MS123 Data Providers
Author: Eugene
Creation Date: 7/22/2009 7:21 AM
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Eugene

#1
Community.Providers is a new, open source library of data providers developed by the Wealth-Lab user community.

The initial release contains a static provider for historical Google Finance data. You can use its source code available for download as an example for building your own data providers.
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BlackPawn

#2
Excellent! Thanks a lot for this one, Eugene. I was in the process of reverse engineering the MQS provider, but this simpler and just saved me a lot of time.

These initiatives are very much appreciated.
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Eugene

#3
New member in the Community.Providers family:

CBOE Put/Call Ratio static data provider (direct installation link)
CBOE Put/Call Ratio static data provider (discussion thread)
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Eugene

#4
New member in the Community.Providers family:

BBFree static/streaming Daily data provider (direct installation link)
BBFree static/streaming Daily data provider (discussion thread)
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Eugene

#5
The Google Finance static provider source code has been updated to be compatible with Wealth-Lab's bar data editing feature (i.e., "Edit bar data" in the right-click menu).

Registered customers are welcome to download the project's source code from the Wiki:

Download Project Source Code (2010.06)
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Eugene

#6
New member in the Community.Providers family:

Random data provider provider (direct installation link)
Random data provider provider (discussion thread)
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Eugene

#7
New members in the MS123 Providers family:

Market Sentiment static data provider: install, discuss
MetaTrader Static data provider: install, discuss
TradingBlox futures and forex data: install, discuss
PiTrading futures, indices and forex data: install, discuss

DDE streaming provider: install, open source code, discuss
Excel static provider: install, discuss
Finam static provider: install, discuss
Database static and streaming provider: install, discuss
YCharts fundamental/economic data provider: install, discuss
MetaTrader Static data provider: install, discuss
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Eugene

#8
December 2010:

YCharts fundamental/economic data provider is currently not functional due to introduction of paid data export at YCharts (until further notice)
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Eugene

#9
Many of the MS123 data providers got updated during January 2011:

Summary of changes:

1. Update to Wealth-Lab 6.1 to be able to install/use the providers
2. Free streaming intraday/daily data provider for Finam
3. Free intraday backfill in Google Finance
4. Free streaming intraday/daily Google data provider
5. Revamped Database provider: more user friendly (eliminated now unnecessary configuration options), named DataSeries support
6. Support for a new feature of WL 6.1: some providers now return a trading session's open price in Strategy code (check out the QuickRef for "GetSessionOpen" for details)
7. Numerous bug fixes for stability, data integrity and cosmetic issues
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AndyPmm

#10
I have downloaded the code samples for creating a data provider. Is there any documentation? A pdf perhaps?
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Eugene

#11
Not yet, but hopefully will be back up (available for customers only).

MS123 data providers update summary, February 2011:

* YCharts working again after a format change, added 40 new economic items
* Database provider - maintenance release (fix for a potential problem)
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Eugene

#12
MS123 Data Providers library update summary, April 2011:

* Database provider: maintenance release introducing MySQL support and fixing some OLEDB issues
* Finam provider Streaming bug fix for intraday time frames
* Market Sentiment: a bugfix for better handling of potential network problems
* YCharts: a couple minor economic data changes
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Eugene

#13
MS123 Data Providers update summary, May-June 2011:

* Finam: several static/streaming bug fixes and optimizations, Market Manager support
* BBFree: fix for a data format change
* CBOE: fixed crash caused by data format change
* YCharts: added 27 new fundamental items and 38 new economic items.

* ASCII provider supports Market Manager, remembers last selected folder (current session), supports time formats Hmm, Hmmss (which .NET can't properly handle).

64-bit IQFeed provider coming soon!
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Eugene

#14
MS123 Data Providers update summary, July 2011 - January 2012:

* New provider: Free COT data provider - commitment of traders data
* New provider: Insider Transactions fundamental provider - extensive and precise source of insider transactions
* New provider: Free Analyst Ratings fundamental provider - upgrades and downgrades by broker firms (open source)
* New provider: Google news provider - source of historical news records for U.S. stocks
* New provider: Reuters news provider - source of historical news records for the supported stock symbols
* New provider: Bankruptcy filings - source of economic items (petitions for bankruptcy in the U.S.)

