- ago
Does anyone have any idea how and whether the Nasdaq Retail Trading Activity Tracker (https://data.nasdaq.com/databases/RTAT) could/should be integrated into WL8 in some way so that it could be used to generate useful added value?
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Glitch8
 ( 11.82% )
- ago
#1
Before Nasdaq acquired it, this used to be a company called Quandl. So this should be supported via our Quandl indicator in Data Extensions.
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Glitch8
 ( 11.82% )
- ago
#2
Took a closer look, and this element uses the Nasdaq Data Link "Tables" API, so it's not supported by our Data Extensions. We support items in the Nasdaq Data Link "Timeseries" APIs.
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Glitch8
 ( 11.82% )
- ago
#3
But it's pretty trivial to get a value from your Strategy, here's a start, you'll just need to parse the result:

Note: replace the XXXXXXXX with your own API Key.

//create indicators and other objects here, this is executed prior to the main trading loop
public override void Initialize(BarHistory bars)
{
string url = "https://data.nasdaq.com/api/v3/datatables/NDAQ/RTAT10?date=2024-01-30&ticker=" + bars.Symbol + "&api_key=XXXXXXXX";
string s = HttpServiceConsumer.ConsumeGetRequest(url);
WriteToDebugLog(s);
}
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