- ago

Nasdaq-100 dataset

WealthData made a slew of symbol changes today to Nasdaq 100, S&P 100 and S&P 500 datasets; other datasets may also be impacted, didn't check. Valid current and historical symbols were replaced by ones some of which are invalid/retired as the pic above shows. e.g. META was replaced by its previous symbol FB.
Hope this gets fixed soon.

Side note: The source is shown as <Dataset name>, shouldn't it be WealthData?
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Cone8
 ( 24.80% )
- ago
#1
Restart WealthLab. There was a hiccup with a resource file that was overwritten with an older version. It was updated a day ago to correct the situation.
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Glitch8
 ( 9.89% )
- ago
#2
That explains my weird signals.
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- ago
#3
Restarted WL8. Re-downloaded WealthData. Unfortunately, issues are still present (missing active symbols, retired/inactive symbols with no data, some historical constituents deleted).
Incidentally, its also present in WL6.
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Cone8
 ( 24.80% )
- ago
#4
It's fixed now. We had an internal miscommunication - a local fix wasn't propagated to the server.
Please restart and try again now.
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Best Answer
- ago
#5
Re-started & re-downloaded... all symbols have data now... thanks for fixing.
However, some significant issues remain:
1. The list of Historical symbols in WL6 is now severely truncated vs WL8, would be nice if they could be brought to par even though its a legacy product.
2. Upon opening a preconfigured dataset in the Data Manager the Source is shown as <Dataset name>, used to be <Data Provider>. Is this the new normal?
3. I cross-checked Wealth-Data Nasdaq-100 dataset against Norgate's. After removing different variations of a company's stock (e.g. GOOG, GOOGL) and all symbols with suffixes there remain 62 symbols that, while still traded on the exchanges, are no longer this index's constituents:
CODE:
AAL AKAM ATVI BIDU BMRN CDW CHKP CHRW CIEN DISH DOCU EQIX EXPD EXPE FFIV FI FLEX FOXA FSLR FWONA GEN GNTX GRMN HAS HOLX HSIC INCY JBHT JNPR LAMR LBTYA LOGI MAT MTCH NCLH NTAP NTES OKTA ORCL PRGO PTC PTON QGEN RIVN SBAC SPLK SRCL STLD STX SWKS TCOM TRIP TSCO TTWO UAL ULTA VRSN VTRS WDC WTW WYNN XRAY

You may wish to append them with the appropriate suffix and adjust their data's Last Date to coincide.
Other index datasets likely have the same issue, didn't check.
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Glitch8
 ( 9.89% )
- ago
#6
1. Unlikely we’ll be able to make any further changes to WL6.
2. It’s always been displayed that way in WL for dynamic DataSets. Not sure why you listed this as a significant issue when it’s nothing new and working as designed? 🤷🏼‍♂️
3. Will have to see what Robert thinks about this. But it’s my understanding that WL8 already has all historical symbols in the dynamic DataSets accounted for.
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vk8
 ( 52.75% )
- ago
#7
I am not seeing this problem in WL8.
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- ago
#9
@Glitch,
QUOTE:
It’s always been displayed that way in WL for dynamic DataSets.

If you look at the screenshot I posted (Post #34) in this thread (https://www.wealth-lab.com/Discussion/Wealth-Data-Corrections-7097) on 2/17/23 you'll see that it used to be <Data Provider>.
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Glitch8
 ( 9.89% )
- ago
#10
That looks wrong, maybe a side effect of the other issue you reported at the time. Our Dynamic DataSets are coded to return the data themselves, so they report their Data Source as the DataSet name, although the ultimate source of their data is WeathData.
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Cone8
 ( 24.80% )
- ago
#11
Sammy, if you didn't restart after my message today, do it now.

It is fixed. We've verified it on multiple machines (like 5).

To check the current components of a Weath-Data DataSet, run this script on like 1-year of data. The range doesn't matter, but it needs to include the most recent trading session for this script to give you a result.

