Nasdaq static, streaming and fundamental provider (includes Nordic stocks)
Author: Eugene
Creation Date: 11/30/2014 7:52 AM
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Eugene

#1
Just released: a suite comprised of Nasdaq.com static, streaming and fundamental [dividends and short interest] data provider.

The provider is available for installation from our web site (Extensions section):

Nasdaq provider - installation link
Nasdaq provider online notes in the Wealth-Lab Wiki
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Eugene

#2
First update in years. By popular demand, v2017.04 introduces support for Nordic symbols delivered by Nasdaq OMX:

* New: support for Nordic OMX symbols (requested by Olekso-Monsterlo).
* Includes static and streaming provider. Supports GetSessionOpen and partial bar. Does not support Paper Trading and fundamental data.
* Fix: "Update all data" doesn't update any data during first-time update
* Fix: removed artificial limit (by default) in New DataSet Wizard preventing from creating DataSets which contain more than ~6500 symbols (32767 chars)
* Change: .NET 4.5 and Wealth-Lab 6.9+ required to install/update
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Eugene

#3
What's new in version 2017.10:

* New: support for automatic bar data corrections
* Fix: company name included inappropriate characters
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Eugene

#4
To "Nasdaq Nordic" users (only):

As you know, the provider allows to choose Nordic stocks from Classification Groups which includes several indices such as OMX Nordic 40, OMX Stockholm 30 and more. Classification has been updated so you can be sure you're using the latest constituents of an index. To update it in your Wealth-Lab, click "Create a New DataSet", choose "Nasdaq Nordic", and from there click "Refresh classification".

P.S. Suggest your indices to include in the Classification if interested in following more stocks!
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Eugene

#5
To "Nasdaq Nordic" users (only):

Classification Groups have been updated again today. We will do it once a significant change is detected at the Nasdaq OMX website.
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Eugene

#6
What's new in version 2018.04:

* Fix: fundamental provider ran very slowly when updating, downloading 0 fundamental data for each security (due to internal changes at Nasdaq website)
* Change: fundamental provider output broken down by category (X dividend / Y short interest items updated)
* Change: (internal) user agent change
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Panache

#7
I'm trying to load NASDAQ Static Provider data using version 2018.04 for new symbols and am getting 0 bars:

QUOTE:
Updating Provider Nasdaq ...
Daily data is being updated...

Up-to-date symbols: 0, Update required for: 0, New symbols: 3795
Updating new symbols...
Symbol: A, Bars: 0
Symbol: AA, Bars: 0
Symbol: AABA, Bars: 0
Symbol: AAC, Bars: 0
Symbol: AAL, Bars: 0
Symbol: AAMC, Bars: 0
Symbol: AAN, Bars: 0
Symbol: AAOI, Bars: 0
Symbol: AAON, Bars: 0
Symbol: AAP, Bars: 0
Symbol: AAXN, Bars: 0
Symbol: AAWW, Bars: 0
Symbol: AAPL, Bars: 0
Symbol: ABAX, Bars: 0
Symbol: ABB, Bars: 0
Symbol: ABBV, Bars: 0
Symbol: ABC, Bars: 0
Symbol: ABCB, Bars: 0
Symbol: ABCD, Bars: 0


I got the same result earlier this morning. I get the same result whether I use Update all data for selected Providers now or Update DataSet for a data set containing only A.

https://www.nasdaq.com/symbol/a/historical is up.
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Eugene

#8
There are various internal changes at nasdaq.com that affect the scraper but not the browser. Thanks for spotting this.

UPDATE 07/23/2018: Streaming data may not function, too. Fix coming in v2018.08. Stay tuned.
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Eugene

#9
What's new in version 2018.08:

MANDATORY UPDATE for U.S. stock data users. The Nordic version is unaffected.

* Fix: U.S. data provider broken by various internal changes at nasdaq.com website (No data, streaming errors, no company name)
* Change: (internal) user agent change
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Eugene

#10
What's new in version 2018.12:

Fix: potential error on data update in the U.S. static data provider (The added or subtracted value results in an un-representable DateTime).

The Nordic version is not affected.
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Eugene

#11
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

#12
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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Panache

#13
There is also a minor bug with the way this provider handles synthetic bars. Instead of showing 0 volume (or better yet not returning any bar!), the provider returns a volume of NaN. See, for example, ZYXI on March 1, 2017 and the attached screenshot from the NASDAQ website. (At least those synthetic bars are easy to find :)
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Eugene

#14
Sorry PETA but we're going to squash that bug hard! :)

Look forward to it in v2020.04. Thanks for the heads-up.
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Eugene

#15
What's new in version 2020.04:

* Fix: skip bars with zero volume
* Change: targets .NET 4.6.2+
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Eugene

#16
fyi: Nasdaq Nordic data (only) is broken due to a backend change. Will be fixed in v2020.09.
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Eugene

#17
What's new in version 2020.09:

* Fix: Nordic static data stopped working (a backend change)
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Harapa

#18
FYI.
The provider started to update again. I am clueless as to why it stopped working ~ 8 days ago.
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