Updates:
* Stability fixes: Google Finance static/streaming intraday/daily, YCharts, TradingBlox, YCharts, PiTrading providers
* Market Manager support added to: QuoteMedia, MetaTrader, Database, Google providers
* New symbols/markets/etc. added: CBOE, YCharts providers
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Eugene

#15
MS123 Data Providers update summary, February 2012:

* New provider: Forexite static provider (get 10 years of 1-minute data for 18 Forex majors and cross rates for free)

Updates:

* DDE provider features historical data backfill from any chart in any bar scale
* Bug fixes: Finam, Database provider
* YCharts data export URL change
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Eugene

#16
MS123 Data Providers update summary, March 2012:

Updates:

* Finam: data vendor made changes to their Classification groups
* YCharts: added 27 new fundamental items (and other related changes)
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Eugene

#17
MS123 Data Providers update summary, April 2012:

Releases:

* Dukascopy static provider - intraday/daily data provider for Forex and selected indices/stocks (install, discuss)
* Morningstar fundamental provider - extended dividend data for U.S. stocks

Updates:

* BBFree - revamped Stocks Classification wizard now supports adding entire industries in one click, refreshed Classification groups (actual as of April 2012)
* Finam - mandatory update to keep Classification working, Classification groups are now automatically refreshing (previously were hardcoded)
* QuoteMedia - fix for German stocks data not downloading and other fixes
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Eugene

#18
MS123 Data Providers update summary, June 2012:

Releases:

* Morningstar static (EOD), streaming and fundamental provider for U.S. and international stocks (install, discuss)

Updates:

* Database provider: GetSessionOpen support, major internal changes (refactored classes, supports parameterized SQL queries), fixes for ODBC/OLEDB data and a potential Streaming issue
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Eugene

#19
MS123 Data Providers update summary, September 2012:

Updates:

* Google Finance static/streaming intraday/daily data provider - bug fixes (62778)
* Random data provider - bug fix (62778)
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Eugene

#20
MS123 Data Providers update summary, October 2012:

Updates:

* Google Finance static/streaming intraday/daily data provider - reduced volume of queries to Google server in Streaming mode
* Finam - fixed crash when Streaming unrecognizable symbols, reduced memory footprint of Finam Classification, added support for Change/% Change in Quotes windows, removed support for Tick data
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Eugene

#21
MS123 Data Providers update summary, December 2012:

Releases:

* Earnings.com fundamental provider: extended earnings data


Updates:

* Free COT provider: added new symbols
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Eugene

#22
MS123 Data Providers update summary, September 2013:

Important bugfix: bug that affects many providers (CBOE, Google, Morningstar, QuoteMedia, YCharts, MS123 Fundamental: FRED, Insider Transactions, Morningstar Dividends, Earnings.com, Bankruptcy): data not downloaded if Windows decimal separator is not "."
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Eugene

#23
MS123 Data Providers update summary, October 2013 - January 2014:

Two mandatory updates and more:

* Important fix: Yahoo! update has broken.

* Important fix: YCharts provider have stopped working due to a breaking change

* Dukascopy: fix for intraday data stopped updating, provider stopped working in Strategy Monitor and "Update All Data" broken. Also internal changes: slightly optimized daily data requests, rewritten multithreaded download routine for better work on modern multi-core CPUs (e.g. servers). Note that 1-minute data is no longer supported.

* BBFree: fix for data may not be downloaded or downloaded with errors if Windows decimal separator is not "." plus a revamp of multithreaded download routine.

* Database provider: Oracle database support.
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Eugene

#24
MS123 Data Providers update summary, February 2014 - April 2014:

* Important fix: MetaTrader static provider does not recognize data created in new builds of MT4 terminal (i.e. 574 and newer) due to data format change. NOTE: this is a breaking change, old data is no longer supported! DO NOT update if still using an older MT4 terminal client build (509 or earlier)

* Database provider: support for PostgreSQL databases.
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Eugene

#25
MS123 Data Providers update summary, May 2014.

Important updates ahead:

* Important fix: Restored MSN provider. Static and streaming providers work again. Stability fix. Interface simplification. Provider works in Strategy Monitor.

* Important fix: YCharts provider free economic data working again. Added new fundamental items by customer's request. Considerably lesser traffic consumption (saves download quota and updates faster). Optimize update speed for free users. Interface simplification.

* IQFeed provider: Re-request symbols which failed during data update. Prevents hangups when IQFeed server becomes unresponsive. Uninstallation will no longer remove the shared Market Manager component.

* ASCII provider: Uninstallation will no longer remove the shared Market Manager component.
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Eugene

#26
MS123 Data Providers update summary, Summer 2014.

Summary of changes:

New:

* Multpl.com economic data provider. Requested by richard1000.

Fixes:

* Free COT data fix for lost "SmallTraderShort" mamed series
* 99wallstreet provider stopped working due to a website change.
* YCharts free data stopped working again. Additionally, prevented downloading some fundamental items no longer available in free mode.
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Eugene

#27
MS123 Data Providers update summary, September 2014.

Summary of changes:

New:

* Stooq static data provider

Fixes:

* MSN Static, Streaming and Fundamental: increased speed of fundamental updates; fixed potential crash on incorrect fundamental data received; fixed update failure because of incorrect handling of volume in static data (workaround: zero volume is returned)
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Eugene

#28
MS123 Data Providers update summary, October 2014.

