- ago
Lately, I keep encountering errors supposedly related to receiving data from NorgateData for stocks. However, I don’t use NorgateData for stocks—I only have a subscription for futures there. For stocks, I exclusively use the DataSet SP100 from WL.
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Cone8
 ( 2.73% )
- ago
#1
Okay, thanks. We can take care of that noise.
You should be able to avoid it by checking and placing Wealth-Data above Norgate in the list of Historical Providers.
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Glitch8
 ( 6.57% )
- ago
#2
We'll spin up a build of the Norgate extension to alleviate that.
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Best Answer
- ago
#3
The only thing that helped was a complete reinstallation of WL with the deletion of all files. Now the program seems to work even faster.
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Cone8
 ( 2.73% )
- ago
#4
Re: "works even faster"

Probably you had checked several Event providers. Wealth-Data events are fast, so you can leave that one checked. [All?] others required a round trip for each symbol, once per day. That can make a backtest crawl for data collection.

So, if you're testing the S&P 500 and it takes 10 minutes to get through a run, it's because of Event Providers. Uncheck the ones you don't use.
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- ago
#5
QUOTE:
you had checked several Event providers.... [They] required a round trip for each symbol, once per day. That can make a backtest crawl for data collection.

Is there any way to add an event provider feature that would estimate when the next event would occur so it's not checking each day?

Yes, I know out-of-band dividends could be paid anytime, and we need to allow for that. (Perhaps for dividends we could do a weekly check or make the delay for irregular events user adjustable.) I'm talking about events that are somehow tied to quarterly reports, which are more "regular" for US stocks.
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- ago
#6
QUOTE:
an event provider feature that would estimate when the next event would occur so it's not checking each day?

It's been this way since WL7:

Wealth-Lab 7 Build: 24
Released: 10/5/2021


Added logic to speed up backtests if an Event Provider is checked by avoiding excessive data requests.
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