How to get commodities from Yahoo provider?
Author: VoodooDog
Creation Date: 7/12/2020 2:50 PM
profile picture

VoodooDog

#1
I tried to add a new data set via yahoo finance and added the integrated oil & gas things but this all seems to be just companies. even if i justt add metals. only companies in the metal industry.

Is it possible to get commodity data into wealth lab for backtesting?
If so, how?
profile picture

Eugene

#2
With Cryptos being one exception, it's all "just" companies (stocks) that you will encounter in Yahoo! Classification Groups.

Yahoo can now return data for Forex currencies or commodities but its quality is questionable. The commodity data is limited to the current contract i.e. no support for continuous contracts. Currencies are mediocre to poor. We decided to not include them in C.Groups. But you can add them manually to a new DataSet if you wish:

Commodities:

BO=F BZ=F C=F CC=F CL=F FC=F GC=F HG=F HO=F KC=F KW=F LB=F LC=F LH=F NG=F O=F OJ=F PA=F PL=F RB=F RR=F S=F SB=F SI=F SM=F ZG=F ZI=F

Currencies:

AUDUSD=X CNY=X EURCAD=X EURCHF=X EURGBP=X EURJPY=X EURSEK=X EURUSD=X GBPJPY=X GBPUSD=X HKD=X IDR=X JPY=X MXN=X NZDUSD=X RUB=X SGD=X ZAR=X

Customers have access to IQFeed provider extension with professional grade, industry standard data (paid subcription).
profile picture

VoodooDog

#3
I appreciate the answer, tho i still dont konw how to add commodities to wealth-lab to backtest certain stratgies against them.
If i create a new data set and do not use yahoo, what else do i use in order to add them or can i just download the data as a file and copy and paste it into some subfolder of wealth-lab? how does this work?
profile picture

Eugene

#4
As a trial user you have the option to use Yahoo or Metastock/ASCII to import your own futures data files. If you don't have them from some free or paid service, Yahoo is the only way on free trial. Create a Yahoo DataSet, choosing to enter symbols manually. On how to do this, you will find answers to this and other general usage questions in the Wealth-Lab User Guide (Help menu) > Data > Data Manager > Create New DataSet > Data Providers > Yahoo!

For proper futures backtesting also see Reference > Symbol Info Manager there.
profile picture

VoodooDog

#5
Okay got it, used the symbols you provided. sadly they are not of any use to me since none of these track the actualy price of a commoditiy long enough backwards.

such a shame, i really like the strategy builder of weatth lab, but without commodities this isnt the right thing for me.

appreciate the help!
profile picture

Eugene

#6
Yahoo isn't the right thing for futures, and futures data doesn't come for free. Should you decide to purchase a license, you'll have access to IQFeed provider extension with professional grade, industry standard data for futures, indices, options, forex and so on.
profile picture

VoodooDog

#7
Okay, good to know.
I tried adding the data in a csv format from https://www.investing.com/.
Turns out that none of the wealth-lab date formats a compatible with the date fromat provided in the investing.com csv files.
Such a pitty...
profile picture

Eugene

#8
Before bashing the software publicly (which you did for the 2nd time) kindly take a minute to read the User Guide first.

Wealth-Lab's ASCII provider was designed to import ANY date formats or separators in single-symbol CSV files including such crazy ones that you are not likely to encounter these days. (Ever heard of multiple separators? Weird but some vendors did it.) The fields support any characters, that's the key.

Please read the User Guide > Data > Data Manager > Create New DataSet > Data Providers > ASCII and I'm sure you'll find answers to all basic questions there.
This website uses cookies to improve your experience. We'll assume you're ok with that, but you can opt-out if you wish (Read more).