Summary of changes:

New:

* ThinkNum fundamental data provider for stocks (83 items)
* Multpl: added 10 year treasury rate

Fixes:

* ThinkNum economic provider stopped working due to website overhaul
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Eugene

#29
MS123 Data Providers update summary, November 2014.

Fixes:

* 99wallstreet provider stopped working.
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Eugene

#30
MS123 Data Providers update summary, December 2014.

Summary of changes:

New:

* Quandl static provider
* Zacks fundamental provider
* Nasdaq.com static, streaming and fundamental provider
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Eugene

#31
MS123 Data Providers update summary, January 2015.

Summary of changes:

* Quandl provider: fixed bug with incorrect data in certain locales. This release is a must have for our international customers out there!
* MS123 Fundamental/News providers: Reuters News provider internal optimization
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Eugene

#32
MS123 Data Providers update summary, March 2015.

Summary of changes:

* MS123 Fundamental/News providers: added "relationship" field (i.e. job title) to Insider Transactions provider's data items

UPDATE

* Forexite provider: fixed hangup during initial data collection
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Eugene

#33
MS123 Data Providers update summary, April 2015.

Summary of changes:

* MetaTrader4 provider: adjusted time 1 bar forward because MT4 timestamps dates as start-of-bar; upgraded to .NET Framework 4.5 (Wealth-Lab 6.8+ recommended)
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Eugene

#34
MS123 Data Providers update summary, June 2015.

Summary of changes:

* Released two new data providers: OpenInsider provider (free insider transactions data going back over 10 years) and StreetInsider provider (replacement for broken 99wallstreet feed)
* Fixed: InsiderCow insider transactions: internal fix
* Change: (BREAKING) ThinkNum, Earnings.com and Bankruptcy fundamental / economic providers are removed due to decommissioned data feed. All accumulated data disappears.
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Harapa

#35
FreeStockChart (http://www.freestockcharts.com/platform/v1 )as intraday/EOD data provider

This provider (in free version ) allows downloading 500 data points in all time frames (1 minute to years) for whole universe of symbols ( 500 data point limit is maintained in paid version for intraday but not for EOD (which is unlimited, though their is a way to obtain the EOD history beyond 500 data points for free). Their T-series indicators allows monitoring AD line, U/D Volume and many other "Internals" type reads on intraday basis.

Downloader is 2nd button on the right of Settings ( as seenn on opened chart page).

I wonder if it is possible to incorporate this provider in WL.
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Eugene

#36
Thank you for your suggestion. Unfortunately, 500 data points is not something to consider. Especially when it requires an extra step of decompiling the SilverLight application behind their price feed. Any given provider from our showcase has more. As limited as it is, even Google Finance intraday data offers 5K+ data points for 1-min and ~4K+ for 5-min. The sentiment indicators can be created through the multitude of built-in and additional IndexDefinitions using Fidelity intraday data.
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Harapa

#37
QUOTE:
Unfortunately, 500 data points is not something to consider.


Disregarding this provider purely on this ground is bit naive, IMHO.

First, the vendor have a large customer base who make use of these 500 points in making day to day decisions.
Second, 500 data point limit (at least for EOD data) can be overcome rather easily.
Third, if you start collecting intraday data, within few months you will have tones of data in your hand.

Having spent tens of (if not hundreds) of hours in trying to produce sentiment indicators using intraday data and WL, I can eliminate this option in a second. Try creating A/D and U/D volume line (using Index lab) for 500 stocks in SP500 on 5 min bars, you will know what I mean.
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Eugene

#38
Sorry, not good points to justify the investment of developer's time and effort into a crippled data kludge.

But if 500 bars of downloadable data aren't stopping you, here's a workaround to your I-L index update speed concern. Impose a similar limitation on the accumulated Fidelity intraday data by backing up your FidelityStaticProvider folder first, then truncating all bars in your S&P 500 DataSet before a selected date using the Data Tool. Try creating your index in I-L, and then restore the static data from backup. If you have further questions, feel free to raise a forum thread (as this one's dedicated to making MS123 data provider announcements).
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tbc2

#39
Good afternoon!

I am trying to download your extension "Morningstar data provider", but for some reason do not have permission to download.
Could you throw in the email
CODE:
Please log in to see this code.




Thank you so much!
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Eugene

#40
The reason is that you're a software pirate. Purchase a Wealth-Lab license to become a loyal customer and become able to download extensions:

Purchase Wealth-Lab
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Eugene

#41
MS123 Data Providers update summary, July-September 2015.

Summary of changes:

* New data providers: OpenInsider provider (free insider transactions data going back over 10 years), StreetInsider provider (replacement for broken 99wallstreet feed)
* Fixes: InsiderCow insider transactions (internal fix); IQFeed (better fix for timeout issue for re-requested symbols that failed to update); Finam (fix for Classification Groups broken by Finam website update)
* Changes: (BREAKING) Removed data providers due to decommissioned/broken/stopped data feeds: ThinkNum fundamental and economic providers, Earnings.com fundamental provider, Bankruptcy economic provider
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Eugene

#42
MS123 Data Providers update summary, October-November 2015.