CODE:
using WealthLab.Backtest; using System; using WealthLab.Core; using System.Collections.Generic; using System.Linq; namespace WealthScript123 { public class MyStrategy : UserStrategyBase { public override void Initialize(BarHistory bars) { } public override void Execute(BarHistory bars, int idx) { } public override void BacktestBegin() { WriteToDebugLog(ExecutionDataSetName, false); } public override void PostExecute(DateTime dt, List<BarHistory> participants) {          _participants = participants;        } public override void BacktestComplete() {                   DateTime dte = DateTime.Now.Date;          dte = dte.IsWeekend() ? dte.DayOfWeek == DayOfWeek.Sunday ? dte.AddDays(-2) : dte.AddDays(-1) : dte;          _date = _participants[0].DateTimes[_participants[0].Count - 1];          if (_date >= dte)          {             _participants.Sort((a, b) => a.Symbol.CompareTo(b.Symbol));             WriteToDebugLog("Count = " + _participants.Count, false);             List<String> symbols = _participants.Select(x => x.Symbol).ToList();             WriteToDebugLog(string.Join(", ", symbols), false);          } }              DateTime _date;       List<BarHistory> _participants; } }


If you don't get 100 Symbols for the N100 and SP100, and 500 for the SP500, start over by purging your WealthData.
1. Data Mgr > Historical Providers > Right click Wealth-Data > Delete Local Files.
2. Update each of the W-D DataSets to get the data, or just run the previous script.
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- ago
#12
@Glitch
QUOTE:
...they report their Data Source as the DataSet name

Do you think this may have some bearing on the issue of non-WD datasets with identical names not getting added to the dataset directory that I reported here(https://www.wealth-lab.com/Discussion/DataSet-Providers-of-Norgate-and-WealthData-with-identical-names-not-visible-in-Strategy-Portfolio-Backtest-dropdown-9771)?
-----------------------------------------------

@Cone
I'd already restarted before d/l earlier. Anyway, this time I deleted all WD local files first and then closed & restarted WL and d/l each WD dataset individually. Closed & restarted WL.
(a) Re-crosschecked the WD Nasdaq 100 dataset against Norgate's - there are now 82 (prev 62) symbols w/o any suffixes (indicating they were past constituents but currently are not).
(b) Ran your code against the WD Nasdaq 100 dataset and got a count of 100. But when I individually count the # of symbols with a last date of 7/21/23 (latest date for data), which is what your code does apparently, I get 182 symbols. (Putting aside the issue of 82 past constituents not having a suffix to indicate such) What's going on? I'm really puzzled.
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Glitch8
 ( 9.89% )
- ago
#13
>> Do you think this may have some bearing on the issue of non-WD datasets with identical names not getting added to the dataset directory that I reported here<<

No I don’t see any connection
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Cone8
 ( 24.80% )
- ago
#14
The code returns the current symbols in the index, i.e., the last list of participants in the backtest.

What's the problem now? We expect the complete list of symbols to have changed from last week because it was using a long-outdated file from 7/11/2023 to today. It is correct now. If it's not correct, be specific about the symbol(s) and the date(s) it should have been included or removed.
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- ago
#15
There are currently 82 symbols in the WD Nasdaq 100 dataset that are not current index constituents yet don't have an identifier suffix attached to them.


3 of those symbols are visible in the screenshot above: AAL, AEO, AKAM.
Shouldn't they be having a suffix with the date when they were removed like the other inactives you see in the pic? Or am I misunderstanding the purpose of the suffix??
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Cone8
 ( 24.80% )
- ago
#16
No.
Symbols that no longer trade, i.e., delisted, get renamed. Their histories don't change.
See: https://www.wealth-data.com/faq

Delisted symbols have to be renamed because their symbols are often reused by different companies in the future.

If we renamed symbols that were still trading, they could never be updated or traded. Further, imagine a symbol that was in the SP100 and SP500, but was removed from the SP100 only.
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- ago
#17
Thanks for clarifying.

I used to have a bookmark for the page that used to explain the meaning of all the suffixes. Can you post a link to that if it still exists? TIA.

Edit:
I see it in your edited reply above!
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