Hello guys,
I'm having a lot of trouble to get the data from Brazilian Futures
So i spoke with Robert and give him the idea to integrate WealthLab with Nelogica plataforms. The most used plataform for traders in Brasil.
Because when i try to export the data for CSV, it only comes with 3 months and i cant have a realiable backtest.
Thanks
I'm having a lot of trouble to get the data from Brazilian Futures
So i spoke with Robert and give him the idea to integrate WealthLab with Nelogica plataforms. The most used plataform for traders in Brasil.
Because when i try to export the data for CSV, it only comes with 3 months and i cant have a realiable backtest.
Thanks
Rename
I wasn't able to find information about an API on their websites, but I sent them a message asking about one -
https://www.nelogica.com.br/
https://www.nelogica.com/
https://www.nelogica.com.br/
https://www.nelogica.com/
Hey Cone, thanks for replying.
Maybe you can try https://www.metatrader5.com/pt as well
It would help your Brazilian Costumers a lot...
Cheers
Maybe you can try https://www.metatrader5.com/pt as well
It would help your Brazilian Costumers a lot...
Cheers
We do have a data provider for MetaTrader 4 data already:
https://www.wealth-lab.com/extension/detail/Forex
https://www.wealth-lab.com/extension/detail/Forex
@Eugene, we're looking for a solution for Bovespa stocks and futures - historical and streaming, and even a broker connection.
ProfitChart from Nelogica would be perfect, it's the most popular here and works with several brokers in Brazil.
Goodnight.
Did you find any solution to this issue?
I also need information from the Brazilian market.
Through morningstar and yahoo providers it was possible to get the data. But both are not working anymore.
Did you find any solution to this issue?
I also need information from the Brazilian market.
Through morningstar and yahoo providers it was possible to get the data. But both are not working anymore.
Yahoo is working but you have to reduce the number of symbols downloaded.
Although Morningstar will be restored, I'm doubtful about international symbols like those that start from BVMF: (Bovespa). Most likely they will not work in the changed circumstances.
Although Morningstar will be restored, I'm doubtful about international symbols like those that start from BVMF: (Bovespa). Most likely they will not work in the changed circumstances.
Brazilian guys should vote for this, I'm pretty sure we have a good number here
QUOTE:
I wasn't able to find information about an API on their websites, but I sent them a message asking about one -
https://www.nelogica.com.br/
https://www.nelogica.com/
By the way, @Cone, did Nelogica answer you?
Keep us posted, Brazil is one of our top markets and it would be great to find a broker that offers an API!
I found something in B3 site (B3 it's like our "NYSE" or something)
https://developers.b3.com.br/images/b3_docs/up2data_cloud.pdf
I don't know if it's helpful, because I really do not understand how API's work.
https://developers.b3.com.br/images/b3_docs/up2data_cloud.pdf
I don't know if it's helpful, because I really do not understand how API's work.
Question to our fellow Brazilians. Is this data feed still operational? It looks promising for having REST and WebSocket APIs for Brazilian data (Bovespa) but I couldn't find how to subscribe (of course my absolutely rudimentary Portuguese may be the culprit):
https://www.marketdatacloud.com.br/
https://www.marketdatacloud.com.br/
If I'm not wrong, you need to pass your contact info so they contact you.
https://www.marketdatacloud.com.br/fale-com-um-especialista/
https://www.marketdatacloud.com.br/fale-com-um-especialista/
Thanks for confirming my suspicion Emilio. I guess this ain't too user friendly or perhaps their pricing is on the high side. The way I see it, this WL8 data provider for Bovespa data should target Brazilian retail users.
Since dxFeed.com supports Brazilian markets, the upcoming Medved Trader extension could bring this data to WL8? It's listed on Medved's "Subscription" tab:
https://www.medvedtrader.com/www/frontend/datasource
https://www.medvedtrader.com/www/frontend/datasource
Theoretically, yes dxFeed with Medved Trader extension would work. However, you would first have to get dxFeed to enable Brazilian market data on Medved Trader subscriptions - they currently don't have it enabled, though guessing it is just an administrative thing.
To get the future data use ProftChart. You need to take the perpetual data like WINFUTV, WSPFUTV and etc.