Summary of changes:

* IQFeed provider: this is a major release featuring increased depth of historical data (more than 15 years), new bar scale (Second), static data API upgrade and a switch to new server for time sync

* Finam provider: fixed Classification Groups broken by Finam website update, improvements in erroneous weekend data (EOD) detection (covers crude oil symbols and more currencies, fixes incorrectly duplicate volume for Monday bars)

* MS123 Fundamental/News providers: Fix incorrect StreetInsider data in certain locales (Australia)
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Eugene

#43
MS123 Data Providers update summary, December 2015.

Summary of changes:

* Yahoo provider: Market Manager support; minor tweaks (string format change in Data Update log; removed the discontinued Premium subscription option)
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Eugene

#44
MS123 Data Providers update summary, February 2016.

Summary of changes:

* New auxiliary "Transfer" provider brings the ability to backtest deposits and withdrawals (taxes...) of funds to account. See this walkthrough in the Wiki for more details.
* Reuters News provider stopped updated data due to web page layout change
* Mandatory update to YCharts provider. The provider works again (fixed breaking changes), greatly reduced download quota, removed non-essential items, added extra dividend fields etc.
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Eugene

#45
MS123 Data Providers update summary, March-April 2016.

Summary of changes:

* Multiple bug fixes and improvements to BBFree, Google, QuoteMedia, Market Sentiment and Morningstar Static data providers: "Error setting min/max download threads" message prevents data update; removed artificial default limit in New DataSet Wizard preventing from creating DataSets which contain more than ~6500 symbols (32767 chars); rewritten multithreaded download routine to improve performance on modern multi-core CPUs, bumped up a thread download timeout to prevent failed requests; malformed data received on rare occasions (updating a huge DataSet) should no longer stop BBFree from updating; added Market Manager support to Morningstar; etc.

* YCharts provider is equipped with a new backup API (Excel) for improved reliability should the primary feed fail

* MS123 Fundamental (OpenInsider and InsiderCow): fixed certain transactions (reported after market close) which appeared delayed until the next trading session

* Yahoo! provider: fixed pesky bug with incorrect split volume adjustment and removed the New DataSet Wizard symbol limit (~6500 symbols, 32767 chars)
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Eugene

#46
MS123 Data Providers, May 2016:

Summary of changes:

* Wealth-Data provider: added connection settings in Data Manager for adjustment of download behavior for suboptimal connections, logging is now more verbose and also notifies on changes to DataSets, fixed rare exception on auto-rename of a symbol and incorrect order of sorting.

* Major update of IQFeed provider. Upgraded to support IQFeed's latest static data API, to deliver increased depth of historical data and Second time scale, to improve time sync, and to fix a memory leak that occurred with IQFeed 5.2.1.0 client under some conditions.

* Google provider: support for streaming updates in Accounts window (for Paper Trading).

* Finam: internal change preventing the website from recognizing provider's activity too easily

* MS123 Fundamental/News: added optional "remark" field in OpenInsider; removed an artificial default limit in New DataSet Wizard preventing FRED provider from creating DataSets over ~6500 symbols (32767 chars)
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Eugene

#47
MS123 Data Providers, June 2016:

Summary of changes:

* IQFeed provider: added support for Tick data and increased stability (provider crashed WL when IQFeed client was stopped from system tray)
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Eugene

#48
MS123 Data Providers, July 2016:

Summary of changes:

* Quandl provider: fixed no data for CBOE/VIX symbol; removed artificial limit (by default) in New DataSet Wizard preventing from creating DataSets which contain more than ~6500 symbols (32767 chars)

* MS123 Fundamental/News providers: new economic data provider: Inflation
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Eugene

#49
MS123 Data Providers, August 2016:

* BBFree provider has been taken down due to demise of the free data feed that once powered it
* Quandl provider: added support for CBOE/VVIX

NOTE! Important update to Yahoo provider:

As Yahoo! has recently started adjusting stock volume for splits, there would be discrepancies between your cached historical volume data when a new split is processed. Therefore an important update is made to the Yahoo! provider 2016.09 which we recommend its every user to apply. If split adjustment is not activated in provider's settings, Wealth-Lab will reverse adjust the cached volume. It is recommended that Y! data users refresh their cached histories which is easy to do using the Data Tool's "Remove all data" feature and then updating the data the usual way.
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Eugene

#50
MS123 Data Providers, September 2016

* 99WallStreet provider restored. Since January 2015, 99WallStreet's website had a major flaw: its earnings timestamps lacked the year. While this had been happening the data provider was broken and did not function. Finally, this has been fixed on 99WS side and we've released a new build that supports their revamped website.
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Eugene

