I just started using the Tiingo data provider for getting Daily prices for the Fidelity Select Sector funds. But the security names are not included in the DataSet. Is that "normal" or did I do something stupid?
Is there a tricky way to add security names to a DataSet that's missing them?
Is there a tricky way to add security names to a DataSet that's missing them?
Rename
It's expected. The API does not return security names.
QUOTE:
The API does not return security names.
Thanks for confirming that. Is there a tricky way I could add them to the Tiingo dataset?
I found an endpoint for it, so we can add the security names in the next update for Tiingo.
For now, you could try copying your Yahoo! Daily data to the Tiingo Daily folder. Should work.
For now, you could try copying your Yahoo! Daily data to the Tiingo Daily folder. Should work.
QUOTE:
you could try copying your Yahoo! Daily data to the Tiingo Daily folder.
Your suggestion is too late. I already tried "Delete Local Files" on Yahoo thinking that might clear my Yahoo problems, but instead it erased everything. Looking forward to the Tiingo update, which will include security names. Thanks a bunch in advance.
Data Extensions build 32 is ready with a Tiingo Provider overhaul. See the Change Log for important notes.
WealthLab build 121 is required for compatibility!
WealthLab build 121 is required for compatibility!
QUOTE:
Data Extensions build 32 is ready with a Tiingo Provider overhaul.
There's some kind of problem with DataExtensions Build 32 for Tiingo when it comes to Fidelity Select Sector mutual funds (e.g. FBIOX FBMPX FBSOX FCYIX FDCPX FDFAX ...). They are two days behind the current day. But what's weird is ...
1) If you go to the Tiingo website and type in a Fidelity Select Sector fund, they are only one day behind--as expected. So what's wrong with the WL Tiingo provider when it comes to Fidelity Select Sector funds?
2) If you download a stock (not a Fidelity mutual fund) using the WL Tiingo provider, it's only one day behind--as expected. So why does the the Tiingo provider work correctly for stocks, but delay an extra day for Fidelity Select Sector funds?
3) The WL Yahoo provider is now returning Fidelity Select Sector funds that are one day behind--as expected. It's working correctly.
Tiingo's returning the latest NAVs available, but the bars are Sunday through Thursday.
It appears that it's not limited to just Fidelity funds, so we'll just advance all dates by one day for 5-letter symbols ending with X. Thanks for the heads up.
--
Edit -
Actually, excluding currencies (a special case noticed during dev) Daily bars for all equities are delayed by a day. The reason is that we were being sure to use the Zulu offset to get the correct intraday bar timestamps.. but it turns out we need to ignore Zulu for Daily bars.

We'll get it changed for Data Extensions build 34.
It appears that it's not limited to just Fidelity funds, so we'll just advance all dates by one day for 5-letter symbols ending with X. Thanks for the heads up.
--
Edit -
Actually, excluding currencies (a special case noticed during dev) Daily bars for all equities are delayed by a day. The reason is that we were being sure to use the Zulu offset to get the correct intraday bar timestamps.. but it turns out we need to ignore Zulu for Daily bars.
We'll get it changed for Data Extensions build 34.
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