For stocks use QuoteBr
For stocks use QuoteBr
Which one is "this question"?
Interactive Brokers covers some Brazilian markets.
Interactive Brokers covers some Brazilian markets.
This question: "Brazilian Bovespa data provider"
I can't believe I'm missing IB. Going to check now
Cone, would you mind to help with IB and Brazilian stocks?
I was able to connect and retrieve stock data from USA, but I'm having trouble to do the same with Brazilian stocks. What should I do?
I was able to connect and retrieve stock data from USA, but I'm having trouble to do the same with Brazilian stocks. What should I do?
Do you have the appropriate market data subscription?
Hmm, this might be the problem.
I thought that if in IB software I could retrieve data (and I can retrieve IBOVESPA data there) it would also works in API.
I thought that if in IB software I could retrieve data (and I can retrieve IBOVESPA data there) it would also works in API.
I would assume the same, let's see what Cone (the IB expert) has to say.
QUOTE:For sure you need data subscriptions for API requests.
I thought that if in IB software I could retrieve data (and I can retrieve IBOVESPA data there) it would also works in API.
"Sometimes" (don't ask when that is) you can get delayed data in TWS without a subscription, so you could try the Delayed Data option here. You might need to restart WL after making that change. I doubt this will help with historical data though.
Thanks for the clarification
I've got another answer for you... (info is in Help (F1) > Extensions > Interactive Brokers)
a. You need to identify all contracts you request from IB. By default, symbols are assumed to be from the U.S. Market.
b. However, we have a way to quickly identify contracts from other currencies, like "BRL", without creating individual records for each stock in IBContracts.txt.
To set this up for BOVESPA stocks..
1. Click File > Open WealthLab User Data Folder.
2. Find the file IBDefaultMarkets.txt
3. Add this record to the end of it:
BRL=Brazil Bovespa
4. Save, Close the file, and Restart WealthLab.
Now, make sure to add ".SA" to the symbols that you request.
For example: FLRY3.SA
Remember, if you want to hit IB before Yahoo! for Daily data, make sure that Interactive Brokers is above Yahoo! in the Historical Providers list.
I don't remember signing up for data from Brasil, so you're probably right about that if you can get a chart in TWS, you probably should be able to get it with the API too.
a. You need to identify all contracts you request from IB. By default, symbols are assumed to be from the U.S. Market.
b. However, we have a way to quickly identify contracts from other currencies, like "BRL", without creating individual records for each stock in IBContracts.txt.
To set this up for BOVESPA stocks..
1. Click File > Open WealthLab User Data Folder.
2. Find the file IBDefaultMarkets.txt
3. Add this record to the end of it:
BRL=Brazil Bovespa
4. Save, Close the file, and Restart WealthLab.
Now, make sure to add ".SA" to the symbols that you request.
For example: FLRY3.SA
Remember, if you want to hit IB before Yahoo! for Daily data, make sure that Interactive Brokers is above Yahoo! in the Historical Providers list.
I don't remember signing up for data from Brasil, so you're probably right about that if you can get a chart in TWS, you probably should be able to get it with the API too.
I'm not sure why the market wasn't correctly identified in the image above (we'll fix that), but after I requested an intraday chart and clicked the Filter button, it correctly set "Brazil Bovespa". Keep an eye on that, especially when configuring the market in the Strategy Monitor.
Very nice! I will test this later today.
Many many thanks!
Many many thanks!
Worked like a charm!
Many thanks!
Many thanks!
Hy Guys!
I'm trying to follow your steps, but I'm not able to generate the necessary information. Here's a print
I'm trying to follow your steps, but I'm not able to generate the necessary information. Here's a print
ABEV is a Brazilian company but is traded in USD on the NYSE as an ADR, so it doesn't qualify for the ".SA" treatment. Just request ABEV for that one.
If you added the "BRL" record to IBDefaultMarkets.txt (Post #29), then you should be able to request most BRL-denominated contracts by adding .SA to IB's local symbol. Try the examples above.
If you added the "BRL" record to IBDefaultMarkets.txt (Post #29), then you should be able to request most BRL-denominated contracts by adding .SA to IB's local symbol. Try the examples above.
Cone,
I've done this before
I've done this before
ABEV does not have a contract associated with the currency "BRL" - at least not one offered by IB.