#51
MS123 Data Providers, October 2016

* Wealth-Data provider ​bug ​fixe​s: 1. previous version stopped working in the Strategy Monitor, 2. error running multiple strategies utilizing W-D simultaneously
* Stooq provider bug fixes: 1. data not downloading under certain system locales, 2. removed artificial limit in New DataSet Wizard preventing from creating DataSets which contain more than ~6500 symbols (32767 chars)
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Eugene

#52
MS123 Data Providers, November 2016

* Morningstar Fundamental data provider: this is a must have update fixing many values recognized incorrectly, restoring a disappeared item and adding 3 new items (see more in the Change Log).
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Eugene

#53
MS123 Data Providers, December 2016

* Yahoo: Stability update to correct an intermittent unhandled exception that could cause Wealth-Lab to crash on network connection going up and down.
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Eugene

#54
MS123 Data Providers, January - March 2017

* YCharts: fixed free data stopped working after a breaking change. Also, to alleviate imprecise reporting dates found in YCharts fundamental data and to avoid possible peeking effect they've been shifted forward. Said data accuracy change affects the backup Excel API and free data only.

* Nasdaq: by popular demand, added ability to download static and streaming data for Nasdaq OMX Nordic stocks

* CBOE: per another customer's request, support for VX futures (monthly contracts) has been added

* Excel static: its biggest update in years. Now it handles the data in various spreadsheets better: ignores bad input, supports each sorting order, allows to specify symbol name if it's missing, and more.

* Finally, fixed first-time "Update all data" issue when said action couldn't be completed w/o having to "Update DataSet" first. Affected FRED, Quandl, Google, Dukascopy, Morningstar, Nasdaq, and Stooq providers.
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Eugene

#55
MS123 Data Providers, April - May 2017

* Yahoo - a MUST HAVE update (previous versions have stopped working due to depreciated old API). Fixed Yahoo static and fundamental data no longer working due to decommissioned old API. Also, the historical volume split unadjustment routine occasionally got called when it shouldn't be. Restored company name actual case (was: forced upper case).

* IQFeed: capitalizing symbol names in New DataSet Wizard

* MS123 Extra Fundamental/News Providers: removed Yahoo Analyst Ratings provider is removed (its data source has become useless) and replaced it with a new provider: MarketBeat Analyst Ratings.

* Quandl: added new provider for AAII sentiment data (as requested by richard1000).

* Finam: this is a MANDATORY update to keep Classification Groups working (which stopped working in previous builds because of a change at Finam). Also, fixed potential error on resolving hostname when checking connection.

* Excel/OpenOffice DDE Streaming Provider: fixed NDde.dll being erroneously removed on uninstallation, breaking a 3rd party QUIK provider if it's installed.

* Forexite: fixed Ionic.Zip.dll being erroneously removed on uninstallation, breaking the Free COT data provider if it's installed.

All data providers: Wealth-Lab 6.9+ and .NET 4.5+ required to install/update.
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Eugene

#56
MS123 Data Providers, June 2017

+ Yahoo! provider has been fixed again in v.2017.07 to adjust to recent changes in the data

+ New Tiingo static and fundamental provider delivers historical data for 37,000 U.S. stocks and ETFs. Like Yahoo!, it comes with a history of splits and dividends which can be applied on-the-fly and its data doesn't require refresh after a split or dividend.

+ Quandl provider: support for ECRI index data
+ IQFeed: automatically capitalizes typed symbol names in New DataSet Wizard

MS123 Fundamental/News providers:
+ Yahoo Analyst Ratings provider has been restored. Now it delivers even more fundamental items: up to 20 years of upgrades/downgrades
+ Added new fundamental provider "StockPup" which returns 20 years of quality items for stocks in S&P 100 and beyond April 2020: StockPup fundamental provider decommissioned, feed taken offline.
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Eugene

#57
MS123 Data Providers, July 2017

+ Yahoo: During this Summer, the order of columns in Yahoo data changed back and forth. One day this broke v2017.06 the next week 2017.07 and so on. We attempt to fix it in v2017.08 by adding detection of the order of columns. UPDATE 08/03/2017: It seems that Yahoo Finance's behavior is to change the order of fields periodically to break automatic downloaders.

+ Quandl: automatic recognition of any data having just 2 fields as Close-only data

+ ASCII: fixed incorrect symbol sort for ASCII DataSets on network drives, shared component (Market Manager) version upgrade
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Eugene

#58
MS123 Data Providers, August 2017

+ Wealth-Data: a must-have update that checks if user has entered incorrect credentials (i.e. from wealth-lab.com) and suggests to visit wealth-data.com to sign up.

