The Norgate Data extension allows WealthLab 8 to consume historical data from your Norgate Data subscription. The extension reads your Norgate Data from the Norgate client database, which is update using the Norgate Data Updater. For best results, allow the Norgate Updater to run in the background for automatic end-of-day updates.
- Download and install Norgate Data Updater software.
- A valid subscription to Norgate Data. The cost of Norgate Data is NOT included in the Premium plan fee or the extension price.
The following markets are supported. Availability is determined by your Norgate Data subscription. Norgate provides historical data for delisted stocks.
- Australian stocks
- Canadian stocks
- US stocks
For more details about covered data please visit this Norgate page.
The extension provides a plethora of built-in dynamic DataSets that help protect against survivorship bias in your backtesting. You'll find these in the "Norgate Data - Current and Past" DataSets tree node. When using a dynamic DataSet, WealthLab includes and excludes a symbol on a particular date depending on whether it was a constituent in the index at that time.
The extension also provides complimentary DataSets of the indices containing only the current constituents, in the "Norgate Data" DataSets folder.
The extension includes an Event Provider that publishes Dividends, Capital Events, and a large number of other fundamental items that have roughly a one-year coverage period.
The extension provides a number of custom Indicators that expose more historical data from Norgate.
- DivYield - Dividend Yield
- IndexConstituentTimeSeries - returns whether a stock was an index constituent on a given date
- MajorExchangeListed - returns whether the stock is major exchange listed, or OTC
- OpenInterest - returns Open Interest for futures symbols
- OriginalClose - returns the closing price un-adjusted for splits and dividends
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 unavailability.
- Upgrade to .NET8.
- Flag dynamic DataSets in user interface.
- Event Provider aligns fundamental events to nearest date in TimeSeries.
- Enhance LoadFromStorage to handle optional date parameters.
- Adapt to changes in base class signatures in WL8.
- Added a BlankCheckCompanyIndicator https://norgatedata.com/data-content-tables.php#usblankcheckcompany (useful for identifying periods of SPACs, or waiting for some "seasoning" period thereafter.)
- Integrated Norgate into the chart’s symbol chooser dropdown.
- Added more logging to DataSets init routines and hints when no watchlists are found.
- Fixed access to fundamentals via GetFundamentalItem.
- To better handle backtesting on bars to prevent false trades where some volume has occured (perhaps pre-market) but the stock is suspended during RTH, forceZeroVolumeOnSuspendedBars: true is implemented for all data calls.
- Correctly handle >= weekly intervals for indicators.
- Fix for Tradable Symbols so Norgate DataSets can work in Strategy Monitor.
- Fixed an issue for requests that specify max bars instead of start and end dates.
- Fixed ClassificationName for Level 4 classifications - was returning description instead of name.
- Renaming of various indicators to prevent overlap (i.e. suffix Norgate) and consistency of class names to match documentation.
- Partial bars are returned for weekly/monthly/quarterly/yearly.
- Added some metadata items relating to classification.
- Fixed some indicator issues that were producing exceptions.
- Beta release.