Perhaps you can also help me with another point. I have used the data before as an ascii import. In doing so, I have renamed the ASCII files with batch commands in advance so that the symbols match various other data sets. This way I could use unlinked datasets perfectly with the data.
Now when I create the datasets and download the data, the typical identifiers are used such as "AAPL.US" instead of simply "AAPL". I've seen that symbols can be mapped, but obviously I'm not applying it correctly or I don't understand how it should work.
How do I map the symbols so that the list contains the uniform name "AAPL" instead of "AAPL.US"? Here is an example. Finally the list still contains "AAPL.US".
I have found that this is also possible in connection with streaming. Do I have to do this separately for streaming data?
Now when I create the datasets and download the data, the typical identifiers are used such as "AAPL.US" instead of simply "AAPL". I've seen that symbols can be mapped, but obviously I'm not applying it correctly or I don't understand how it should work.
How do I map the symbols so that the list contains the uniform name "AAPL" instead of "AAPL.US"? Here is an example. Finally the list still contains "AAPL.US".
I have found that this is also possible in connection with streaming. Do I have to do this separately for streaming data?
Rename
Our EODHD data provider supports both symbols, AAPL and AAPL.US (i.e. in EODHD notation). When you "download" the symbol, do you do it through WL or via an ASCII export feature at EodHd.com? It's not clear to me. I mean, in WL you can use AAPL and the EODHD provider recognizes it.
There is no more ascii data involved. I only mentioned it to describe why i want to rename the symbols and why/how i did it before.
Now, I create a linked dataset for EODH. I add a symbol like AAPL. I do an update (via the update dataset button). The result looks like the following picture. "AAPL.US" is added but i simply want to have AAPL updated.
Now, I create a linked dataset for EODH. I add a symbol like AAPL. I do an update (via the update dataset button). The result looks like the following picture. "AAPL.US" is added but i simply want to have AAPL updated.
Thanks, I see. You mean the shadow symbol file. Under the hood the provider has to map AAPL to AAPL.US or we won't get the data. Both symbols should be recognized but we shall keep the symbol with the suffix.
You're doing the mapping correctly and yes you're right, it should be done separately for streaming data. Note that EODHD's intraday data is updated after market close only. (That's not our issue). So it isn't self-sufficient, you'd have to combine an intraday provider with the EODHD streaming provider.
You're doing the mapping correctly and yes you're right, it should be done separately for streaming data. Note that EODHD's intraday data is updated after market close only. (That's not our issue). So it isn't self-sufficient, you'd have to combine an intraday provider with the EODHD streaming provider.
Yes, i am talking of the shadow symbol.
Now, the US symbols can be retrieved without any extension like ".US"
https://eodhistoricaldata.com/api/intraday/AAPL?api_token=demo&interval=5m
https://eodhistoricaldata.com/api/intraday/AAPL.US?api_token=demo&interval=5m
However. I do not understand the purpose of the symbol mapping yet. What does it do then?
Sorry, you lost me there. I don't see the connection to mapping right now.
Now, the US symbols can be retrieved without any extension like ".US"
https://eodhistoricaldata.com/api/intraday/AAPL?api_token=demo&interval=5m
https://eodhistoricaldata.com/api/intraday/AAPL.US?api_token=demo&interval=5m
However. I do not understand the purpose of the symbol mapping yet. What does it do then?
QUOTE:
... Note that EODHD's intraday data is updated after market close only. (That's not our issue). ...
Sorry, you lost me there. I don't see the connection to mapping right now.
QUOTE:
Now, i am sure that the US symbols can be retrieved without any extension like ".US"
Yes, I knew that. But the suffix still has to be maintained. We've created this provider, in particular, with an emphasis to facilitate access to international markets which are offered sufficiently. It's Eodhd's strong point.
QUOTE:
Sorry, you lost me there. I don't see the connection to mapping right now.
No connection, just a side note.
QUOTE:
However. I do not understand the purpose of the symbol mapping yet. What does it do then?
Sorry for the repetition, I'm not sure if this point was overlooked because we overlapped in time when answering.
Yes, we overlapped. What do you mean by the purpose? If one provider (say EODHD) supports one notation (e.g. BTC-USD or BTC.CC) but another only recognizes BTC.USD or BTC, it's super convenient.
As you can see, I have configured a mapping. According to you, I have done it correctly. But what is the effect? (obviously it is not visible in the symbol list).
Where, how or when does the mapping has an effect? Can you give an example? I'm sure it's trivial, but I don't see it yet. Perhaps you'll pick up on the example above with AAPL.