+ MS123 Fundamental/News providers: fixed StreetInsider and MarketBeat providers stopped delivering data due to a URL change

+ Yahoo: increased stability by fixing startup crash on broken configuration file + (internal) randomization to prevent from being tracked too easily [Yahoo isn't friendly to the automated downloaders]

+ Quandl: increased stability by fixing startup crash on broken configuration file

+ Database: increased stability by fixing startup crash on broken configuration file

+ YCharts: increased stability by fixing startup crash on broken configuration file

+ ASCII: fixed broken "ASCII Cache" feature

+ Stooq: fixed no data for indices (URI change @ Stooq)

+ Google provider: data update message is more clear: says "Bars added" (cosmetic change)
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Eugene

#59
MS123 Data Providers, September 2017

+ Added support for automatic bar data corrections to Google, Morningstar, Nasdaq, Quotemedia, Stooq providers

- Nasdaq: fixed company names including inappropriate characters

* Stooq:
+ option to apply .US suffix to symbols in New DataSet Wizard for convenience;
- fix: recent "No Data" fix caused refreshing all symbol data on each request /now limited to apply to indexes (which start with ^) exclusively/

* Finam: minor changes (fixed automatic data corrections to honor user's edits; made download URI more similar to what Finam is now using on website)

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Eugene

#60
* New: Meet the first Wealth-Lab data provider that gets historical daily and hourly data for cryptocurrencies (read: Bitcoin) and their cross rates from Cryptocompare.

Cryptocurrencydata provider

Also, added new fundamental providers "Zacks Fundamentals A,B" to Quandl provider

* Changed: Quandl provider now supports security names for new symbols

* Fixed:
. Google intraday data broken by a URI change @ Google
. YCharts: restored broken paid data (both web-based and Excel), fixed Excel API exception. Also restored some item names that got renamed at YCharts and added a group of new items by customer request
. Yahoo: fixed "un-representable DateTime" error when updating All Data on rare occasions
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Eugene

#61
MS123 Data Providers, November 2017

* New: support for short and convenient symbol names in Cryptocurrency provider
* Change: CBOE provider: symbol VXV renamed to VIX3M at CBOE
* Fixed: MarketBeat provider stopped working due to deprecation of dependent service (download.finance.yahoo.com)
* Fixed: Google provider company names broken; also fixed absense of security name with on demand requests
* Fixed: Quotemedia provider company names broken
* Fixed: Yahoo provider company names were incorrect when DataSet contained invalid symbols
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Eugene

#62
MS123 Data Providers, December 2017


* CBOE Put/Call Ratio and Bitcoin futures static data provider: support for CBOE Bitcoin futures (XBT) as well as some other futures

* Google provider: fixed failure to update some symbols with short tickers

* StockPup fundamental provider: fixed breaking change to its data format, more robust handling of breaking changes to its data format, added new data items (Current Assets, Current Ratio) April 2020: StockPup fundamental provider decommissioned, feed taken offline.
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Eugene

#63
MS123 Data Providers, January 2018

* DDE, Tiingo providers: fixed error message on broken config file
* Quotemedia: potential fix for "un-representable DateTime" error during data update
* Quandl provider: support for split adjustment on-the-fly
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Eugene

#64
MS123 Data Providers, February 2018

As usual, we improve the stability of our data providers with the following fixes:

* MS123 Fundamental/News: fixed random freeze during download of Reuters News for large DataSets

* Tiingo: BREAKING CHANGE! Switched to token authentication from password authentication to increase the reliability

* Cryptocurrency: fixed occasional error message when updating newly added currency symbols and attempted to alleviate the crippled Hourly data returned after making several big requests

* MetaTrader: added hidden option for power users to disable the bar timestamp adjustment introduced in v2015.05
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Eugene

#65
MS123 Data Providers, March 2018

As usual, we improve the stability of our data providers with the following fixes:

* Tiingo: support for GetSessionOpen
* Quandl: fixed split adjustment which might erroneously apply to non-stock symbols
* Forexite: added support for 39 more currencies, cross rates, metals and cryptocurrencies (Bitcoin, Litecoin, Ethereum) and fixed gaps in data (due to empty files in certain months like 2016/01 and 2017/01)
* MS123 Fundamental/News: Google News provider has been decommissioned (RSS feed is dead), replaced by WSJ (Wall Street Journal) news provider
* Google static provider: restored Daily data broken by Google Finance website redesign, added automatic data corrections if OHL=0 and C!=0
* Quotemedia: fixed company names broken by Google Finance website redesign
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Eugene

#66
MS123 Data Providers, April 2018

As usual, we improve the stability of our data providers with the following fixes:

* Nasdaq fundamental data: due to internal changes at Nasdaq website, provider was running very slowly when updating, downloading 0 fundamental data for each security. Also, provider's output is now broken down by category (X dividend / Y short interest items updated)

* Finam provider: fixed "0 bars added" on data update (due to improved bot detection).

Note! Finam data updates has to become slower due to an extra delay to avoid the new protection
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Eugene

#67
MS123 Data Providers, May 2018

As usual, we improve the Wealth-Lab data provider experience with the following fixes and improvements:

* Yahoo provider: users from Europe need to update to v2018.06 to continue using the provider. Yahoo introduced a website change to comply with GDPR law, breaking data downloads from EU. WLP customers and non-EU users need not worry: no other country is affected.

