- ago
Hi,
I am planning to buy wl8 subscription and convert my WL6 code which
currently uses Shiller PE ratios from Fundamentals multpl economic data.

Please advise if these data are available in WL8 Extensions.

Thanks Feliks

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Glitch8
 ( 9.28% )
- ago
#1
It's actually available in the Quandl indicator (now known as Nasdaq Data Link) from our DataExtensions Extension. Here's how to pull it from Quandl. You'd first need to install DataExtensions.

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- ago
#2
Hi,
In using wl8 Fundamental data extensions from Quandl such as MULTPL/SHILLER_PE_RATIO_MONTH
I found an issue - it stopped updates since January 2024.

Please advise.
Thank you.
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- ago
#3
Not everything is a Wealth-Lab problem that is automatically assumed for some reason on this forum.

You might as well find it when visiting Quandl's website. What does it say in "Refreshed"?
8 months ago, on 11 Oct 2023
https://data.nasdaq.com/data/MULTPL/SHILLER_PE_RATIO_MONTH-shiller-pe-ratio-by-month

🤷‍♂️

It happens with free sources all the time. Especially considering that Quandl once was created as a marketplace of independent data vendors. Here, it's a problem of "MULTPL".
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- ago
#4
Shiller posts his data here:, updated through June https://shillerdata.com/ (click on the ie.data button).

Not sure how to convert data in a spreadsheet to a data file, however.

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- ago
#5
@pmerges

Nice find. Generally, Excel spreadsheets like this can be parsed in C# code. But implementing it would certainly fall into the concierge job category.

UPDATE: Found it distributed in a format much easier to parse though it covers S&P 500 stocks only:

https://www.multpl.com/shiller-pe/table/by-month
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- ago
#6
Okay, let's add a MultplIndicator to DataExtensions' upcoming build 25. It would download the Shiller PE Ratio data from the multpl.com website, save it to a local cache and update on demand. No need in the Quandl provider to get it anymore.

1
- ago
#7
Great !
I actually knew about their MULTPL web site and it's quite reliable
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