The symbols in the examples above should work - PETR4.SA or FLRY3.SA.
The symbols in the examples above should work - PETR4.SA or FLRY3.SA.
You should use the SAME ticket as we use here in Brazil, adding ".SA" at the end. (In this case, ABEV3.SA)
Some are not present (for example BOVA11 - an ETF). But the majority of IBXL (greatest 50) are there.
Some are not present (for example BOVA11 - an ETF). But the majority of IBXL (greatest 50) are there.
In Brazilian market, the majority of tickets have a number at the end (3: for ordinary stock with right to vote; 4: to preferencial shares without right to vote, 11 to a mix of those two in some proportions predefined, etc...)
Sorry guys, I made the wrong print.
I tested it with other stocks too and the same error appeared. I also created a database with the 100 most traded stocks on the IBOV, but it didn't find any either.
I tested it with other stocks too and the same error appeared. I also created a database with the 100 most traded stocks on the IBOV, but it didn't find any either.
Confirm that the port mentioned in IB is 7496 as you have in WL.
In my case, that was the problem, in IB it was 7497, almost the same.
In my case, that was the problem, in IB it was 7497, almost the same.
1. Are you getting any data from IB, or just not these symbols?
2. Are there any clues in the Log Viewer? Check only "Interactive Brokers".
2. Are there any clues in the Log Viewer? Check only "Interactive Brokers".
QUOTE:
emilio_gabriel
Sorry Emilio,
but how can I do that?
Cone
No, I'm not getting any data from IB and theres no clues in the log viewer
No, I'm not getting any data from IB and theres no clues in the log viewer
If you're not getting any data for any symbol, then you probably need to subscribe to the data you're requesting at IB.
Log in to your live account with TWS, select Account (menu) > Market Data Subscription Manager and subscribe to the data you need to request over the API.
I've got these, which seem to return Bovespa data for now (I'm not sure why!) -
- US Securities Snapshot and Futures Value Bundle (NP,L1)
- US Equity and Options Add-On Streaming Bundle (NP) - Trader Workstation
But it looks like you'll need this starting next year -
Log in to your live account with TWS, select Account (menu) > Market Data Subscription Manager and subscribe to the data you need to request over the API.
I've got these, which seem to return Bovespa data for now (I'm not sure why!) -
- US Securities Snapshot and Futures Value Bundle (NP,L1)
- US Equity and Options Add-On Streaming Bundle (NP) - Trader Workstation
But it looks like you'll need this starting next year -
QUOTE:
but how can I do that?
Just try to change in WL the port to 7497. Can be the same.
And I’m not using a subscription and it’s working nice
Re: And I’m not using a subscription and it’s working nice
It looks like that's going to change next month - Post #44 ^^^
It looks like that's going to change next month - Post #44 ^^^
Yeah, but if the config of our buddy was right, at this moment, it should work. So, something is wrong there.
P.S.: very sad about subscription thing 😔
P.S.: very sad about subscription thing 😔
Are there any Nelogica users here? We had a meeting with them recently, I'm trying to get them to let us build an extension to bring Nelogica data into WL8.
QUOTE:
Are there any Nelogica users here? We had a meeting with them recently, I'm trying to get them to let us build an extension to bring Nelogica data into WL8.
For sure! Nelogica is the main software for traders in Brazil! It will be fantastic.
I’d encourage any users to call or email them pushing for a WL integration!
Hi, Do we have any updates on this topic? I am very excited about this integration with Neologica. I sent an email to them encouraging this integration.
Nelogica was supposed to get back to us but they never did. Seems like we were ghosted :(
I believe Nelogica don’t want to integrate with WL because they have inside their program a “block building” for backtest too.
https://www.youtube.com/watch?v=DptJhjaTe5I
And I think I know where this “inspiration” comes from rs
https://www.youtube.com/watch?v=DptJhjaTe5I
And I think I know where this “inspiration” comes from rs
Interesting, still it could only get them more customers. There's no risk of them losing customers by integrating with WL.
Yes, we know.
Maybe they don’t know rs
Maybe they don’t know rs
QUOTE:
Yes, we know.
Maybe they don’t know rs
Emilio! Could you help me with the tool? It's just about importing data and inserting my strategy. Send me your contact details so we can talk.
