The Data Extensions aims to fulfil the task of powering Wealth-Lab with all the data you ever needed. It's comprised of several instruments to cover your requirements in various data types:
Historical data providers
- CBOE - Put/Call Ratio, volatility indices (U.S.)
- FinancialModelingPrep - intraday and daily stock data for U.S. exchanges and more (free and subscription-based)
- Morningstar - free data for U.S. and international stocks and indexes
- Nasdaq - free daily data for U.S. stocks
- QuoteMedia - daily data for U.S. and overseas stocks, indexes, funds, futures, options, Forex and cryptocurrencies
- Stooq - free daily data for world stocks, futures, and indices
- Tiingo - intraday and daily data for U.S. and Chinese stocks, mutual funds, ETFs and cryptocurrencies (free and subscription-based)
- TwelveData - intraday and daily data for U.S. and international stocks, ETFs, Forex and cryptocurrencies (free and subscription-based)
- Random data provides you with a unique opportunity for blind testing your strategy on a truly random data
Real-time streaming data
- Morningstar - free real-time data for U.S. stocks (source: BATS)
- Nasdaq - free delayed streaming data for U.S. stocks
- Quotemedia - free delayed streaming data for U.S. stocks
- Tiingo - provides free real-time data for U.S. stocks by IEX
- TwelveData - provides real-time data for stocks, ETFs, indices, Forex and cryptos
Fundamentals and news (Events)
- FinancialModelingPrep - free split and dividend data for U.S. stocks
- Nasdaq - free dividend and short interest data for U.S. stocks
- Quandl free split and dividend data for U.S. stocks
- Quotemedia - free split and dividend data for U.S. stocks
- Tiingo - history of company splits and dividends
- Next Earnings Date - returns the date of the next scheduled earnings report
Market sentiment, economic and other non-price data
Indicators can be easily dragged and dropped onto a chart (or referred to in a strategy). They download historical data by itself and get updated automatically:
- Market Sentiment indicators by Wealth-Data for advancing, declining and unchanged items from NYSE, NASDAQ and AMEX and the new highs/lows
- Thousands of economic time series by the Federal Reserve (FRED)
- Visualize countless core financial and alternative data sets from Quandl
- Historical Put/Call ratios by CBOE
- Historical FOMC meetings to backtest Fed rate decisions
Dynamic symbol universes
- Automatically updated DataSets of recent and historical IPOs, most recent stocks with high short interest, stocks with splits, dividends and earnings for today, and stocks gapping up an down in premarket trading
- Historical Put/Call ratios and Volatility (VIX) indices by CBOE
- Stock screener for U.S. stocks. Create an automatically updating DataSet based on custom criteria like price, volume, fundamentals, dividends and technical indicators!
The third party data is subject to the availability of the respective provider (website) and may be delayed or inaccessible periodically due to network or technical reasons. As the data is not guaranteed to be accurate, it is your responsibility to confirm that it does not contain errors before utilizing it for any type of backtesting or trading activities. Quantacula LLC is not to be held liable for any errors in market data or its inavailability.
- Fixed daily data requests of FMP provider failing sometimes.
- Added Senate Trading support to FMP event provider.
- Updated the embedded resources data of CBOE provider.
- Fixed zero bars in Put/Call Ratios due to bad data coming from CBOE.
- Made FMP download more intraday data back to 09/2003.
- Fixed bad values in CBOE provider.
- Add support for ECB meetings and key rate.
- FMP provider: intraday data pagination support.
- Alphavantage: display batch count progress in status bar.
- Build to adapt to some namespace changes in WL8 framework.
- Updated the Fed meetings calendar in embedded resources.
- Updated the embedded resources of the historical IPOs DataSet provider.
- Updated the embedded resources data of CBOE provider.
- Fixed CBOE put/call data that was broken by change in source web site.
- Added new Position Sizer to adjust size based on whether the Fed Funds Rate is rising or falling.
- Recessions Indicator (Source: NBER) - identifies past U.S. recessions.
- Morningstar Streaming, Fundamental, and Historical (limited) Providers reinstated after some changes made them operational again.
- Data Providers are now more careful about checking Offline Mode before making web requests (requires WL8 Build 10+).
- Removed MorningStar Providers - MorningStar made some changes rendering them inoperable.
- Changes required to keep in sync with WL8 Build 7.
- FRED indicator: added selection of units (as is, change, percent change, CAGR etc.)
- A fix for Nasdaq Fundamental parsing.
- Fixed some data issues for customers with non-USD regional settings.
- Initial WL8 release.
- Fixed some issues in the CBOE provider.
- Fix for startup exception on some configurations and better handling of unexpected input.
- Moved EarningsDate class into Fundamentals Extension.
- Fix for GetNext* methods (EarningsDate).
- Documented UpcomingEarnings class.
- Added Next Earnings Date Event Provider.
- Added EarningsDate class (GetNextUseCache).
- Updated embedded IPO data.
- Changes to adapt to WL7 framework changes in Build 42.
- Better fix for CBOE data in German locale.
- Made FOMC Event Provider thread safe to avoid some exceptions when first using it.
- Retired FOMC Indicator and replaced it with a new FOMC Event Provider. You can still get a FOMC Indicator by using WL7's Fundamental Indicator. Make sure FOMC is enabled in the Data Manager, Event Providers. Then, drop the Fundamental Indicator onto the chart, select FOMC, and turn off the "Carry Forward" parameter.
- Fixed bad VIX data of CBOE Provider that affected some locales (e.g. German.)
- Avoid requesting entire intraday history when a Max Bars Data Range is selected.
- Minor changes to take advantage of better data loading mechanisms in WL7 Build 37.
- Extend end date requests one day into the future to account for different time zones.
- Fixed HighShortInterest DataSet Provider.
- Quandl Provider marked as not supporting parallel updates.
- Fixed Tiingo provider downloading excessive intraday bars during update.
- Improve performance when canceling Data Requests.
- Added logic to speed up backtests if an Event Provider is checked by avoiding excessive data requests.
- Some Indicators marked as lengthy so they don't automatically contribute to Indicator Profiler.
- Event Providers will not make requests if symbol is a Wealth-Data delisted stock.
- Fixed startup exception by Scanner with certain settings.
- Added a new tool: Stock Screener as Dynamic DataSet.
- Added TwelveData streaming provider.
- IPO DataSets: pruned "Historical IPO" list of duplicate symbols.
- Added methods to query upcoming splits, earnings and dividends by date in strategy code.
- Fix incorrect numbers by TwelveData in German locale.
- Added TwelveData historical provider.
- Requires WL Build 8 to work.
- Fixed breaking change on CBOE website affecting Put/Call ratios.
- Optimized initial download for certain data providers.
- Fixed issue causing a freeze when some indicators used in Building Blocks.
- Morningstar Provider fixes
- IPODataSets missing symbols in DataSet fix.
- Baseline release.