Where, how or when does the mapping has an effect? Can you give an example? I'm sure it's trivial, but I don't see it yet. Perhaps you'll pick up on the example above with AAPL.
I'm trying to understand what's the point in doing the mapping. Forget about your unlinked DataSets and ASCII data for the moment. Isn't the EODHD provider transparently loading the data for AAPL despite having cached it as AAPL.US?
Ok, i ignore it the unlinked dataset for a moment.
A use case for me can be to stream realtime data and place trades to IB.
My Broker is IB but streaming realtime data with EODH is an alternative.
If i stage signals via EODH to the order manager where IB is active, i would like to place the signals as AAPL instead of AAPL.US of course. Otherwise IB will ignore them (i think so). (Finally the same for a shortcut version. Streaming data via EODH and placing them to IB without an inbetween step, the order manager. I guess this cannot be done yet.)
As i do and what i meant when i asked you "what is the purpose ..."
I have a realtime limitation for 200 IB symbols at the moment. Using EODH would break through this limitation, which would be a real improvement.
A use case for me can be to stream realtime data and place trades to IB.
My Broker is IB but streaming realtime data with EODH is an alternative.
If i stage signals via EODH to the order manager where IB is active, i would like to place the signals as AAPL instead of AAPL.US of course. Otherwise IB will ignore them (i think so). (Finally the same for a shortcut version. Streaming data via EODH and placing them to IB without an inbetween step, the order manager. I guess this cannot be done yet.)
QUOTE:
I'm trying to understand what's the point in doing the mapping.
As i do and what i meant when i asked you "what is the purpose ..."
I have a realtime limitation for 200 IB symbols at the moment. Using EODH would break through this limitation, which would be a real improvement.
To stream U.S. stock symbols in EODHD, mapping isn't required per se. Provider would recognize AAPL. Since IB's and EH's notations for European or other international symbols probably are different, this is where it would be a must.
Well, this is what confuses me. The broker will regocnize "AAPL" but not "AAPL.US". What will be send to the broker? I was thinking that the symbol shown in the order manager will be sent (which is "AAPL.US")? Or in the contracts file (which does not include "AAPL.US") ...
So, at which point does the "AAPL.US" become "AAPL" exactly?
And in which context does the mapping is relevant now, to come back to the first question?
So, at which point does the "AAPL.US" become "AAPL" exactly?
And in which context does the mapping is relevant now, to come back to the first question?
How come that the order is for AAPL.US? For example, to test it I streamed AAPL @EODHD in QT and an order came through to OM for AAPL. Could you expand on action sequence to reproduce?
I had a similiar post before in the context EODHD. I am not sure if a new post is needed but here it is. The situation i want to solve is like that
1. I have Ascii Data for London stored with the suffix "LSE".
2. The data is loaded and used via backtests as expected.
Now ...
3. I get signals (by running a backtest) for these symbols which i send to the QT-Tool
4. I start streaming via yahoo.
Please correct me, but it looks like Yahoo uses "L" instead of LSE for the London exchange. Because of this the streaming does not work.
1. How do i have to utilize the symbol mapping in context of the QT-tool, so i can use the generated signals of the strategy?
2. It is still unclear to me for which use cases the symbol mapping is used. (Thinking of the Strategy-Monitor and Historical Data). Would you be so kind to give an example for both cases? (The reason why it is unclear to me is, that i can not see any effect the way i used it so far)
1. I have Ascii Data for London stored with the suffix "LSE".
2. The data is loaded and used via backtests as expected.
Now ...
3. I get signals (by running a backtest) for these symbols which i send to the QT-Tool
4. I start streaming via yahoo.
Please correct me, but it looks like Yahoo uses "L" instead of LSE for the London exchange. Because of this the streaming does not work.
1. How do i have to utilize the symbol mapping in context of the QT-tool, so i can use the generated signals of the strategy?
2. It is still unclear to me for which use cases the symbol mapping is used. (Thinking of the Strategy-Monitor and Historical Data). Would you be so kind to give an example for both cases? (The reason why it is unclear to me is, that i can not see any effect the way i used it so far)
Symbol mapping applies on a by provider basis. To make it work in streaming you should make a binding on Data Manager > Streaming tab, consequently.
Hello Eugene. Thank you!
I was able to find out what i did wrong today in the streaming context. I simply missed the brackets. It is nice to see that is works now and to realize the effect of the setting/mapping. I used ".LSE=.L" instead of "[.LSE=.L]".
I was able to find out what i did wrong today in the streaming context. I simply missed the brackets. It is nice to see that is works now and to realize the effect of the setting/mapping. I used ".LSE=.L" instead of "[.LSE=.L]".
Thank you for posting this update. Hope it helps other community members.
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