Hi.
Can you send you doubt in the forum? Maybe your doubt can help other guys too =)
Can you send you doubt in the forum? Maybe your doubt can help other guys too =)
Hi.
How to import Bovespa and also Forex.
QUOTE:
Can you send you doubt in the forum? Maybe your doubt can help other guys too =)
How to import Bovespa and also Forex.
First we need to know from where do you want to import.
What is your source? A . csv file? Yahoo finance?
From yahoo you do have IBOV tickers but you must use .SA at the end.
For example: PETR4 you must enter PETR4.SA.
I’m at work now but later I try to find a guide to .csv import. I know that in the forum or in Help section there’s something.
In general, the major concern about import .csv files is the format of data.
What is your source? A . csv file? Yahoo finance?
From yahoo you do have IBOV tickers but you must use .SA at the end.
For example: PETR4 you must enter PETR4.SA.
I’m at work now but later I try to find a guide to .csv import. I know that in the forum or in Help section there’s something.
In general, the major concern about import .csv files is the format of data.
@danielabrantes1
https://www.youtube.com/watch?v=giku1VExdQs
This is a good video where Robert explain some good staff including how to manipulate ASCII files (.csv).
https://www.youtube.com/watch?v=giku1VExdQs
This is a good video where Robert explain some good staff including how to manipulate ASCII files (.csv).
Starting to study with WL, I am having trouble importing data.
My .csv is apparently right. But when I import to become a chart, it lacks candles
example:
60 minutes is 10 candles daily - in .csv is right.
On the chart only 7 candles
onde estou errando?
My .csv is apparently right. But when I import to become a chart, it lacks candles
example:
60 minutes is 10 candles daily - in .csv is right.
On the chart only 7 candles
onde estou errando?
What market appears in the status bar of the chart?
The intraday bars will be filtered to only include the bars within that market's hours, unless you un-check the "Filter Pre/Post" check box in the chart status bar.
The intraday bars will be filtered to only include the bars within that market's hours, unless you un-check the "Filter Pre/Post" check box in the chart status bar.
It seems this ok.. Where do I correct it?
We have the Brazil Bovespa set up for trading hours of 10:00 to 17:55 E. South American Standard time. So the first 60-minute bar should be stamped at 11:00 because WL8 uses an end of period bar timestamp convention. The final bar should be 17:55. So that would be one bar for 11:00, 12:00, 13:00, 14:00, 15:00, 16:00, 17:00 and finally 17:55. That's 8 bars per day by my count, not 10.
Did you try un-checking the Filter Pre/Post button?
Finally, when you create your ASCII DataSet, it asks you whether your data has beginning of bar or end of bar timestamps. If your ASCII data uses start-of-bar timestamps, you should check that box to adjust the time in order for the data to be correctly consumed by WL8.
If you have any further questions feel free to email me a copy of the data file to dion@wealth-lab.com
Did you try un-checking the Filter Pre/Post button?
Finally, when you create your ASCII DataSet, it asks you whether your data has beginning of bar or end of bar timestamps. If your ASCII data uses start-of-bar timestamps, you should check that box to adjust the time in order for the data to be correctly consumed by WL8.
If you have any further questions feel free to email me a copy of the data file to dion@wealth-lab.com
Futures hours are 9:00 a.m. to 18:30 p.m.
We'll need to introduce a new market for Brazil futures. Will take care of it for the next build.
For now, you can create the market yourself using the Markets & Symbols tool.
You'll then need to re-configure the ASCII DataSet to use your new market.
You'll then need to re-configure the ASCII DataSet to use your new market.
What's the name of the exchange on which Brazil futures are traded?
Please provide a website link.
Please provide a website link.
This is a hard one rs.
It's BMF (or BM&F) - Commodities & Futures Exchange in portuguese. Belongs to B3:
https://www.b3.com.br/pt_br/produtos-e-servicos/negociacao/renda-variavel/mercado-de-acoes/mercado-futuro.htm
It's BMF (or BM&F) - Commodities & Futures Exchange in portuguese. Belongs to B3:
https://www.b3.com.br/pt_br/produtos-e-servicos/negociacao/renda-variavel/mercado-de-acoes/mercado-futuro.htm
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