* MS123 Fundamental/News: Added new fundamental provider "Zacks Adjusted Earnings (EPS)" (requested by WLP123)
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gchudublin

#68
Does any of the data providers has per/post market historical data?
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Eugene

#69
IQFeed has.
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Eugene

#70
MS123 Data Providers, June-July 2018

* Yahoo provider fixes:

1. Stock splits are now also adjusted for dividends when respective option 'Perform dividend adjustment' is enabled on Data Manager's Yahoo! Data tab.
2. Fixed OHLC data corruption on chart refresh if 'Ignore splits and dividends...' is activated.

Other data providers:

* Nasdaq provider: fixed U.S. data broken by internal changes at nasdaq.com website (No data, streaming errors, no company name)

* Finam provider: intraday data sometimes couldn't be downloaded completely (anti-bot protection)

* Market Sentiment provider: No data downloaded on sluggish server response
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Eugene

#71
MS123 Data Providers, August 2018

* Finam 2018.09: this build makes new symbols and instrument groups (cryptocurrency) available.

As Finam stopped updating Classification at its old location, be sure to update the extension and click Refresh Classification if you wish to keep the symbol lists up to date. From now on, provider will try to autodetect the location of symbol lists at Finam's website.

* Sadly, Google Finance provider has been unpublished. The legacy undocumented API which powered it was decommissioned.
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Eugene

#72
MS123 Data Providers, September 2018

* YCharts 2018.10: update to get rid of error dialog (website login form has changed)
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Eugene

#73
MS123 Data Providers, October 2018

Meet new data provider: AlphaVantage. See below for installation instructions, online user guide and support:

AlphaVantage data provider
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Eugene

#74
MS123 Data Providers, November 2018

Mandatory upgrade to Morningstar provider users. The latest version fixes several issues: frequent failure to get static data if a download took unexpectedly long and empty fundamental data returned by server at random.

A bug with error message The added or subtracted value results in an un-representable DateTime is squished in the following providers: Stooq, Nasdaq, Tiingo, Quotemedia, Morningstar and AlphaVantage.
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Eugene

#75
MS123 Data Providers, December 2018

Mandatory upgrade to Yahoo! static provider users. The latest version fixes an issue with false "gaps" after stock splits. The incorrect handling of splits was caused by Y! making change to the split data format on their website.

For CBOE provider, we reflected the symbol change at CBOE (VXMT renamed to VIX6M) and fixed potential issue with data requests.

In Quandl provider we've added support for US Treasury yield curve data per customer request.
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Eugene

#76
MS123 Data Providers, January 2019

In MS123 Fundamental/News providers library:

* Multpl provider users note: Item "[mu] interest-rate" is replaced with "[mu] 10-year-treasury-rate"

* Accuracy improvements for FRED provider users. Breaking change: for all series Monthly and up, all timestamps are now marked as end-of-period to avoid peeking into the future. For example, in Quarterly scale 1 Jan in the original data becomes 31 Mar on a Wealth-Lab chart. As this will shift the timestamps forward, this will most likely change your backtest results for systems using FRED series.

Also in FRED provider, fixed a "No Data Available" error for on-demand update (by virtue of improved detection of scale in the original data).
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Eugene

#77
MS123 Data Providers, February 2019

* Finam provider: considerable speedup of historical intraday data download and a minor bug fix (an empty Classification Groups file no longer causes exception that doesn't let refresh the broken Classification and create DataSets)
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Eugene

#78
MS123 Data Providers, March 2019

* Yahoo provider: fixed Error 401 on data update which affected EU customers (only). Non-EU customers as well as Wealth-Lab Pro users need not update.
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Eugene

#79
MS123 Data Providers, April 2019

* Finam provider: ability to add all instruments from a market group at once in the New DataSet Wizard
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Eugene

#80
MS123 Data Providers, May 2019

Russian customers, meet new data provider:

* MFD static/streaming provider: free intraday and daily data for Russian markets and select world commodities, indices and currencies
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Eugene

#81
MS123 Data Providers, June 2019

* Quandl provider suite: added support for NAAIM, FINRA and ISM data
* CBOE provider: fixed data gap in between 2003 and 2006 for TOTALPC symbol
* MS123 Fundamental/News providers: fixes for FRED provider (ensure adjusted M/W/Y date not falls on weekend; Quarterly/Semiannual data timestamps) and Extension Manager icon not shown
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Eugene

#82
MS123 Data Providers, September 2019

* MS123 Fundamental/News providers: speed up fundamental data update by skipping requests for unsupported symbols for 7 included data providers; fixed 2 broken providers (Yahoo Analyst Ratings and MarketBeat Analyst Ratings); fixed incorrect display of how many data was updated by 5 data providers (just a cosmetic issue)

