Managing symbol translating code for Provider Extension
Author: abegy
Creation Date: 9/13/2011 2:42 PM
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abegy

#1
Except for american exchange, symbol code for other exchanges are most of the time a specific code.

For example, BNP from euronext France exchange is :
- BNPP.PA for Reuters,
- FR:BNP for MSNoney,
- BNP.PA for Yahoo,
- BNP-EEB for eSignal...

For this reason, it's impossible to use a specific data provider for EOD Data, another one for Fundamentals data, a specific one for broker and a last one for Real Time quotes.
I would suggest you if you can think to add a new feature in every Provider Extension to manage a file where it is possible to specify a translating table of symbol code.



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Eugene

#2
QUOTE:
in every Provider Extension

Easier said than done. Could you even remotely estimate the amount of time/effort it'd take to introduce a change like this to the already established system?
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abegy

#3
An idea to reduce time : It could be more simple if you can create an API (or anything else better) where you give your current symbol code and the target datasource to receive back the appropriate symbol code to be able to use with the dataprovider service requested.

In other word, something like we used to manage an external symbol code in a strategy script.
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Cone

#4
Streaming surely uses the same symbol as the Static Provider because these providers are built to work together, so that part of the argument doesn't hold water.

For the Fundamental Provider, it could be a good idea, but I don't want you to think this will ever happen. This is one of those feature that gives little bang for the buck (few would use it) and Fidelity wouldn't have any motivation to create it anyway.

There are literally thousands of things that Wealth-Lab could implement, but only a handful of them will ever be. Consequently, no TA app will be "everything" for "everyone" - it's impossible. On the other hand, using the Providers' APIs you can build what you need specifically for your purpose and data providers that you use.
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abegy

#5
I'm not fully agree with you. Streaming provider can be different from the Data provider. For example, because of the limit of the IB API, you can use it only for streaming provider and need to manage another data provider for EOD data.
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Eugene

#6
IB's data loading limitation is an exception that proves the rule. Other providers (e.g. eSignal, IQFeed) might not have such restrictions. Consequently, creating aliases in IB streaming provider directly is a much easier solution.
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Cone

#7
QUOTE:
you can use it only for streaming provider
IB data history isn't extensive, but it's there.

Anwyay, as I said, you can build your custom data solution and you don't need an extra API to do it.