finnish with HEX, and so on. This is how the Nasdaq OMX website recognizes the symbols itself: not by tickers but by this sequence ("Instrument"). This may seem somewhat inconvenient to you to find out all those Instrument codes on the OMX website by hovering over the links in an index like OMXS30 on nasdaqomxnordic.com website and typing them in e.g. for ABB stock you'd type SSE3966 in the New DataSet Wizard, and so on. However, this should help bring support for Nasdaq OMX more quickly - ETA end of March vs. 1-2 months.

Disregard. Not going this way.
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Eugene

#12
Oleksii,

Besides OMXS30 or maybe OMXN40, which other Nordic indexes are you interested the most? Feel free to suggest your candidates to include in Classification Groups of the upcoming provider from this page:

http://www.nasdaqomxnordic.com/indexes
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Olekso-Monsterlo

#13
Eugene,

QUOTE:
Besides OMXS30 or maybe OMXN40, which other Nordic indexes are you interested the most? Feel free to suggest your candidates to include in Classification Groups of the upcoming provider from this page:


I'm also interested in such indexes:
OMXS Large Cap_GI
OMXS Mid Cap_GI
OMXS Small Cap Sweden GI

Does it mean that I'll be able to use historical data for all shares from these indexes ?

Thanks in advance!
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Eugene

#14
Thanks for the update.

QUOTE:
I'm also interested in such indexes:

I will add them. You'll be able to choose symbols or entire indices from Classification Groups in a new provider called "Nasdaq Nordic", an upcoming addition to the existing Nasdaq provider suite. Manual symbol entry will not be supported in the Nasdaq Nordic.

And just in case you'll need to quickly view a Nordic symbol's data on demand prior to request its parent index's addition to the Classification Groups (although this won't be a big deal to update on our server), the "primary" Nasdaq provider (U.S.) will also return Nordic data if you type in an instrument's code directly (e.g. CSE3258) in its New DataSet Wizard. Kludgy but should get the job done.

QUOTE:
Does it mean that I'll be able to use historical data for all shares from these indexes ?

Absolutely. You'll get the historical adjusted data (up to 2,300+ bars are returned), streaming data (delayed), and optionally today's partial ("ghost") bar like in Yahoo! provider. Supported will also be GetSessionOpen (see the QuickRef for details).

Not supported will be: fundamental data like splits/dividends (no data found on website) and Paper Trading support at least for now (requires major effort in this case).

As development goes at a better pace than expected, ETA for the updated Nasdaq provider = end of next week (we have a monthly release schedule).
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Eugene

#15
Oleksii, please update the Nasdaq provider extension and restart WLD. Your feature request has been implemented. Please make sure to read the online user guide to find out what's now possible and what's not:

Nasdaq Static, Streaming and Fundamental Provider
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Eugene

#16
What's new in version 2019.09:

* Change: Speed up fundamental data update by ignoring requests for unsupported symbols
* Fix: (cosmetic) Fundamental provider may incorrectly display how many data items were updated
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Eugene

#17
What's new in version 2019.11:

* Fix: all U.S. data providers (static, fundamental, streaming) completely broken by Nasdaq website overhaul
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