* Morningstar, YCharts, Quandl, Nasdaq fundamental data providers: improved fundamental data update speed by skipping requests for unsupported symbols and/or fixed incorrect display of how many data items were updated
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Eugene

#83
MS123 Data Providers, October 2019

* Nasdaq static, streaming and fundamental data providers (the U.S. version) is restored after being broken by Nasdaq website overhaul
* CBOE provider fixed following breaking change at CBOE website
* Yahoo provider should bug less a user with "Yahoo cookie timeout" error on poor / low-speed connections
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Eugene

#84
MS123 Data Providers, November 2019

* CBOE provider now includes PutCall Ratio for OEX (OEXPC) and Exchange traded products (ETPPC). Requested by Harapa.
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Eugene

#85
MS123 Data Providers, January 2020

* Yahoo provider: fixed partially broken data update ("Input string was not in a correct format" error) that affects everyone and "Error 401" on data update which affected Wealth-Lab Developer customers who reside in the European Union (EU)
* YCharts fundamental provider: added 3 new fundamental items (FFO, Gain and Loss etc)
* Finam provider: highly recommended update to ensure data integrity. Classification Groups parser could make provider return no data or data for incorrect symbols (potentially).
* Quotemedia provider: exposed a Named DataSeries for adjusted close (AdjClose)
* In MS123 Fundamental/News library, WSJ News provider is decommissioned and replaced with new provider: SeekingAlpha news provider
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Eugene

#86
MS123 Data Providers, February 2020

* Wealth-Data: added advancing, declining and unchanged issues for AMEX, NASDAQ and NYSE! Check out the Market Sentiment group in the New DataSet Wizard. (No extension update necessary).

* QuoteMedia provider: Provider completely restored after breaking change by data vendor. Data is now split- and dividend-adjusted plus you can switch between adjusted/unadjusted data on-the-fly on the new Data Manager tab. The raw data is also accessible as Named DataSeries. Splits and dividends are available as fundamental items. Added a Streaming (EOD, delayed) data provider.

* Yahoo provider: fixed handling of splits after a website change and updated the icon

* Dukascopy provider: fixed breaking change to Classification Groups which prevented receiving/updating them

* Forexite provider: now has Saturday trading in the data (2015 and later)

* MS123 Fundamental/News providers: fixed MarketBeat Analyst Ratings provider broken by web feed update
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Eugene

#87
MS123 Data Providers, March 2020

* Wealth-Data now supports more Market Sentiment symbols: the new highs/lows for AMEX, NYSE and NASDAQ

* QuoteMedia provider handles invalid symbols more gracefully and contains fix for incorrect volume when split/dividend adjustment is disabled

* Nasdaq provider now skips bars with zero volume
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Eugene

#88
MS123 Data Providers, April 2020

* CBOE Put/Call Ratio data provider: minor bugfix (cannot finish DataSet creation after checking and unchecking Futures checkboxes in Wizard dialog)

* Dukascopy provider: fix (data stopped updating due to a breaking change)

* MFD provider: fix (data requests failed on weekends with partial bar enabled)
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Eugene

#89
MS123 Data Providers, May 2020

* Russian customers, meet new data provider! The MOEX provider delivers free intraday and daily historical and streaming data (for stocks, bonds, indices, currencies and futures/options) straight from the Moscow Exchange.

Install extension
Read this before using

* CBOE Put/Call Ratio data provider: initial data update is made more reliable and considerably faster, and daily update will retry on error.
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Eugene

#90
MS123 Data Providers, June 2020

* CBOE Put/Call Ratio data provider: faster data updates
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Eugene

#91
MS123 Data Providers, August 2020

* IQFeed provider: biggest upgrade in years! Lots of new features, improvements and fixes. See this topic for more
* Morningstar provider: fixed Streaming data stopped working
* Nasdaq provider: fixed Nordic static data stopped working
* Cryptocurrency provider: support for paid subscriptions
* Tiingo provider: added intraday data and streaming quotes, support for Paper Trading, Strategy Monitor, Market Manager etc.

Source: Map of Wealth-Lab data providers
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Eugene

#92
MS123 Data Providers, September 2020

* IQFeed provider: Faster data loading, Smart Update option prevents data requests for already updated symbols outside of market hours, Streaming charts to close at end of interval, fixes to Streaming bars (St. Mon.) and split adjustment etc.

* AlphaVantage provider: fixed repeated updates to symbols that are not in the DataSet/scale being updated in "Update All Data" mode update

* Database provider: fixed crash in streaming charts

* YCharts: reverted the fix from v2017.04 which inadvertently delayed the free data (only) for an extra month.

Source: Map of Wealth-Lab data providers
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Eugene

#93
MS123 Data Providers, October 2020

* IQFeed provider: bug fixes

Source: Map of Wealth-Lab data providers
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